The Design and Implementation of a High-Performance Portfolio Optimization Platform

Yidong Chen, Zhonghua Lu, Xueying Yang. The Design and Implementation of a High-Performance Portfolio Optimization Platform. In Guojun Wang 0001, Aniello Castiglione, Alberto Huertas Celdrán, editors, 23rd IEEE International Conference on Computational Science and Engineering, CSE 2020, Guangzhou, China, December 29, 2020 - January 1, 2021. pages 1-7, IEEE, 2020. [doi]

Abstract

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