Javier Alejandro Varela, Norbert Wehn, Sascha Desmettre, Ralf Korn. Real-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL. In Proceedings of the 7th Workshop on Python for High-Performance and Scientific Computing, PyHPC@SC 2017, Denver, CO, USA, November 12, 2017. ACM, 2017. [doi]
Abstract is missing.