Amy Wang, Jan Treibig, Bob Blainey, Peng Wu, Yaoqing Gao, Barnaby Dalton, Danny Gupta, Fahham Khan, Neil Bartlett, Lior Velichover, James Sedgwick, Louis Ly. Optimizing IBM algorithmics' mark-to-future aggregation engine for real-time counterparty credit risk scoring. In Proceedings of WHPCF'13: 6th Workshop on High Performance Computational Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013. pages 8, ACM, 2013. [doi]
Abstract is missing.