Parallel Monte Carlo Simulation of VaR Calculation Based on Intel MIC Architecture

机译：基于Intel MIC架构的VaR计算的并行Monte Carlo仿真

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With regard to the research on financial risk management, Value-at-Risk(VaR) has been widely accepted as a standard approach to financial risk management. There are various ways applicable to calculate VaR, of which Monte Carlo Simulation is regarded as t

机译：关于金融风险管理的研究，风险价值（VaR）已被广泛接受为金融风险管理的标准方法。有多种方法可用于计算VaR，其中Monte Carlo Simulation被认为是t

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《International Conference on Big Data and Informatization Education》|2020年|470-473|共4页
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Tiansheng Wen; Rui Mao; Cheng Tan;
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关键词
parallel algorithm; Monte Carlo Simulation; OpenMP; Intel MIC; value at risk;

机译：并行算法;蒙特卡罗仿真; OpenMP;英特尔MIC;风险值;

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2. Parallel Monte Carlo on Intel MIC Architecture [J] . Emanouil Atanassov, Todor Gurov, Sofiya Ivanovska, Procedia Computer Science . 2017,第1期

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3. Competing energy lookup algorithms in Monte Carlo neutron transport calculations and their optimization on CPU and Intel MIC architectures [J] . Wang Yunsong, Brun Emeric, Malvagi Fausto, Journal of computational science . 2017,第May期

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4. OpenMP-Based Monte Carlo Dose Calculation for Radiotherapy Treatment Planning on the Intel MIC Architecture [C] . Qinglin Wang, Jie Liu, Peizhen Xie, International Conference on Information Technology in Medicine and Education . 2015

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6. Secondary monitor unit calculations for VMAT using parallelized Monte Carlo simulations [O] . Stephen Bhagroo, Samuel B. French, Joshua A. Mathews, 2019

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7. Competing Energy Lookup Algorithms in Monte Carlo Neutron Transport Calculations and Their Optimization on CPU and Intel MIC Architectures [O] . Wang Yunsong, Brun Emeric, Malvagi Fausto, 2016

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Parallel Monte Carlo Simulation of VaR Calculation Based on Intel MIC Architecture

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