Requirements for systemic risk management in the financial sector
- Donna N. Dillenberger
- Alan J. King
- et al.
- 2009
- WHPCF 2009
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19 results for A.J. King
Stream processing performance for blue Gene/P supercomputer
- Gabor Dozsa
- Todd A. Inglett
- et al.
- 2008
- WHPCF 2008
Asynchronous task dispatch for high throughput computing for the eServer IBM blue gene® supercomputer
- Amanda Peters
- Alan King
- et al.
- 2008
- IPDPS 2008
Optimizations in financial engineering: The Least-Squares Monte Carlo method of Longstaff and Schwartz
- Anamitra Roy Choudhury
- Alan King
- et al.
- 2008
- IPDPS 2008
Stock selection combining rule generation and risk/reward portfolio optimization
- C.V. Apte
- Se June Hong
- et al.
- 1996
- CIFEr 1996
Middleware for financial risk data aggregation
- A.J. King
- A. Orani
- et al.
- 2014
- IBM J. Res. Dev
Using multi-agent simulation to understand trading dynamics of a derivatives market
- Alan J. King
- Olga Streltchenko
- et al.
- 2005
- Ann. Math. Artif. Intell.
Calibrated option bounds
- Alan J. King
- Matti Koivu
- et al.
- 2005
- International Journal of Theoretical and Applied Finance
On bridging the gap between stochastic integer programming and MIP solver technologies
- Gyana R. Parija
- Shabbir Ahmed
- et al.
- 2004
- INFORMS Journal on Computing
A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
- Shabbir Ahmed
- Alan J. King
- et al.
- 2003
- Journal of Global Optimization