{"id":"https://openalex.org/W2734364505","doi":"https://doi.org/10.1145/3078155.3078161","title":"Near Real-Time Risk Simulation of Complex Portfolios on Heterogeneous Computing Systems with OpenCL","display_name":"Near Real-Time Risk Simulation of Complex Portfolios on Heterogeneous Computing Systems with OpenCL","publication_year":2017,"publication_date":"2017-05-10","ids":{"openalex":"https://openalex.org/W2734364505","doi":"https://doi.org/10.1145/3078155.3078161","mag":"2734364505"},"language":"en","primary_location":{"id":"doi:10.1145/3078155.3078161","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3078155.3078161","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th International Workshop on OpenCL","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5086740133","display_name":"Javier Alejandro Varela","orcid":null},"institutions":[{"id":"https://openalex.org/I153267046","display_name":"University of Kaiserslautern","ror":"https://ror.org/04zrf7b53","country_code":"DE","type":"education","lineage":["https://openalex.org/I153267046"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Javier Alejandro Varela","raw_affiliation_strings":["Microelectronic Systems Design Research Group, University of Kaiserslautern, Kaiserslautern, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Microelectronic Systems Design Research Group, University of Kaiserslautern, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5059285190","display_name":"Norbert Wehn","orcid":"https://orcid.org/0000-0002-9010-086X"},"institutions":[{"id":"https://openalex.org/I153267046","display_name":"University of Kaiserslautern","ror":"https://ror.org/04zrf7b53","country_code":"DE","type":"education","lineage":["https://openalex.org/I153267046"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Norbert Wehn","raw_affiliation_strings":["Microelectronic Systems Design Research Group, University of Kaiserslautern, Kaiserslautern, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Microelectronic Systems Design Research Group, University of Kaiserslautern, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I153267046"],"apc_list":null,"apc_paid":null,"fwci":0.8787,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.7756872,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"10"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10715","display_name":"Distributed and Parallel Computing Systems","score":0.9973000288009644,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10715","display_name":"Distributed and Parallel Computing Systems","score":0.9973000288009644,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9966999888420105,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11181","display_name":"Advanced Data Storage Technologies","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8122620582580566},{"id":"https://openalex.org/keywords/symmetric-multiprocessor-system","display_name":"Symmetric multiprocessor system","score":0.5400991439819336},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.531010091304779},{"id":"https://openalex.org/keywords/general-purpose-computing-on-graphics-processing-units","display_name":"General-purpose computing on graphics processing units","score":0.4270508587360382},{"id":"https://openalex.org/keywords/computational-science","display_name":"Computational science","score":0.40563634037971497},{"id":"https://openalex.org/keywords/distributed-computing","display_name":"Distributed computing","score":0.3978589177131653},{"id":"https://openalex.org/keywords/operating-system","display_name":"Operating system","score":0.2157449722290039},{"id":"https://openalex.org/keywords/graphics","display_name":"Graphics","score":0.09099507331848145}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8122620582580566},{"id":"https://openalex.org/C172430144","wikidata":"https://www.wikidata.org/wiki/Q17111997","display_name":"Symmetric multiprocessor system","level":2,"score":0.5400991439819336},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.531010091304779},{"id":"https://openalex.org/C50630238","wikidata":"https://www.wikidata.org/wiki/Q971505","display_name":"General-purpose computing on graphics processing units","level":3,"score":0.4270508587360382},{"id":"https://openalex.org/C459310","wikidata":"https://www.wikidata.org/wiki/Q117801","display_name":"Computational science","level":1,"score":0.40563634037971497},{"id":"https://openalex.org/C120314980","wikidata":"https://www.wikidata.org/wiki/Q180634","display_name":"Distributed computing","level":1,"score":0.3978589177131653},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.2157449722290039},{"id":"https://openalex.org/C21442007","wikidata":"https://www.wikidata.org/wiki/Q1027879","display_name":"Graphics","level":2,"score":0.09099507331848145}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3078155.3078161","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3078155.3078161","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th International Workshop on OpenCL","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320879","display_name":"Deutsche Forschungsgemeinschaft","ror":"https://ror.org/018mejw64"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W136905915","https://openalex.org/W1596411313","https://openalex.org/W1678662003","https://openalex.org/W1717365219","https://openalex.org/W1754649780","https://openalex.org/W1965612527","https://openalex.org/W2083545691","https://openalex.org/W2095595785","https://openalex.org/W2126311658","https://openalex.org/W2399715892","https://openalex.org/W2533012001","https://openalex.org/W2748044793","https://openalex.org/W2990299480","https://openalex.org/W3125471937","https://openalex.org/W4230670048","https://openalex.org/W6864238708"],"related_works":["https://openalex.org/W2073045545","https://openalex.org/W2089453325","https://openalex.org/W2357789544","https://openalex.org/W2348121177","https://openalex.org/W2048513577","https://openalex.org/W2202687868","https://openalex.org/W2593305490","https://openalex.org/W1638794332","https://openalex.org/W2283727056","https://openalex.org/W1684152253"],"abstract_inverted_index":{"High-performance":[0],"computing":[1],"systems":[2],"are":[3,34],"highly":[4],"required":[5],"nowadays":[6],"in":[7],"financial":[8,23],"risk":[9],"analysis":[10],"and":[11,31,46],"management,":[12],"which":[13,55],"has":[14],"become":[15],"a":[16,37,50],"key":[17],"process":[18],"at":[19],"the":[20,43],"core":[21],"of":[22],"institutions.":[24],"Risk":[25],"metrics":[26],"such":[27],"as":[28],"portfolio":[29],"value-at-risk":[30],"expected":[32],"shortfall":[33],"computed":[35],"on":[36],"daily":[38],"basis.":[39],"In":[40],"this":[41],"regard,":[42],"most":[44],"general":[45],"flexible":[47],"approach":[48],"is":[49,56],"nested":[51],"Monte":[52],"Carlo":[53],"simulation,":[54],"very":[57],"compute-intensive.":[58]},"counts_by_year":[{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":1}],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}