Essays about: "Xin Lou"

Found 1 essay containing the words Xin Lou.

  1. 1. Acceleration of Distance-to-Default with GPU

    University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)

    Author : Xin Lou; [2012]
    Keywords : ;

    Abstract : Distance-to-Default(DTD), which is used to describe the default risk of a rm, acts an important role in credit research. Nowadays, since we can access a large amount of historical data, we can get a more accurate DTD result. However, this directly increases the computation time as well as the computation power. READ MORE