quantresearch1
No user record in our sample, but quantresearch1 has activity below (stories or comments). Likely we have partial data — the full bulk-load will fill profiles in.
No user record in our sample, but quantresearch1 has activity below (stories or comments). Likely we have partial data — the full bulk-load will fill profiles in.
SIMM but also SA-CCR, VaR etc
If you can beat the best solvers out there by a significant margin, I would say it's worth 10's of thousands a year. Speed is one aspect of it, but it could also be you are able to solve problems other solvers cannot…
In my work, I use Gurobi and other proprietary/free solvers to optimize some objectives big banks care about. It's not uncommon to use solvers in finance to optimize some metrics of a portfolio. A lot of people I have…