This is stars and forks stats for /ucascnic/NCQA repository. As of 03 May, 2024 this repository has 33 stars and 0 forks.
NCQA computing the non-convex risk parity porfolio problems by the non-convex quadratic approxiamtion (NCQA), interior point method (IPM) and sequence quadratic program (SQP) Environment Requirements Programming Language: CUDA C/C++ (tested on cuda/11.1) Installation Instructions For unified memory implementation (1) In the CMakeLists.txt, edit the variable CUDA_INSTALL_PATH to match the CUDA installation directory. (2) Type cmake . and make to compile. Reference [1] G. Scutari, F. Facchinei,...
NCQA computing the non-convex risk parity porfolio problems by the non-convex quadratic approxiamtion (NCQA), interior point method (IPM) and sequence quadratic program (SQP) Environment Requirements Programming Language: CUDA C/C++ (tested on cuda/11.1) Installation Instructions For unified memory implementation (1) In the CMakeLists.txt, edit the variable CUDA_INSTALL_PATH to match the CUDA installation directory. (2) Type cmake . and make to compile. Reference [1] G. Scutari, F. Facchinei,...
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