Search Results for "research database"
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Showing 2 open source projects for "research database"
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Database Benchmark can be used as an additional viewpoint when the research engineers or software architects asses the appropriate background storage engine for their mission critical systems. The application contains useful tools that make it easy to test and evaluate the different solutions.
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The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references to the papers.
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