q-fin.CP · 2026-06-23 · No. 32

Computational Finance, 2026-06-23.

1 new papers in q-fin.CP. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing

    Debdoot Ghosh

    q-fin.CP · cs.CE · cs.DC · math.OC · q-fin.PM

    Institutional rebalancing is a batched optimization workload with a hard operating deadline: hundreds of accounts need new weights under budget, turnover, exposure, exclusion, and tax-aware controls before trading can proceed. This paper evaluates Asymmetry PRISM, a CPU/GPU portfolio optimization engine, through a public evaluation boundary; problem data in, and returned weights, status codes, timings, memory class, external feasibility...

    arxiv.org/abs/2606.23367 · PDF

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