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NIMo Timeline



Parallel Numerical Optimization

Nemirovski seems to be the guy:

Dennis & Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations

C T Kelly, Iterative Methods for Linear and Nonlinear Equations

Free Flops

Colwell, Hot Chips, 2013, The Chip Design Game at the End of Moore’s Law.

NIM Full Balance Sheet Simulation


van Deventer, Kamakura Corporation, Dec 2014

FRB, Comprehensive Capital Analysis and Review.

Assessing the Fed’s CCAR Scenarios, Moody’s


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