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NIMo Timeline

Slide06

Parallel Numerical Optimization

https://homes.cs.washington.edu/~galen/files/quasi-newton-notes.pdf

Nemirovski seems to be the guy: http://www2.isye.gatech.edu/~nemirovs/

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.

http://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html

http://www.eecs.berkeley.edu/~wkahan/ieee754status/ieee754.ps

http://port70.net/~nsz/articles/float/lyon_handbook_of_floating-point_arithmetic_2009.pdf

http://www.amazon.com/Computer-Architecture-Fifth-Edition-Quantitative/dp/012383872X

http://www.nr.com

NIM Full Balance Sheet Simulation

Hanweck, https://www.fdic.gov/bank/analytical/working/wp2005/WP2005_2.pdf

van Deventer, Kamakura Corporation, Dec 2014

FRB, Comprehensive Capital Analysis and Review.

Assessing the Fed’s CCAR Scenarios, Moody’s

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