FlashFolio achieves up to 12.9x speedup for single-period and 48x for multi-period portfolio optimization versus MOSEK on realistic market instances.
Fama and Kenneth R
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
FlashFolio: A GPU-Accelerated Solver for Portfolio Optimization
FlashFolio achieves up to 12.9x speedup for single-period and 48x for multi-period portfolio optimization versus MOSEK on realistic market instances.