A massively parallel algorithm for nonlinear multicommodity flow problems has been designed and tested. A new promising algorithm for quadratic stochastic programs with network structures has also been developed.

We study the parallel implementation of a decomposition algorithm based on coercion functions, for the multicommodity network flow problem. Alternative designs for the parallel implementation of the algorithm are proposed. ...

Parallel computing is becoming a basic tool for research in several areas of computational mathematical programming. Algorithms and models that were intractable by the performance standards of von Neumann computers are ...

We construct a bivariate factor of political stability and economic policy confidence, and show that it commands a significant premium of up to 15% per annum, in the global, developed, and emerging markets, robust to ICAPM, ...

We develop models for portfolio diversification in the sovereign credit default swap (CDS) markets and show that, despite literature findings that sovereign CDS spreads are affected by global factors, there is sufficient ...