| Mizuho-DL Financial Technology Co., Ltd. Patent applications |
| Patent application number | Title | Published |
|---|
| 20120105462 | PARALLELIZATION OF RANDOM NUMBER GENERATION PROCESSING BY EMPLOYING GPU - A method of carrying out random number generation processing uses a GPU including a plurality of blocks each including at least one core, the random number generation processing including update processing of updating state vectors and conversion processing of converting the updated state vectors into random numbers having another distribution. The method includes carrying out, by one of the plurality of blocks, the update processing (S | 05-03-2012 |
| 20090006275 | Method and apparatus for calculating credit risk of portfolio - The risk measures of a portfolio are calculated with speed. Concerning a loss for each of the sectors to which the companies constituting the portfolio belong, the Laplace transform of a conditional probability distribution in which factors affecting management indexes are respective values is calculated in advance and stored in a storage unit as data. The stored data is retrieved as an approximate value and used when a numerical calculation of an integral is performed, to perform the integration. Consequently, as it becomes possible to quickly calculate the Laplace transform of a density function and a distribution function, it is possible to calculate the density function and the distribution function by Laplace inversion and calculate the risk measures of the portfolio. | 01-01-2009 |
