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Quantitative Finance · Begrippenlijst

Wat is Embarrassingly parallel workload, parameter sweep?

Ook bekend als: embarrassingly parallel workload · parameter sweep

Definition 13.2 Research, Data and Risk Platforms · Hoofdstuk 13 — Distributed Compute and Schedulers

A workload is embarrassingly parallel when it splits into tasks that do not communicate while they run. A parameter sweep is such a workload: the same computation, typically a backtest, run once for each point of a grid of parameters, data slices or seeds.

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