Hi:

I am looking for 1 or 2 compute-intensive realistic workloads in Finance sector for R, where I can take advantage of optimized BLAS and LAPACK libraries and also random number libraries.  VaR calculation is one of the areas I am looking into.  Can you please suggest other models/methods where BLAS/LAPACK performance is critical?   

Thank You.

Best Regards,

Balaji

       
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