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→Summer 2018
2018-07-13
*Further parallelize Matlab code (msmf_corr_coeff.m). Now on our 12 cores server, one call to msmf_corr_coeff takes about 35 seconds for R=200, monte_M = 70, mktsize = 30.
*Will try to parallelize moments.m. Currently it takes 10 seconds per call. This in included in the 35 seconds runtime of msmf_corr_coeff.m.
[[FILE:msmf35seconds.png]]
