Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing (opens in new tab)

Institutional rebalancing is a batched optimization workload with a hard operating deadline: hundreds of accounts need new weights under budget, turnover, exposure, exclusion, and tax-aware controls before trading can proceed. This paper evaluates Asymmetry PRISM, a CPU/GPU portfolio optimization engine, through a public evaluation boundary; problem data in, and returned weights, status codes, timings, memory class, external feasibility diagno...