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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
7 years 12 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
ASPLOS
2010
ACM
10 years 2 months ago
Modeling GPU-CPU workloads and systems
Heterogeneous systems, systems with multiple processors tailored for specialized tasks, are challenging programming environments. While it may be possible for domain experts to op...
Andrew Kerr, Gregory F. Diamos, Sudhakar Yalamanch...
ICS
2007
Tsinghua U.
10 years 3 months ago
Scheduling FFT computation on SMP and multicore systems
Increased complexity of memory systems to ameliorate the gap between the speed of processors and memory has made it increasingly harder for compilers to optimize an arbitrary code...
Ayaz Ali, S. Lennart Johnsson, Jaspal Subhlok
ICSE
2009
IEEE-ACM
10 years 10 months ago
The road not taken: Estimating path execution frequency statically
A variety of compilers, static analyses, and testing frameworks rely heavily on path frequency information. Uses for such information range from optimizing transformations to bug ...
Raymond P. L. Buse, Westley Weimer
ICDE
2012
IEEE
267views Database» more  ICDE 2012»
7 years 12 months ago
Scalable and Numerically Stable Descriptive Statistics in SystemML
—With the exponential growth in the amount of data that is being generated in recent years, there is a pressing need for applying machine learning algorithms to large data sets. ...
Yuanyuan Tian, Shirish Tatikonda, Berthold Reinwal...
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