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» Accelerating Monte Carlo based SSTA using FPGA
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WSC
2000
13 years 7 months ago
Quasi-Monte Carlo methods in cash flow testing simulations
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
Michael G. Hilgers
ARC
2009
Springer
188views Hardware» more  ARC 2009»
14 years 17 days ago
Word-Length Optimization and Error Analysis of a Multivariate Gaussian Random Number Generator
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
Chalermpol Saiprasert, Christos-Savvas Bouganis, G...
WSC
1998
13 years 7 months ago
Accelerated Simulation for Pricing Asian Options
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
Felisa J. Vázquez-Abad, Daniel Dufresne
ARC
2007
Springer
140views Hardware» more  ARC 2007»
13 years 9 months ago
Reconfigurable Computing for Accelerating Protein Folding Simulations
Abstract. This paper presents a methodology for the design of a reconfigurable computing system applied to a complex problem in molecular Biology: the protein folding problem. An e...
Nilton B. Armstrong, Heitor S. Lopes, Carlos R. Er...
FCCM
2006
IEEE
121views VLSI» more  FCCM 2006»
13 years 12 months ago
An FPGA Solution for Radiation Dose Calculation
— Radiation dose calculation is an important step in the treatment of cancer patients requiring radiation therapy. It ensures that the physician prescribed dose agrees with the d...
Kevin Whitton, Xiaobo Sharon Hu, Cedric X. Yu, Dan...