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» Parallel Object Oriented Monte Carlo Simulations
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WSC
2008
13 years 7 months ago
An application of parallel Monte Carlo modeling for real-time disease surveillance
The global health, threatened by emerging infectious diseases, pandemic influenza, and biological warfare, is becoming increasingly dependent on the rapid acquisition, processing,...
David W. Bauer, Mojdeh Mohtashemi
DCOSS
2011
Springer
12 years 5 months ago
A distributed information fusion method for localization based on Pareto optimization
—To overcome the limitations of specific positioning techniques for mobile wireless nodes and achieve a high accuracy, the fusion of heterogeneous sensor information is an appea...
Alessio De Angelis, Carlo Fischione
ASAP
2007
IEEE
157views Hardware» more  ASAP 2007»
13 years 9 months ago
Automatic Generation and Optimisation of Reconfigurable Financial Monte-Carlo Simulations
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...
David B. Thomas, Jacob A. Bower, Wayne Luk
FCCM
2008
IEEE
205views VLSI» more  FCCM 2008»
13 years 11 months ago
Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation
The recent turmoil in global credit markets has demonstrated the need for advanced modelling of credit risk, which can take into account the effects of changing economic condition...
David B. Thomas, Wayne Luk
IOR
2008
91views more  IOR 2008»
13 years 5 months ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
Pierre L'Ecuyer, Christian Lécot, Bruno Tuf...