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CAL
2006
13 years 4 months ago
Performance modeling using Monte Carlo simulation
Abstract-- Cycle accurate simulation has long been the primary tool for micro-architecture design and evaluation. Though accurate, the slow speed often imposes constraints on the e...
Ram Srinivasan, Jeanine Cook, Olaf M. Lubeck
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
WSC
2008
13 years 7 months ago
Monte Carlo and discrete-event simulations in C and R
The Monte Carlo and discrete-event simulation code associated with the Simulation 101 pre-conference workshop (offered at the 2006, 2007, and 2008 Winter Simulation Conferences) i...
Barry Lawson, Lawrence Mark Leemis
SBACPAD
2006
IEEE
102views Hardware» more  SBACPAD 2006»
13 years 10 months ago
Ultra-Fast CPU Performance Prediction: Extending the Monte Carlo Approach
Performance evaluation of contemporary processors is becoming increasingly difficult due to the lack of proper frameworks. Traditionally, cycle-accurate simulators have been exte...
Ram Srinivasan, Jeanine Cook, Olaf M. Lubeck
ENGL
2008
186views more  ENGL 2008»
13 years 4 months ago
High Performance Monte-Carlo Based Option Pricing on FPGAs
High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
Xiang Tian, Khaled Benkrid, Xiaochen Gu