Sciweavers

81 search results - page 3 / 17
» Pseudorandom Financial Derivatives
Sort
View
WSC
2007
13 years 8 months ago
Monte Carlo simulation in financial engineering
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
Nan Chen, L. Jeff Hong
DAC
1996
ACM
13 years 10 months ago
Pseudorandom-Pattern Test Resistance in High-Performance DSP Datapaths
The testability of basic DSP datapath structures using pseudorandom built-in self-test techniques is examined. The addition of variance mismatched signals is identified as a testi...
Laurence Goodby, Alex Orailoglu
TIT
2010
121views Education» more  TIT 2010»
13 years 15 days ago
Power of a public random permutation and its application to authenticated encryption
In this paper, we first show that many independent pseudorandom permutations over {0, 1}n can be obtained from a single public random permutation and secret n bits. We next prove ...
Kaoru Kurosawa
IGPL
2006
87views more  IGPL 2006»
13 years 5 months ago
Satisfiability Decay along Conjunctions of Pseudo-Random Clauses
Abstract. k-SAT is a fundamental constraint satisfaction problem. It involves S(m), the satisfaction set of the conjunction of m clauses, each clause a disjunction of k literals. T...
Eli Shamir
KES
2010
Springer
13 years 4 months ago
Extracting Principal Components from Pseudo-random Data by Using Random Matrix Theory
We develop a methodology to grasp temporal trend in a stock market that changes year to year, or sometimes within a year depending on numerous factors. For this purpose, we employ ...
Mieko Tanaka-Yamawaki