We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Dynamic binary translators (DBTs) are becoming increasingly important because of their power and flexibility. However, the high memory demands of DBTs present an obstacle for all ...
Sophisticated parallel matrix multiplication algorithms like PDGEMM exhibit a complex structure and can be controlled by a large set of parameters including blocking factors and bl...
Appropriate feature selection is a very crucial issue in any machine learning framework, specially in Maximum Entropy (ME). In this paper, the selection of appropriate features for...
Metacomputing infrastructures couple multiple clusters (or MPPs) via wide-area networks. A major problem in programming parallel applications for such platforms is their hierarchi...