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WSC
2008
13 years 7 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
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...
Sandeep Juneja
CASES
2010
ACM
13 years 3 months ago
Balancing memory and performance through selective flushing of software code caches
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 ...
Apala Guha, Kim M. Hazelwood, Mary Lou Soffa
EUROPAR
2005
Springer
13 years 10 months ago
Automatic Tuning of PDGEMM Towards Optimal Performance
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...
Sascha Hunold, Thomas Rauber
ICPR
2010
IEEE
13 years 8 months ago
Feature Selection Using Multiobjective Optimization for Named Entity Recognition
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...
Asif Ekbal, Sriparna Saha
IPPS
2000
IEEE
13 years 8 months ago
Bandwidth-Efficient Collective Communication for Clustered Wide Area Systems
Metacomputing infrastructures couple multiple clusters (or MPPs) via wide-area networks. A major problem in programming parallel applications for such platforms is their hierarchi...
Thilo Kielmann, Henri E. Bal, Sergei Gorlatch