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CG
2010
Springer
9 years 11 days ago
Biasing Monte-Carlo Simulations through RAVE Values
Abstract. The Monte-Carlo Tree Search algorithm has been successfully applied in various domains. However, its performance heavily depends on the Monte-Carlo part. In this paper, w...
Arpad Rimmel, Fabien Teytaud, Olivier Teytaud
ENGL
2008
186views more  ENGL 2008»
9 years 2 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
CF
2005
ACM
9 years 4 months ago
Grid result checking
Result checking is the theory and practice of proving that the result of an execution of a program on an input is correct. Result checking has most often been envisioned in the fr...
Cécile Germain-Renaud, Dephine Monnier-Raga...
ASAP
2007
IEEE
157views Hardware» more  ASAP 2007»
9 years 6 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
ISVLSI
2007
IEEE
204views VLSI» more  ISVLSI 2007»
9 years 8 months ago
Designing Memory Subsystems Resilient to Process Variations
As technology scales, more sophisticated fabrication processes cause variations in many different parameters in the device. These variations could severely affect the performance ...
Mahmoud Ben Naser, Yao Guo, Csaba Andras Moritz
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