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SAC
2002
ACM
14 years 11 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
COMPUTER
2008
84views more  COMPUTER 2008»
14 years 11 months ago
e-Science, caGrid, and Translational Biomedical Research
We describe the informatics requirements of translational biomedical research projects and how e-Science tools can be used to address them. We use pattern templates to describe the...
Joel H. Saltz, Tahsin M. Kurç, Shannon Hast...
IPPS
2010
IEEE
14 years 9 months ago
Improving numerical reproducibility and stability in large-scale numerical simulations on GPUs
The advent of general purpose graphics processing units (GPGPU's) brings about a whole new platform for running numerically intensive applications at high speeds. Their multi-...
Michela Taufer, Omar Padron, Philip Saponaro, Sand...
CLUSTER
2004
IEEE
15 years 3 months ago
Rolls: modifying a standard system installer to support user-customizable cluster frontend appliances
The Rocks toolkit [9], [7], [10] uses a graph-based framework to describe the configuration of all node types (termed appliances) that make up a complete cluster. With hundreds of...
Greg Bruno, Mason J. Katz, Federico D. Sacerdoti, ...
SAC
2006
ACM
15 years 5 months ago
Evaluation of rule-based modularization in model transformation languages illustrated with ATL
This paper studies ways for modularizing transformation definitions in current rule-based model transformation languages. Two scenarios are shown in which the modular units are id...
Ivan Kurtev, Klaas van den Berg, Fréd&eacut...