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ENGL
2008
186views more  ENGL 2008»
14 years 12 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
ANSS
2002
IEEE
15 years 4 months ago
Temporal Uncertainty Time Warp: An Agent-Based Implementation
This paper introduces TUTW – Temporal Uncertainty Time Warp – a control engine designed for an exploitation of temporal uncertainty (TU) in general optimistic simulations, and...
Roberto Beraldi, Libero Nigro, Antonino Orlando, F...
ICML
2009
IEEE
16 years 20 days ago
Group lasso with overlap and graph lasso
We propose a new penalty function which, when used as regularization for empirical risk minimization procedures, leads to sparse estimators. The support of the sparse vector is ty...
Laurent Jacob, Guillaume Obozinski, Jean-Philippe ...
IEEEPACT
2003
IEEE
15 years 5 months ago
Redeeming IPC as a Performance Metric for Multithreaded Programs
Recent work has shown that multithreaded workloads running in execution-driven, full-system simulation environments cannot use instructions per cycle (IPC) as a valid performance ...
Kevin M. Lepak, Harold W. Cain, Mikko H. Lipasti
ICAI
2004
15 years 1 months ago
Inductive System Health Monitoring
- The Inductive Monitoring System (IMS) software was developed to provide a technique to automatically produce health monitoring knowledge bases for systems that are either difficu...
David L. Iverson