The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
We study the distributed sampling and centralized reconstruction of two correlated signals, modeled as the input and output of an unknown sparse filtering operation. This is akin ...
Ali Hormati, Olivier Roy, Yue M. Lu, Martin Vetter...
Abstract-- This work presents a technology-independent synthesis optimization that is effective in reducing the total number of state elements of a design. It works by identifying ...
Michael L. Case, Alan Mishchenko, Robert K. Brayto...
A number of useful bivariate spline methods are global in nature, i.e., all of the coefficients of an approximating spline must be computed at one time. Typically this involves sol...
Background: Biochemical networks play an essential role in systems biology. Rapidly growing network data and e research activities call for convenient visualization tools to aid i...
Sheng He, Juan Mei, Guiyang Shi, Zhengxiang Wang, ...