This paper describes an implementation of parallel LU factorization. The focus is to achieve high performance on non-dedicated clusters, where the number of available computing re...
The SCOOPP (Scalable Object Oriented Parallel Programming) system is an hybrid compile and run-time system. SCOOPP dynamically scales OO applications on a wide range of target plat...
Subsystems for on-line recognition of handwriting are needed in personal digital assistants (PDAs) and other portable handheld devices. We have developed a recognition system whic...
We describe a Markov chain method for sampling from the distribution of the hidden state sequence in a non-linear dynamical system, given a sequence of observations. This method u...
The bid-offer spread on equity options is a key source of profits for market makers, and a key cost for those trading in the options. Spreads are influenced by dynamic market f...