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ICASSP
2011
IEEE
14 years 1 months ago
Multi-rate polyphase DSP and LMS calibration schemes for oversampled data conversion systems
—Architectural schemes for low-power calibration of oversampled analog-to-digital (A/D) systems are presented. Conventional full-rate least-mean squares (LMS) calibration has two...
Subhanshu Gupta, Yi Tang, Kuang-Wei Cheng, Jeyanan...
ICDE
2011
IEEE
235views Database» more  ICDE 2011»
14 years 1 months ago
Fast data analytics with FPGAs
—The rapidly increasing amount of data available for real-time analysis (i.e., so-called operational business intelligence) is creating an interesting opportunity for creative ap...
Louis Woods, Gustavo Alonso
FS
2011
165views more  FS 2011»
14 years 1 months ago
Asset price bubbles from heterogeneous beliefs about mean reversion rates
Harrison and Kreps showed in 1978 how the heterogeneity of investor beliefs can drive speculation, leading the price of an asset to exceed its intrinsic value. By focusing on an e...
Xi Chen, Robert V. Kohn
FS
2011
168views more  FS 2011»
14 years 1 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
ICDE
2011
IEEE
234views Database» more  ICDE 2011»
14 years 1 months ago
Massively parallel XML twig filtering using dynamic programming on FPGAs
Abstract— In recent years, XML-based Publish-Subscribe Systems have become popular due to the increased demand of timely event-notification. Users (or subscribers) pose complex ...
Roger Moussalli, Mariam Salloum, Walid A. Najjar, ...