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HPCS
2005
IEEE
15 years 3 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
PDP
2008
IEEE
15 years 4 months ago
Automatic Service Deployment Using Virtualisation
Manual deployment of the application usually requires expertise both about the underlying system and the application. Automatic service deployment can improve deployment significa...
Gabor Kecskemeti, Péter Kacsuk, Gábo...
IPPS
2002
IEEE
15 years 3 months ago
Characterizing NAS Benchmark Performance on Shared Heterogeneous Networks
The goal of this research is to develop performance profiles of parallel and distributed applications in order to predict their execution time under different network conditions....
Jaspal Subhlok, Shreenivasa Venkataramaiah, Amitoj...
CSE
2012
IEEE
13 years 5 months ago
Accelerating Quantum Monte Carlo Simulations of Real Materials on GPU Clusters
—Continuum quantum Monte Carlo (QMC) has proved to be an invaluable tool for predicting the properties of matter from fundamental principles. By solving the manybody Schr¨odinge...
Kenneth Esler, Jeongnim Kim, David M. Ceperley, Lu...
ISPDC
2010
IEEE
14 years 8 months ago
A Distributed Wakening Based Target Tracking Protocol for Wireless Sensor Networks
We propose a two layer protocol for tracking fast targets in sensor networks. At the lower layer, the Distributed Spanning Tree Algorithm (DSTA) [12] partitions the network into c...
Aysegul Alaybeyoglu, Orhan Dagdeviren, Aylin Kanta...