We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
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...
The systematic exploration of the space of all the behaviours of a software system forms the basis of numerous approaches to verification. However, existing approaches face many c...
Sriram Sankaranarayanan, Richard M. Chang, Guofei ...
Time-Of-Flight (TOF) positron emission tomography (PET) was studied and preliminarily developed in the 80s, but the lack of a scintillator able to deliver proper time resolution a...
Parham Geramifar, Mohammad Reza Ay, Mojtaba Shamsa...
We propose a general-purpose stochastic optimization algorithm, the so-called annealing stochastic approximation Monte Carlo (ASAMC) algorithm, for neural network training. ASAMC c...