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...
The MPI programming model hides network type and topology from developers, but also allows them to seamlessly distribute a computational job across multiple cores in both an intra ...
Ideas by Statistical Mechanics (ISM) is a generic program to model evolution and propagation of ideas/patterns throughout populations subjected to endogenous and exogenous interac...
Real-time, adaptive control is a difficult problem that can be addressed by EC architectures. We are interested in incorporating into an EC architecture some of the features that ...
In most public companies in China, there are two thirds of shares that cannot be traded freely in the secondary market. These illiquid shares, however, may be allowed to circulate...