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WSC
2008
15 years 2 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
ICCAD
2007
IEEE
113views Hardware» more  ICCAD 2007»
15 years 6 months ago
The FAST methodology for high-speed SoC/computer simulation
— This paper describes the FAST methodology that enables a single FPGA to accelerate the performance of cycle-accurate computer system simulators modeling modern, realistic SoCs,...
Derek Chiou, Dam Sunwoo, Joonsoo Kim, Nikhil A. Pa...
ICS
2009
Tsinghua U.
15 years 6 months ago
Performance modeling and automatic ghost zone optimization for iterative stencil loops on GPUs
Iterative stencil loops (ISLs) are used in many applications and tiling is a well-known technique to localize their computation. When ISLs are tiled across a parallel architecture...
Jiayuan Meng, Kevin Skadron
MASCOTS
2010
15 years 1 months ago
Predicting the Performance of Virtual Machine Migration
With the ability to move virtual machines between physical hosts, live migration is a core feature of virtualisation. However for migration to be useful, deployable feature on a la...
Sherif Akoush, Ripduman Sohan, Andrew Rice, Andrew...
CEC
2010
IEEE
14 years 9 months ago
Comparison of GA and PSO performance in parameter estimation of microbial growth models: A case-study using experimental data
In this work we examined the performance of two evolutionary algorithms, a genetic algorithm (GA) and particle swarm optimization (PSO), in the estimation of the parameters of a mo...
Dulce Calcada, Agostinho Rosa, Luis C. Duarte, Vit...