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WSC
2008
15 years 3 days 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 4 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 4 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
14 years 11 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 7 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...