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IJPP
2010
137views more  IJPP 2010»
14 years 8 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
DATE
2010
IEEE
184views Hardware» more  DATE 2010»
15 years 2 months ago
Parallel subdivision surface rendering and animation on the Cell BE processor
—Subdivision Surfaces provide a compact way to describe a smooth surface using a mesh model. They are widely used in 3D animation and nearly all modern modeling programs support ...
R. Grottesi, S. Morigi, Martino Ruggiero, Luca Ben...
PLDI
2010
ACM
15 years 2 months ago
Supporting speculative parallelization in the presence of dynamic data structures
The availability of multicore processors has led to significant interest in compiler techniques for speculative parallelization of sequential programs. Isolation of speculative s...
Chen Tian, Min Feng, Rajiv Gupta
GECCO
2008
Springer
143views Optimization» more  GECCO 2008»
14 years 10 months ago
A parallel evolutionary algorithm for unconstrained binary quadratic problems
In this paper an island model is described for the unconstrained Binary Quadratic Problem (BQP), which can be used with up to 2500 binary variables. Our island model uses a master...
István Borgulya
EVOW
2012
Springer
13 years 5 months ago
Hyperparameter Tuning in Bandit-Based Adaptive Operator Selection
We are using bandit-based adaptive operator selection while autotuning parallel computer programs. The autotuning, which uses evolutionary algorithm-based stochastic sampling, take...
Maciej Pacula, Jason Ansel, Saman P. Amarasinghe, ...