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WSC
2004
15 years 4 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Athanassios N. Avramidis
BMCBI
2010
139views more  BMCBI 2010»
15 years 3 months ago
A highly efficient multi-core algorithm for clustering extremely large datasets
Background: In recent years, the demand for computational power in computational biology has increased due to rapidly growing data sets from microarray and other high-throughput t...
Johann M. Kraus, Hans A. Kestler
AVI
2004
15 years 4 months ago
Interactive data summarization: an example application
Summarizing large multidimensional datasets is a challenging task, often requiring extensive investigation by a user to identify overall trends and important exceptions to them. W...
Neal Lesh, Michael Mitzenmacher
BMCBI
2010
175views more  BMCBI 2010»
15 years 3 months ago
Calibur: a tool for clustering large numbers of protein decoys
Background: Ab initio protein structure prediction methods generate numerous structural candidates, which are referred to as decoys. The decoy with the most number of neighbors of...
Shuai Cheng Li, Yen Kaow Ng
DAC
2008
ACM
16 years 4 months ago
Faster symmetry discovery using sparsity of symmetries
Many computational tools have recently begun to benefit from the use of the symmetry inherent in the tasks they solve, and use general-purpose graph symmetry tools to uncover this...
Paul T. Darga, Karem A. Sakallah, Igor L. Markov