High performance computers currently under construction, such as IBM’s Blue Gene/L, consisting of large numbers (64K) of low cost processing elements with relatively small local...
Ed Upchurch, Paul L. Springer, Maciej Brodowicz, S...
In this paper we specify an operational run-time semantics of Assignment Featherweight Java -- a minimal subset of Java with assignments -- with around advice, using graph transfo...
This paper discusses novel dedicated hardware architecture for hybrid optimization based on Genetic algorithm (GA) and Simulated Annealing (SA). The proposed architecture achieves ...
Simulation has long been a significant and powerful force for the improvement of manufacturing operations. More recently, it has been used to increase the efficiency, efficacy, an...
Marcelo Zottolo, Edward J. Williams, Onur M. Ü...
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...