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» The Convergence of Iterated Classification
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WSC
2007
15 years 2 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
ARC
2008
Springer
115views Hardware» more  ARC 2008»
15 years 1 months ago
A High Throughput FPGA-based Floating Point Conjugate Gradient Implementation
As Field Programmable Gate Arrays (FPGAs) have reached capacities beyond millions of equivalent gates, it becomes possible to accelerate floating-point scientific computing applica...
Antonio Roldao Lopes, George A. Constantinides
ASAP
2008
IEEE
199views Hardware» more  ASAP 2008»
15 years 1 months ago
An efficient method for evaluating polynomial and rational function approximations
In this paper we extend the domain of applicability of the E-method [7, 8], as a hardware-oriented method for evaluating elementary functions using polynomial and rational functio...
Nicolas Brisebarre, Sylvain Chevillard, Milos D. E...
GECCO
2010
Springer
135views Optimization» more  GECCO 2010»
15 years 1 months ago
Investigating the impact of sequential selection in the (1, 2)-CMA-ES on the noisy BBOB-2010 testbed
Sequential selection was introduced for Evolution Strategies (ESs) with the aim of accelerating their convergence— performing the evaluations of the different offspring sequen...
Anne Auger, Dimo Brockhoff, Nikolaus Hansen
ATAL
2008
Springer
15 years 1 months ago
Trajectories of goods in distributed allocation
Distributed allocation mechanisms rely on the agents' autonomous (and supposedly rational) behaviour: states evolve as a result of agents contracting deals and exchanging res...
Yann Chevaleyre, Ulle Endriss, Nicolas Maudet