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HPCS
2005
IEEE
15 years 10 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ICDCSW
2005
IEEE
15 years 10 months ago
Adaptive Real-Time Anomaly Detection with Improved Index and Ability to Forget
Anomaly detection in IP networks, detection of deviations from what is considered normal, is an important complement to misuse detection based on known attack descriptions. Perfor...
Kalle Burbeck, Simin Nadjm-Tehrani
INFOVIS
2005
IEEE
15 years 10 months ago
Flow Map Layout
Cartographers have long used flow maps to show the movement of objects from one location to another, such as the number of people in a migration, the amount of goods being traded,...
Doantam Phan, Ling Xiao, Ron B. Yeh, Pat Hanrahan,...
IPPS
2005
IEEE
15 years 10 months ago
On the Scalability of Centralized Control
Scalability of clusters and MPPs is typically discussed in terms of limits on growth: something which grows at a rate of O(log p) (where p is the number of processors) is said to ...
Dror G. Feitelson
IPPS
2005
IEEE
15 years 10 months ago
User Transparent Parallel Processing of the 2004 NIST TRECVID Data Set
The Parallel-Horus framework, developed at the University of Amsterdam, is a unique software architecture that allows non-expert parallel programmers to develop fully sequential m...
Frank J. Seinstra, Cees Snoek, Dennis Koelma, Jan-...
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