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IJPP
2010
137views more  IJPP 2010»
13 years 6 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
SIGSOFT
2007
ACM
14 years 8 months ago
A framework for characterization and analysis of software system scalability
The term scalability appears frequently in computing literature, but it is a term that is poorly defined and poorly understood. The lack of a clear, consistent and systematic trea...
Leticia Duboc, David S. Rosenblum, Tony Wicks
CONCURRENCY
2010
75views more  CONCURRENCY 2010»
13 years 7 months ago
An Open Source performance tools software suite for scientific computing
With the rapid replacement of closed, homogeneous, proprietary HPC systems by heterogeneous, Linux-MPI cluster systems, the state of performance monitoring and analysis tools has ...
Philip J. Mucci, Tushar Mohan
EPEW
2009
Springer
14 years 2 months ago
Performance of Auctions and Sealed Bids
We develop models of automated E-commerce techniques, which predict the economic outcomes of these decision mechanisms, including the price attained by a good and the resulting inc...
Erol Gelenbe, László Györfi
CVPR
2009
IEEE
15 years 2 months ago
Maximizing Intra-individual Correlations for Face Recognition Across Pose Differences
The variations of pose lead to significant performance decline in face recognition systems, which is a bottleneck in face recognition. A key problem is how to measure the simila...
Annan Li (Chinese Academy of Sciences), Shiguang S...