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2009
ACM
14 years 8 days ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
ICCS
2001
Springer
14 years 2 days ago
High-Performance Algorithm Engineering for Computational Phylogenetics
Abstract. Phylogeny reconstruction from molecular data poses complex optimization problems: almost all optimization models are NP-hard and thus computationally intractable. Yet app...
Bernard M. E. Moret, David A. Bader, Tandy Warnow
LSSC
2001
Springer
14 years 1 days ago
On the Parallelization of the Sparse Grid Approach for Data Mining
Abstract. Recently we presented a new approach [5, 6] to the classification problem arising in data mining. It is based on the regularization network approach, but in contrast to ...
Jochen Garcke, Michael Griebel
ICCAD
2000
IEEE
109views Hardware» more  ICCAD 2000»
14 years 16 hour ago
Latency-Guided On-Chip Bus Network Design
Abstract— Deep submicron technology scaling has two major ramifications on the design process. First, reduced feature size significantly increases wire delay, thus resulting in...
Milenko Drinic, Darko Kirovski, Seapahn Meguerdich...
IPPS
2000
IEEE
14 years 1 hour ago
A General Parallel Simulated Annealing Library and its Application in Airline Industry
To solve real-world discrete optimization problems approximately metaheuristics such as simulated annealing and other local search methods are commonly used. For large instances o...
Georg Kliewer, Stefan Tschöke