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HPCS
2005
IEEE
14 years 2 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
14 years 2 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
ICMCS
2005
IEEE
136views Multimedia» more  ICMCS 2005»
14 years 2 months ago
Gridmedia: A Multi-Sender Based Peer-to-Peer Multicast System for Video Streaming
We present a novel single source peer-to-peer multicast architecture called GridMedia which mainly consists of 1) multi-sender based overlay multicast protocol (MSOMP) and 2) mult...
Meng Zhang, Yun Tang, Li Zhao, Jian-Guang Luo, Shi...
IEEEPACT
2005
IEEE
14 years 2 months ago
Communication Optimizations for Fine-Grained UPC Applications
Global address space languages like UPC exhibit high performance and portability on a broad class of shared and distributed memory parallel architectures. The most scalable applic...
Wei-Yu Chen, Costin Iancu, Katherine A. Yelick
INFOCOM
2005
IEEE
14 years 2 months ago
Network coding for large scale content distribution
— We propose a new scheme for content distribution of large files that is based on network coding. With network coding, each node of the distribution network is able to generate...
Christos Gkantsidis, Pablo Rodriguez