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IJPP
2010
137views more  IJPP 2010»
13 years 9 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
PROCEDIA
2010
105views more  PROCEDIA 2010»
13 years 9 months ago
Improvement of parallelization efficiency of batch pattern BP training algorithm using Open MPI
The use of tuned collective’s module of Open MPI to improve a parallelization efficiency of parallel batch pattern back propagation training algorithm of a multilayer perceptron...
Volodymyr Turchenko, Lucio Grandinetti, George Bos...
WINET
2010
147views more  WINET 2010»
13 years 9 months ago
Hybrid trust and reputation management for sensor networks
Wireless sensor networks are characterised by the distributed nature of their operation and the resource constraints on the nodes. Trust management schemes that are targeted at sen...
Efthimia Aivaloglou, Stefanos Gritzalis
IPPS
2010
IEEE
13 years 8 months ago
Parallelization of tau-leap coarse-grained Monte Carlo simulations on GPUs
The Coarse-Grained Monte Carlo (CGMC) method is a multi-scale stochastic mathematical and simulation framework for spatially distributed systems. CGMC simulations are important too...
Lifan Xu, Michela Taufer, Stuart Collins, Dionisio...
DMIN
2009
180views Data Mining» more  DMIN 2009»
13 years 8 months ago
APHID: A Practical Architecture for High-Performance, Privacy-Preserving Data Mining
While the emerging field of privacy preserving data mining (PPDM) will enable many new data mining applications, it suffers from several practical difficulties. PPDM algorithms are...
Jimmy Secretan, Anna Koufakou, Michael Georgiopoul...