The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
In this paper we briefly review the importance of LP (linear programming), and Dantzig's main contributions to OR (Operations Research), mathematics, and computer science. In...
Humanoid robots are high-dimensional movement systems for which analytical system identification and control methods are insufficient due to unknown nonlinearities in the system s...
This paper presents a hardware-optimized variant of the well-known Gaussian elimination over GF(2) and its highly efficient implementation. The proposed hardware architecture, we...
Consider a dynamic, large-scale communication infrastructure (e.g., the Internet) where nodes (e.g., in a peer to peer system) can communicate only with nodes whose id (e.g., IP a...