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WSC
2000
15 years 6 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
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...
134
Voted
DSN
2008
IEEE
15 years 11 months ago
Scheduling algorithms for unpredictably heterogeneous CMP architectures
In future large-scale multi-core microprocessors, hard errors and process variations will create dynamic heterogeneity, causing performance and power characteristics to differ amo...
Jonathan A. Winter, David H. Albonesi
144
Voted
ICIP
2007
IEEE
16 years 6 months ago
An Efficient Method for Compressed Sensing
Compressed sensing or compressive sampling (CS) has been receiving a lot of interest as a promising method for signal recovery and sampling. CS problems can be cast as convex prob...
Seung-Jean Kim, Kwangmoo Koh, Michael Lustig, Step...
WCRE
2007
IEEE
15 years 11 months ago
Interprocedural Static Single Assignment Form
In this paper we describe interprocedural static single assignment form (ISSA) with optimizations as implemented in the Bauhaus project. We explain our framework which abstract pr...
Stefan Staiger, Gunther Vogel, Steffen Keul, Eduar...
KDD
2000
ACM
110views Data Mining» more  KDD 2000»
15 years 8 months ago
An empirical analysis of techniques for constructing and searching k-dimensional trees
Affordable, fast computers with large memories have lessened the demand for program efficiency, but applications such as browsing and searching very large databases often have rat...
Douglas A. Talbert, Douglas H. Fisher