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 future large-scale multi-core microprocessors, hard errors and process variations will create dynamic heterogeneity, causing performance and power characteristics to differ amo...
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...
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...
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...