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WCE
2007
13 years 10 months ago
Comparing Risk Neutral Density Estimation Methods using Simulated Option Data
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Amine Bouden
FGCS
2006
115views more  FGCS 2006»
13 years 9 months ago
A universal performance factor for multi-criteria evaluation of multistage interconnection networks
The choice of an interconnection network for a parallel computer depends on a large number of performance factors which are very often application dependent. We propose a performa...
Ahmad Chadi Aljundi, Jean-Luc Dekeyser, M. Tahar K...
PVM
2010
Springer
13 years 7 months ago
Toward Performance Models of MPI Implementations for Understanding Application Scaling Issues
Abstract. Designing and tuning parallel applications with MPI, particularly at large scale, requires understanding the performance implications of different choices of algorithms ...
Torsten Hoefler, William Gropp, Rajeev Thakur, Jes...
CSR
2011
Springer
13 years 22 days ago
The Complexity of Inversion of Explicit Goldreich's Function by DPLL Algorithms
The Goldreich’s function has n binary inputs and n binary outputs. Every output depends on d inputs and is computed from them by the fixed predicate of arity d. Every Goldreich...
Dmitry Itsykson, Dmitry Sokolov
CORR
2006
Springer
95views Education» more  CORR 2006»
13 years 9 months ago
SAT Solving for Argument Filterings
Abstract. This paper introduces a propositional encoding for lexicographic path orders in connection with dependency pairs. This facilitates the application of SAT solvers for term...
Michael Codish, Peter Schneider-Kamp, Vitaly Lagoo...