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WSC
2000
13 years 8 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...
CASCON
1996
148views Education» more  CASCON 1996»
13 years 8 months ago
Reuse in the application layer
Today's advanced CASE tools, combining the building-block and generative approaches to software reuse, are effective for reuse of software components and procedures in the pr...
Hirotomo Okuno, Hideki Matsumoto, Hironori Asai, M...
SPIESR
1998
151views Database» more  SPIESR 1998»
13 years 8 months ago
Synthesizing Parallel Imaging Applications Using the CAP Computer-Aided Parallelization Tool
Abstract. Imaging applications such as filtering, image transforms and compression/decompression require vast amounts of computing power when applied to large data sets. These appl...
Benoit A. Gennart, Marc Mazzariol, Vincent Messerl...
DSRT
2008
IEEE
13 years 9 months ago
RTPROC: A System for Rapid Real-Time Prototyping in Audio Signal Processing
In this contribution a new system for the rapid development of real-time prototypes for digital audio signal processing algorithms on Windows PCs and a Digital Signal Processor (D...
Hauke Krüger, Peter Vary
CDC
2008
IEEE
217views Control Systems» more  CDC 2008»
13 years 7 months ago
An ensemble Kalman filtering approach to highway traffic estimation using GPS enabled mobile devices
Traffic state estimation is a challenging problem for the transportation community due to the limited deployment of sensing infrastructure. However, recent trends in the mobile pho...
Daniel B. Work, Olli-Pekka Tossavainen, Sebastien ...