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...
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...
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...
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...
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 ...