We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Several companies offer computation on demand for a fee. More companies are expected to enter this business over the next decade, leading to a marketplace for computation resource...
This paper considers resource allocation algorithms for processing streams of events on computational grids. For example, financial trading applications are executed on large comp...
— High-end computing (HEC) systems have passed the petaflop barrier and continue to move toward the next frontier of exascale computing. As companies and research institutes con...
Narayan Desai, Darius Buntinas, Daniel Buettner, P...
This paper addresses the problem of scheduling concurrent jobs on clusters where application data is stored on the computing nodes. This setting, in which scheduling computations ...
Michael Isard, Vijayan Prabhakaran, Jon Currey, Ud...