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 this work, we provide two heuristic algorithms for the matrix bandwidth reduction problem. The first is a genetic algorithm and the second uses node label adjustments. Experime...
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
We propose a method, which treats metal artifact reduction in CT by sinogram restoration as a problem of scattered data interpolation. Corrupted sinogram entries are discarded and ...
A bus routing algorithm is presented which not only minimizes wire length but also selects the bits in the bus to avoid twisting and conflicts. The resulting bus routes are regula...