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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...
EOR
2006
70views more  EOR 2006»
13 years 7 months ago
Heuristics for matrix bandwidth reduction
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...
Andrew Lim, Brian Rodrigues, Fei Xiao
SAGA
2009
Springer
14 years 1 months ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
BILDMED
2008
124views Algorithms» more  BILDMED 2008»
13 years 8 months ago
Non-equispaced Fourier Transform Vs. Polynomial-Based Metal Artifact Reduction in Computed Tomography
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 ...
Bärbel Kratz, Tobias Knopp, Jan Müller 0...
ISPD
2007
ACM
76views Hardware» more  ISPD 2007»
13 years 9 months ago
Semi-detailed bus routing with variation reduction
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...
Fan Mo, Robert K. Brayton