— This paper presents a robust quadratic placement approach, which offers both high-quality placements and excellent computational efficiency. The additional force which distrib...
Nowadays a placement problem often involves multi-million objects and excessive fixed blockages. We present a new global placement algorithm that scales well to the modern large-s...
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...