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FCCM
2009
IEEE
165views VLSI» more  FCCM 2009»
14 years 2 months ago
Accelerating Quadrature Methods for Option Valuation
This paper presents an architecture for FPGA acceleration of quadrature methods used for pricing complex options, such as discrete barrier, Bermudan, and American options. The arc...
Anson H. T. Tse, David B. Thomas, Wayne Luk
ERSA
2008
103views Hardware» more  ERSA 2008»
13 years 8 months ago
A Hardware Accelerator for k-th Nearest Neighbor Thinning
This paper presents an accelerator for k-th nearest neighbor thinning, a run time intensive algorithmic kernel used in recent multi-objective optimizers. We discuss the thinning al...
Tobias Schumacher, Robert Meiche, Paul Kaufmann, E...
ICS
2005
Tsinghua U.
14 years 26 days ago
Think globally, search locally
A key step in program optimization is the determination of optimal values for code optimization parameters such as cache tile sizes and loop unrolling factors. One approach, which...
Kamen Yotov, Keshav Pingali, Paul Stodghill
DAC
2006
ACM
14 years 8 months ago
Generation of yield-aware Pareto surfaces for hierarchical circuit design space exploration
Pareto surfaces in the performance space determine the range of feasible performance values for a circuit topology in a given technology. We present a non-dominated sorting based ...
Saurabh K. Tiwary, Pragati K. Tiwary, Rob A. Ruten...
ICDCS
2009
IEEE
14 years 2 months ago
On Optimal Concurrency Control for Optimistic Replication
Concurrency control is a core component in optimistic replication systems. To detect concurrent updates, the system associates each replicated object with metadata, such as, versi...
Weihan Wang, Cristiana Amza