High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
The systematic exploration of the space of all the behaviours of a software system forms the basis of numerous approaches to verification. However, existing approaches face many c...
Sriram Sankaranarayanan, Richard M. Chang, Guofei ...
Hex, the classic board game invented by Piet Hein in 1942 and independently by John Nash in 1948, has been a domain of artificial intelligence research since Claude Shannon's ...
Broderick Arneson, Ryan B. Hayward, Philip Henders...
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
We revisit a problem introduced by Bharat and Broder almost a decade ago: how to sample random pages from the corpus of documents indexed by a search engine, using only the search...