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PADS
2005
ACM
14 years 4 months ago
Parallel Event-Driven Neural Network Simulations Using the Hodgkin-Huxley Neuron Model
Neural systems are composed of a large number of highly-connected neurons and are widely simulated within the neurological community. In this paper, we examine the application of ...
Collin J. Lobb, Zenas Chao, Richard M. Fujimoto, S...
WSC
2004
14 years 7 days ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
WSC
2008
14 years 1 months ago
Practical approach to experimentation in a simulation study
Simulation study of complex production facilities can be a challenging task for manufacturing engineers as it requires skills to build the models and to conduct experiments. Accur...
Benny Tjahjono, Raul Fernandez
EWC
2007
60views more  EWC 2007»
13 years 10 months ago
A simulation-based design paradigm for complex cast components
This paper describes and exercises a new design paradigm for cast components. The methodology integrates foundry process simulation, non-destructive evaluation (nde), stress analys...
Stéphane P. A. Bordas, James G. Conley, Bri...
MASCOTS
2004
14 years 8 days ago
A Computational Complexity-Aware Model for Performance Analysis of Software Servers
Queueing models are routinely used to analyze the performance of software systems. However, contrary to common assumptions, the time that a software server takes to complete jobs ...
Vipul Mathur, Varsha Apte