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ENGL
2008
186views more  ENGL 2008»
13 years 7 months ago
High Performance Monte-Carlo Based Option Pricing on FPGAs
High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
Xiang Tian, Khaled Benkrid, Xiaochen Gu
TSP
2008
180views more  TSP 2008»
13 years 7 months ago
Algebraic Signal Processing Theory: Foundation and 1-D Time
This paper introduces a general and axiomatic approach to linear signal processing (SP) that we refer to as the algebraic signal processing theory (ASP). Basic to ASP is the linear...
Markus Püschel, José M. F. Moura
BMCBI
2004
154views more  BMCBI 2004»
13 years 7 months ago
Computation of elementary modes: a unifying framework and the new binary approach
Background: Metabolic pathway analysis has been recognized as a central approach to the structural analysis of metabolic networks. The concept of elementary (flux) modes provides ...
Julien Gagneur, Steffen Klamt
SIAMJO
2010
83views more  SIAMJO 2010»
13 years 6 months ago
The Lifted Newton Method and Its Application in Optimization
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
Jan Albersmeyer, Moritz Diehl
CORR
2011
Springer
185views Education» more  CORR 2011»
13 years 2 months ago
Sound and Complete Query Answering in Intensional P2P Data Integration
Contemporary use of the term ’intension’ derives from the traditional logical doctrine that an idea has both an extension and an intension. In this paper we introduce an intens...
Zoran Majkic