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WSC
2008
15 years 5 months ago
Revisit of stochastic mesh method for pricing American options
We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
Guangwu Liu, L. Jeff Hong
112
Voted
WSC
2008
15 years 5 months ago
Better than a petaflop: The power of efficient experimental design
Recent advances in high-performance computing have pushed computational capabilities to a petaflop (a thousand trillion operations per second) in a single computing cluster. This ...
Susan M. Sanchez
115
Voted
AIRWEB
2008
Springer
15 years 4 months ago
Analysing features of Japanese splogs and characteristics of keywords
This paper focuses on analyzing (Japanese) splogs based on various characteristics of keywords contained in them. We estimate the behavior of spammers when creating splogs from ot...
Yuuki Sato, Takehito Utsuro, Yoshiaki Murakami, To...
138
Voted
AUTONOMICS
2008
ACM
15 years 4 months ago
Autonomic management via dynamic combinations of reusable strategies
Autonomic Management capabilities become increasingly important for attaining functional and quality goals in software systems. Nonetheless, successful Autonomic Management soluti...
Ada Diaconescu, Yoann Maurel, Philippe Lalanda
120
Voted
ISQED
2010
IEEE
123views Hardware» more  ISQED 2010»
15 years 4 months ago
Yield-constrained digital circuit sizing via sequential geometric programming
Circuit design under process variation can be formulated mathematically as a robust optimization problem with a yield constraint. Existing methods force designers to either resort...
Yu Ben, Laurent El Ghaoui, Kameshwar Poolla, Costa...