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» The Monte Carlo Method in Science and Engineering
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WSC
2000
13 years 9 months ago
Quasi-Monte Carlo methods in cash flow testing simulations
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
Michael G. Hilgers
FGCS
2008
127views more  FGCS 2008»
13 years 8 months ago
Monte Carlo methods for matrix computations on the grid
Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for d...
Simon Branford, Cihan Sahin, Ashish Thandavan, Chr...
CSE
2012
IEEE
12 years 3 months ago
Accelerating Quantum Monte Carlo Simulations of Real Materials on GPU Clusters
—Continuum quantum Monte Carlo (QMC) has proved to be an invaluable tool for predicting the properties of matter from fundamental principles. By solving the manybody Schr¨odinge...
Kenneth Esler, Jeongnim Kim, David M. Ceperley, Lu...
ICDE
2011
IEEE
207views Database» more  ICDE 2011»
12 years 11 months ago
Monte Carlo query processing of uncertain multidimensional array data
— Array database systems are architected for scientific and engineering applications. In these applications, the value of a cell is often imprecise and uncertain. There are at le...
Tingjian Ge, David Grabiner, Stanley B. Zdonik
ENGL
2008
186views more  ENGL 2008»
13 years 8 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