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AOR
2010
15 years 4 months ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
POPL
2009
ACM
16 years 1 months ago
Low-pain, high-gain multicore programming in Haskell: coordinating irregular symbolic computations on multicore architectures
With the emergence of commodity multicore architectures, exploiting tightly-coupled parallelism has become increasingly important. Functional programming languages, such as Haskel...
Abdallah Al Zain, Kevin Hammond, Jost Berthold, Ph...
174
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IPPS
2008
IEEE
16 years 1 months ago
Modeling and predicting application performance on parallel computers using HPC challenge benchmarks
A method is presented for modeling application performance on parallel computers in terms of the performance of microkernels from the HPC Challenge benchmarks. Specifically, the a...
Wayne Pfeiffer, Nicholas J. Wright
CIVR
2007
Springer
210views Image Analysis» more  CIVR 2007»
16 years 1 months ago
Semantic video analysis for psychological research on violence in computer games
In this paper, we present an automatic semantic video analysis system to support interdisciplinary research efforts in the field of psychology and media science. The psychological...
Markus Mühling, Ralph Ewerth, Thilo Stadelman...
GI
2007
Springer
16 years 29 days ago
Potentials and Requirements of Mobile Ubiquitous Computing for Public Transport
: Public transport plays an important role in our society which is characterized by mobility, individuality, comfort and ecological constraints. It is common opinion that public tr...
Holger Mügge, Karl-Heinz Lüke, Matthias ...