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CSC
2006
15 years 8 months ago
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques
How to price options efficiently and accurately is an important research problem. Options can be priced by the lattice model. Although the pricing results converge to the theoreti...
Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu
160
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CODES
2006
IEEE
16 years 22 days ago
Accurate yet fast modeling of real-time communication
Accurate modeling of communication is a necessary part of system level design for real-time safety-critical applications. For efficient prediction of a system’s performance, Tra...
Gunar Schirner, Rainer Dömer
ICDM
2006
IEEE
149views Data Mining» more  ICDM 2006»
16 years 22 days ago
Pattern Mining in Frequent Dynamic Subgraphs
Graph-structured data is becoming increasingly abundant in many application domains. Graph mining aims at finding interesting patterns within this data that represent novel knowl...
Karsten M. Borgwardt, Hans-Peter Kriegel, Peter Wa...
IPPS
2006
IEEE
16 years 21 days ago
A simulator for parallel applications with dynamically varying compute node allocation
Dynamically allocating computing nodes to parallel applications is a promising technique for improving the utilization of cluster resources. We introduce the concept of dynamic ef...
Basile Schaeli, B. Gerlach, Roger D. Hersch
IPPS
2006
IEEE
16 years 21 days ago
Dynamic resource allocation of computer clusters with probabilistic workloads
Real-time resource scheduling is an important factor for improving the performance of cluster computing. In many distributed and parallel processing systems, particularly real-tim...
Marwan S. Sleiman, Lester Lipsky, Robert Sheahan