Results 1 - 10
of
414,366
Efficient reconfigurable design for pricing Asian options
- SIGARCH Comput. Archit. News
"... Arithmetic Asian options are financial derivatives which have the feature of path-dependency: they depend on the entire price path of the underlying asset, rather than just the instantaneous price. This path-dependency makes them difficult to price, as only computationally intensive Monte-Carlo meth ..."
Abstract
-
Cited by 8 (2 self)
- Add to MetaCart
-Carlo methods can provide accurate prices. This paper proposes an FPGA-accelerated Asian option pricing solution, using a highly-optimised parallel Monte-Carlo architecture. The proposed pipelined design is described parametrically, facilitating its re-use for different technologies. An implementation
Implementing data cubes efficiently
- In SIGMOD
, 1996
"... Decision support applications involve complex queries on very large databases. Since response times should be small, query optimization is critical. Users typically view the data as multidimensional data cubes. Each cell of the data cube is a view consisting of an aggregation of interest, like total ..."
Abstract
-
Cited by 545 (1 self)
- Add to MetaCart
Decision support applications involve complex queries on very large databases. Since response times should be small, query optimization is critical. Users typically view the data as multidimensional data cubes. Each cell of the data cube is a view consisting of an aggregation of interest, like total sales. The values of many of these cells are dependent on the values of other cells in the data cube..A common and powerful query optimization technique is to materialize some or all of these cells rather than compute them from raw data each time. Commercial systems differ mainly in their approach to materializing the data cube. In this paper, we investigate the issue of which cells (views) to materialize when it is too expensive to materialize all views. A lattice framework is used to express dependencies among views. We present greedy algorithms that work off this lattice and determine a good set of views to materialize. The greedy algorithm performs within a small constant factor of optimal under a variety of models. We then consider the most common case of the hypercube lattice and examine the choice of materialized views for hypercubes in detail, giving some good tradeoffs between the space used and the average time to answer a query. 1
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
, 1993
"... ..."
A Methodology for Agent-Oriented Analysis and Design
, 1999
"... This paper presents a methodology for agent-oriented analysis and design. The methodology is general, in that it is applicable to a wide range of multi-agent systems, and comprehensive, in that it deals with both the macro-level (societal) and the micro-level (agent) aspects of systems. The methodol ..."
Abstract
-
Cited by 812 (12 self)
- Add to MetaCart
This paper presents a methodology for agent-oriented analysis and design. The methodology is general, in that it is applicable to a wide range of multi-agent systems, and comprehensive, in that it deals with both the macro-level (societal) and the micro-level (agent) aspects of systems
Managing Energy and Server Resources in Hosting Centers
- In Proceedings of the 18th ACM Symposium on Operating System Principles (SOSP
, 2001
"... Interact hosting centers serve multiple service sites from a common hardware base. This paper presents the design and implementation of an architecture for resource management in a hosting center op-erating system, with an emphasis on energy as a driving resource management issue for large server cl ..."
Abstract
-
Cited by 558 (37 self)
- Add to MetaCart
by estimating the value of their effects on service performance. A greedy resource allocation algorithm adjusts resource prices to balance supply and demand, allocating resources to their most efficient use. A reconfigurable server switching infrastructure directs request traffic to the servers assigned to each
Adaptive clustering for mobile wireless networks
- IEEE Journal on Selected Areas in Communications
, 1997
"... This paper describes a self-organizing, multihop, mobile radio network, which relies on a code division access scheme for multimedia support. In the proposed network architecture, nodes are organized into nonoverlapping clusters. The clusters are independently controlled and are dynamically reconfig ..."
Abstract
-
Cited by 556 (11 self)
- Add to MetaCart
reconfigured as nodes move. This network architecture has three main advantages. First, it provides spatial reuse of the bandwidth due to node clustering. Secondly, bandwidth can be shared or reserved in a controlled fashion in each cluster. Finally, the cluster algorithm is robust in the face of topological
Fundamental Design Issues for the Future Internet
- IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS
, 1995
"... The Internet has been a startling and dramatic success. However, multimedia applications, with their novel traffic characteristics and service requirements, pose an interesting challenge to the technical foundations of the Internet. In this paper we address some of the fundamental architectural d ..."
Abstract
-
Cited by 479 (3 self)
- Add to MetaCart
design issues facing the future Internet. In particular, we discuss whether the Internet should adopt a new service model, how this service model should be invoked, and whether this service model should include admission control. These architectural issues are discussed in a nonrigorous manner
Executive Compensation
, 1999
"... This paper summarizes the empirical and theoretical research on executive compensation and provides a comprehensive and up-to-date description of pay practices (and trends in pay practices) for chief executive officers (CEOs). Topics discussed include the level and structure of CEO pay (including de ..."
Abstract
-
Cited by 603 (19 self)
- Add to MetaCart
detailed analyses of annual bonus plans, executive stock options, and option valuation), international pay differences, the pay-setting process, the relation between CEO pay and firm performance (“pay-performance sensitivities”), the relation between sensitivities and subsequent firm performance, relative
Live Migration of Virtual Machines
- In Proceedings of the 2nd ACM/USENIX Symposium on Networked Systems Design and Implementation (NSDI
, 2005
"... Migrating operating system instances across distinct physical hosts is a useful tool for administrators of data centers and clusters: It allows a clean separation between hardware and software, and facilitates fault management, load balancing, and low-level system maintenance. By carrying out the ma ..."
Abstract
-
Cited by 613 (14 self)
- Add to MetaCart
a practical tool even for servers running interactive loads. In this paper we consider the design options for migrating OSes running services with liveness constraints, focusing on data center and cluster environments. We introduce and analyze the concept of writable working set, and present
Risk-management: coordinating corporate investment and financing policies
, 1993
"... This paper develops a general framework for analyzing corporate risk management policies. We begin by observing that if external sources of finance are more costly to corporations than internally generated funds, there will typically be a benefit to hedging: hedging adds value to the extent that it ..."
Abstract
-
Cited by 540 (15 self)
- Add to MetaCart
that it helps ensure that a corporation has sufficient internal funds available to take advantage of attractive investment opportunities. We then argue that this simple observation has wide ranging impli-cations for the design of risk management strategies. We delineate how these strategies should depend
Results 1 - 10
of
414,366