Evolutionary algorithms and computational methods for derivatives pricing
S Palmer - 2019 - discovery.ucl.ac.uk
This work aims to provide novel computational solutions to the problem of derivative pricing.
To achieve this, a novel hybrid evolutionary algorithm (EA) based on particle swarm …
To achieve this, a novel hybrid evolutionary algorithm (EA) based on particle swarm …
High throughput multidimensional tridiagonal system solvers on FPGAs
We present a high performance tridiagonal solver library for Xilinx FPGAs optimized for
multiple multi-dimensional systems common in real-world applications. An analytical …
multiple multi-dimensional systems common in real-world applications. An analytical …
Accelerating Implicit Finite Difference Schemes Using a Hardware Optimized Tridiagonal Solver for FPGAs
S Palmer - arXiv preprint arXiv:1402.5094, 2014 - arxiv.org
We present a design and implementation of the Thomas algorithm optimized for hardware
acceleration on an FPGA, the Thomas Core. The hardware-based algorithm combined with …
acceleration on an FPGA, the Thomas Core. The hardware-based algorithm combined with …
Combined probabilistic algorithm for solving high dimensional problems
The present study establishes an accurate and efficient algorithm based on Monte Carlo
(MC) simulation for solving high dimensional linear systems of algebraic equations (LSAEs) …
(MC) simulation for solving high dimensional linear systems of algebraic equations (LSAEs) …
[PDF][PDF] A distributed cache memory system for custom vector processors
J Alves, J Meixedo - 2010 - repositorio.inesctec.pt
This paper presents a parameterized distributed cache memory system for application
specific processors implemented in FPGA devices. The system is made of several direct …
specific processors implemented in FPGA devices. The system is made of several direct …