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Now showing items 1-10 of 11

#### Parallelizing Computation of Expected Values in Recombinant Binomial Trees

(Taylor and Francis Online, 2017-11-24)

Recombinant binomial trees are binary trees where each non-leaf node has two child nodes, but adjacent parents share a common child node. Such trees arise in option pricing in finance. For example, an option can be valued ...

#### An Implementation of Binomial Method of Option Pricing using Parallel Computing

The Binomial method of option pricing is based on iterating over discounted option payoffs in a recursive fashion to calculate the present value of an option. Implementing the Binomial method to exploit the resources of a ...

#### Intel Concurrent Collections as a Method for Parallel Programming

(2011)

Computer hardware has become parallel in order to run faster and more efficient. One of the current standard parallel coding libraries is MPI (Message Passing Interface). The Intel Corporation is developing a new parallel ...

#### A Comparative Evaluation of Matlab, Octave, FreeMat, Scilab, R, and IDL on Tara

(2012)

Matlab is the most popular commercial package for numerical computations in mathematics, statistics, the sciences, engineering, and other fields. IDL, a commercial package used for data analysis, along with the free numerical ...

#### A Comparative Evaluation of Matlab, Octave, FreeMat, Scilab, and R on Tara

(2012)

Matlab is the most popular commercial package for numerical computations in mathematics, statistics, the sciences, engineering, and other fields. Octave, FreeMat and Scilab are free numerical computational packages that ...

#### Maximum-likelihood estimation of the random-clumped multinomial model as a prototype problem for large-scale statistical computing

(Taylor and Francis Online, 2012-05-08)

Numerical methods are needed to obtain maximum-likelihood estimates (MLEs) in many problems. Computation time can be an issue for some likelihoods even with modern computing power. We consider one such problem where the ...

#### Graph 500 Performance on a Distributed-Memory Cluster

(2012)

Social network and medical informatics analysis are examples of modern computing problems that involve large data sets. These data can be represented using graphs, which are sets of vertices that are connected by edges. ...

#### Parallel Performance Studies for a Parabolic Test Problem on the Cluster tara

(2010)

The performance of parallel computer code depends on the intricate interplay of processors, the architecture of the computer nodes, their interconnect network, the numerical algorithm, and its implementation. The solution ...

#### Parallel Performance Studies for a Maximum Likelihood Estimation Problem Using TAO

(2009)

In this report, we present an application of parallel computing to an estimation procedure in statistics. The method of maximum likelihood estimation (MLE) is based on the ability to perform maximizations of probability ...

#### Parallel Performance Studies for an Elliptic Test Problem on the Cluster tara

(2010)

The performance of parallel computer code depends on an intricate interplay of the processors, the architecture of the compute nodes, their interconnect network, the numerical algorithm, and its implementation. The solution ...