Search Results - "Thulasiram, R.K."
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Grid resources pricing: A novel financial option based quality of service-profit quasi-static equilibrium model
Published in 2008 9th IEEE/ACM International Conference on Grid Computing (01-09-2008)“…Use of grid resources has been free so far and a trend is developing to charge the users. The challenges that characterize a grid resource pricing model…”
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PACONET: imProved Ant Colony Optimization Routing Algorithm for Mobile Ad Hoc NETworks
Published in 22nd International Conference on Advanced Information Networking and Applications (aina 2008) (01-03-2008)“…Mobile ad hoc networks (MANETS) are infrastructureless network consisting of mobile nodes, with constantly changing topologies, that communicate via a wireless…”
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Integrating a financial option based model with GridSim for pricing Grid resources
Published in 2009 10th IEEE/ACM International Conference on Grid Computing (01-10-2009)“…Analysis of grid resources utilization from real grid trace data shows the feasibility of a financial option based model for pricing grid resources to attract…”
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Ant Colony Optimization to price exotic options
Published in 2009 IEEE Congress on Evolutionary Computation (01-05-2009)“…Option pricing is one of the challenging problems in finance. Finding the best time to exercise an option is a even more challenging problem, especially since…”
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Distributed quasi-Monte Carlo algorithm for option pricing on HNOWs using mpC
Published in 39th Annual Simulation Symposium (ANSS'06) (2006)“…Monte Carlo (MC) simulation is one of the popular approaches for approximating the value of options and other derivative securities due to the absence of…”
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A Grid Resources Pricing Model based on Financial Options Concept
Published in 2008 16th International Conference on Advanced Computing and Communications (01-12-2008)“…Summary form only given. Grid computing has developed extensively in recent years for executing computationally resource-intensive applications. Pricing grid…”
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Neural network training algorithms on parallel architectures for finance applications
Published in 2003 International Conference on Parallel Processing Workshops, 2003. Proceedings (2003)“…We focus on the neural network training problem that could be used for price forecasting or other purposes in finance. We design and develop four different…”
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Performance evaluation of parallel algorithms for pricing multidimensional financial derivatives
Published in Proceedings. International Conference on Parallel Processing Workshop (2002)“…We develop parallel algorithms for pricing a class of multidimensional financial derivatives employing a binomial lattice approach. We describe the algorithms,…”
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PSO based neural network for time series forecasting
Published in 2009 International Joint Conference on Neural Networks (01-06-2009)“…Artificial neural networks are being widely used for time series forecasting. In recent years much effort has been made for the development of particle swarm…”
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G-FRoM: Grid Resources Pricing A Fuzzy Real Option Model
Published in Third IEEE International Conference on e-Science and Grid Computing (e-Science 2007) (01-12-2007)“…Current research efforts in grid computing show that the available grid resources exist as non-storable compute cycles (grid compute commodities) and…”
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Improving data locality in parallel fast Fourier transform algorithm for pricing financial derivatives
Published in 18th International Parallel and Distributed Processing Symposium, 2004. Proceedings (2004)“…Summary form only given. Pricing of derivatives is one of the central problems in computational finance. Since the theory of derivative pricing is highly…”
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Parallel algorithm for pricing American Asian options with multi-dimensional assets
Published in 19th International Symposium on High Performance Computing Systems and Applications (HPCS'05) (2005)“…In this paper, we develop parallel algorithms for pricing American-style Asian options employing binomial tree method. We describe the algorithm, explain the…”
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Exploiting Data Locality in FFT Using Indirect Swap Network on Cell/B.E
Published in 2008 22nd International Symposium on High Performance Computing Systems and Applications (01-06-2008)“…Communication and synchronization are two main latency issues in computing FFT on parallel architectures. Both latencies have to be either hidden or tolerated…”
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An Aggregated Ant Colony Optimization approach for pricing options
Published in 2009 IEEE International Symposium on Parallel & Distributed Processing (01-05-2009)“…Estimating the current cost of an option by predicting the underlying asset prices is the most common methodology for pricing options. Pricing options has been…”
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A parallel ant colony optimization algorithm for all-pair routing in MANETs
Published in Proceedings International Parallel and Distributed Processing Symposium (2003)“…A mobile ad hoc network (MANET) consists of mobile wireless nodes that communicate in a distributed fashion without any centralized administration. The nodes…”
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Multithreaded algorithms for pricing a class of complex options
Published in Proceedings 15th International Parallel and Distributed Processing Symposium. IPDPS 2001 (2001)“…In this paper, we study multithreaded algorithms for pricing American Style options. We describe the algorithms, explain their relative complexities, and study…”
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A distributed implementation of fast Fourier transform on indirect swap networks
Published in CCECE 2003 - Canadian Conference on Electrical and Computer Engineering. Toward a Caring and Humane Technology (Cat. No.03CH37436) (2003)“…Efficient data distribution is important to overcome latencies in distributed memory multiprocessors. In this paper we have studied the distributed…”
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Performance analysis of a multithreaded pricing algorithm on Cilk
Published in Proceedings 16th Annual International Symposium on High Performance Computing Systems and Applications (2002)“…In this paper, we develop a multithreaded algorithm for pricing simple options and implement it on a 8 node SMP machine using MIT's supercomputer programming…”
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