Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Chi Xue-bin"'
Publikováno v:
Journal of Algorithms & Computational Technology, Vol 6 (2012)
High-dimensional American option pricing is computationally challenging in both theory and practice. We use stochastic mesh method combined with performance enhancement policy of bias reduction to solve this practical problem in classic Black-Scholes
Externí odkaz:
https://doaj.org/article/ff11c8fae67b4b2da8af17c4849fd8f8
Autor:
Bai, Zhong-zhi, Chi, Xue-bin
Publikováno v:
Journal of Computational Mathematics, 2003 Sep 01. 21(5), 603-612.
Externí odkaz:
https://www.jstor.org/stable/43693103
Akademický článek
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Publikováno v:
Acta Physico-Chimica Sinica. 21:800-803
A selective pseudoreceptor models for the inhibitors at GABA receptors of fly and rat were built via Flarm program. The pseudoreceptor models simulated the receptors very well and had good predicting ability. The q(2) values of the training sets were
Publikováno v:
Applied Mathematics and Mechanics. 25:1012-1021
It was proposed that a robust and efficient parallelizable preconditioner for solving general sparse linear systems of equations, in which the use of sparse approximate inverse (AINV) techniques in a multi-level block ILU (BILUM) preconditioner were
Publikováno v:
Journal of Physics: Conference Series. 898:092022
Publikováno v:
Lecture Notes in Earth System Sciences ISBN: 9783642164040
MS-Alignment is an unrestrictive post-translational modification (PTM) search algorithm with an advantage of searching for all types of PTMs at once in a blind mode. However, it is time-consuming, and thus it could not well meet the challenge of larg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c63b4c86457d17b1ffe34ee98d40b5a8
https://doi.org/10.1007/978-3-642-16405-7_13
https://doi.org/10.1007/978-3-642-16405-7_13
Publikováno v:
2010 Ninth International Symposium on Distributed Computing and Applications to Business, Engineering and Science.
In the Meridian Project, two space weather physics models, L1-magnetosphere-ionosphere causal chain(L1 model), and numerical magnetosphere database service, are provided as e-Science application services through the space weather computation grid env
Publikováno v:
2010 WASE International Conference on Information Engineering.
In this paper, a multi-stage stochastic programming model is constructed, for the dynamic asset allocation with the transaction cost constraints. In the mean time in order to improve the performance, the Conditional Value-at-Risk as the risk measure,
Publikováno v:
2010 Ninth International Symposium on Distributed Computing and Applications to Business, Engineering and Science.
Large-scale parallel simulation and modeling have changed our world. Today, supercomputers are not just for research and scientific exploration; they have become an integral part of many industries, among which finance is one of the strongest growth