Reconfigurable Acceleration for Monte Carlo Based Financial Simulation.
Guanglie ZhangPhilip Heng Wai LeongChun Hok HoKuen Hung TsoiChris C. C. CheungDong-U LeeRay C. C. CheungWayne LukPublished in: FPT (2005)
Keyphrases
- monte carlo
- monte carlo simulation
- simulation study
- markov chain
- monte carlo method
- importance sampling
- monte carlo methods
- adaptive sampling
- markovian decision
- uct algorithm
- variance reduction
- stochastic approximation
- matrix inversion
- monte carlo tree search
- point processes
- decision making
- markov chain monte carlo
- function approximation
- least squares
- search algorithm
- learning algorithm