Efficient parallel implementation of a weather derivatives pricing algorithm based on the fast Gauss transform.
Yusaku YamamotoPublished in: IPDPS (2006)
Keyphrases
- parallel implementation
- computational complexity
- computationally efficient
- single pass
- times faster
- detection algorithm
- real time
- preprocessing
- search space
- pruning strategy
- probabilistic model
- parallel implementations
- high efficiency
- matching algorithm
- optimization algorithm
- particle swarm optimization
- dynamic programming
- cost function
- learning algorithm
- convergence rate
- hardware implementation
- np hard
- k means