FPGA Implementation of Pseudo Random Number Generators for Monte Carlo Methods in Quantitative Finance.
Simon BanksPhilip BeadlingAndras FerenczPublished in: ReConFig (2008)
Keyphrases
- monte carlo methods
- fpga implementation
- monte carlo
- hardware implementation
- random number generators
- random number
- pseudo random number generators
- random numbers
- simulated annealing
- field programmable gate array
- pseudorandom
- bayesian networks
- monte carlo method
- image processing algorithms
- efficient implementation
- markov chain
- multiscale
- transfer function
- parameter estimation
- decision trees