A portable and fast stochastic volatility model calibration using multi and many-core processors.
Matthew DixonJörg LotzeMohammad ZubairPublished in: WHPCF@SC (2014)
Keyphrases
- statistical model
- formal model
- probabilistic model
- stochastic model
- experimental data
- cost function
- social networks
- computational model
- parameter estimation
- parallel processing
- camera calibration
- mathematical model
- theoretical framework
- lightweight
- state space
- prior knowledge
- artificial neural networks
- similarity measure
- image sequences
- high level