Hardware architectures for Monte-Carlo based financial simulations.
David B. ThomasJacob A. BowerWayne LukPublished in: FPT (2006)
Keyphrases
- monte carlo
- hardware architectures
- simulation study
- computational power
- importance sampling
- hardware architecture
- monte carlo simulation
- markov chain
- monte carlo tree search
- adaptive sampling
- variance reduction
- monte carlo methods
- markovian decision
- stochastic approximation
- temporal difference
- global illumination
- particle filter
- matrix inversion
- point processes
- monte carlo method
- markov chain monte carlo
- hardware implementation
- search algorithm
- machine learning