FPGA acceleration of quasi-Monte Carlo in finance.
Nathan A. WoodsTom VanCourtPublished in: FPL (2008)
Keyphrases
- quasi monte carlo
- monte carlo
- variance reduction
- particle filter
- state space
- field programmable gate array
- high speed
- hardware implementation
- computational intelligence
- real time
- low cost
- hardware design
- signal processing
- dynamic programming
- hardware architecture
- financial markets
- particle filtering
- dynamic systems
- visual tracking
- appearance model
- object tracking