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Actual Computation

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Wolfgang J. Runggaldier – One of the best experts on this subject based on the ideXlab platform.

  • On Filtering in Markovian Term Structure Models (an approximation approach)
    Advances in Applied Probability, 2001
    Co-Authors: Carl Chiarella, Sara Pasquali, Wolfgang J. Runggaldier
    Abstract:

    We study a nonlinear filtering problem to estimate, on the basis of noisy observations of forward rates, the market price of interest rate risk as well as the parameters in a particular term structure model within the Heath-Jarrow-Morton family. An approximation approach is described for the Actual Computation of the filter.

  • On Filtering in Markovian Term Structure Models
    Recent Developments in Mathematical Finance, 2001
    Co-Authors: Carl Chiarella, Sara Pasquali, Wolfgang J. Runggaldier
    Abstract:

    AbstractWe study a nonlinear filtering problem to estimate the market price of risk as well as the parameters in a given term structure model on the basis of noisy observations of forward rates. An approximation approach is described for the Actual Computation of the filter.

Ching-roung Chou – One of the best experts on this subject based on the ideXlab platform.

Carl Chiarella – One of the best experts on this subject based on the ideXlab platform.

  • On Filtering in Markovian Term Structure Models (an approximation approach)
    Advances in Applied Probability, 2001
    Co-Authors: Carl Chiarella, Sara Pasquali, Wolfgang J. Runggaldier
    Abstract:

    We study a nonlinear filtering problem to estimate, on the basis of noisy observations of forward rates, the market price of interest rate risk as well as the parameters in a particular term structure model within the Heath-Jarrow-Morton family. An approximation approach is described for the Actual Computation of the filter.

  • On Filtering in Markovian Term Structure Models
    Recent Developments in Mathematical Finance, 2001
    Co-Authors: Carl Chiarella, Sara Pasquali, Wolfgang J. Runggaldier
    Abstract:

    AbstractWe study a nonlinear filtering problem to estimate the market price of risk as well as the parameters in a given term structure model on the basis of noisy observations of forward rates. An approximation approach is described for the Actual Computation of the filter.

E Zeheb – One of the best experts on this subject based on the ideXlab platform.

  • on solving the lyapunov and stein equations for a companion matrix
    Systems & Control Letters, 1995
    Co-Authors: A Betser, N Cohen, E Zeheb
    Abstract:

    When the matrix A is in companion form, the essential step in solving the Lyapunov equation PA + ATP = −Q involves a linear n × n system for the first column of the solution matrix P. The complex dependence on the data matrices A and Q renders this system unsuitable for Actual Computation. In this paper we derive an equivalent system which exhibits simpler dependence on A and Q as well as improved complexity and robustness characteristics. A similar results is obtained also for the Stein equation P − ATPA = Q.

Amirali Baniasadi – One of the best experts on this subject based on the ideXlab platform.

  • Speculative trivialization point advancing in high-performance processors
    Journal of Systems Architecture, 2007
    Co-Authors: Ehsan Atoofian, Amirali Baniasadi
    Abstract:

    Trivial instructions are those instructions whose output can be determined without performing the Actual Computation. This is due to the fact that for these instructions the output is often either one of the source operands or zero (e.g., addition with or multiplication by zero). In this work we study trivial instructions and use our findings to improve performance in high-performance processors. In particular, we introduce speculative trivialization point advancing to detect and bypass trivial instructions as soon as possible and as early as the decode stage. Consequently, we improve performance over a conventional processor (up to 30%) and a processor that detects and bypasses trivial instructions at their conventional point of trivialization (up to 5%).