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We continue a series of papers devoted to construction of semi-analytic solutions for barrier options. These options are written on underlying following some simple one-factor diffusion model, but all the parameters of the model as well as…

Computational Finance · Quantitative Finance 2020-10-13 Andrey Itkin , Dmitry Muravey

We present a hardware-accelerated SAT solver targeting processor/Field Programmable Gate Arrays (FPGA) SoCs. Our solution accelerates the most expensive subroutine of the Davis-Putnam-Logemann-Loveland (DPLL) algorithm, Boolean Constraint…

Hardware Architecture · Computer Science 2024-04-16 Hariprasadh Govindasamy , Babak Esfandiari , Paulo Garcia

Accurate and real-time prediction of surrounding vehicles' lane-changing intentions is a critical challenge in deploying safe and efficient autonomous driving systems in open-world scenarios. Existing high-performing methods remain hard to…

Robotics · Computer Science 2025-05-09 Shuqi Shen , Junjie Yang , Hui Zhong , Hongliang Lu , Xinhu Zheng , Hai Yang

Bayesian networks (BNs) are attractive, because they are graphical and interpretable machine learning models. However, exact inference on BNs is time-consuming, especially for complex problems. To improve the efficiency, we propose a fast…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-14 Jiantong Jiang , Zeyi Wen , Atif Mansoor , Ajmal Mian

Singlet fission (SF) is an electronic transition that in the last decade has been under the spotlight for its applications in optoelectronics, from photovoltaics to spintronics. Despite considerable experimental and theoretical…

Quantum Physics · Physics 2024-11-12 Francesco Campaioli , Alice Pagano , Daniel Jaschke , Simone Montangero

We investigate a modified split-step Fourier method (SSFM) by including low-pass filters in the linear steps. This method can simultaneously achieve a higher simulation accuracy and a slightly reduced complexity.

Signal Processing · Electrical Eng. & Systems 2024-01-25 Shen Li , Magnus Karlsson , Erik Agrell

Spiking neural networks (SNNs) are energy-efficient neural networks because of their spiking nature. However, as the spike firing rate of SNNs increases, the energy consumption does as well, and thus, the advantage of SNNs diminishes. Here,…

Machine Learning · Computer Science 2024-01-15 Kazuma Suetake , Takuya Ushimaru , Ryuji Saiin , Yoshihide Sawada

Particle tracing through numerical integration is a well-known approach to generating pathlines for visualization. However, for particle simulations, the computation of pathlines is expensive, since the interpolation method is complicated…

Graphics · Computer Science 2022-07-27 Haoyu Li , Tianyu Xiong , Han-Wei Shen

We compare the CPU effort and pricing biases of seven Fourier-based implementations. Our analyses show that truncation and discretization errors significantly increase as we move away from the Black-Scholes-Merton framework. We rank the…

Computational Finance · Quantitative Finance 2018-05-14 Ricardo Crisóstomo

The acceleration of deep-learning kernels in hardware relies on matrix multiplications that are executed efficiently on Systolic Arrays (SA). To effectively trade off deep-learning training/inference quality with hardware cost, SA…

Hardware Architecture · Computer Science 2023-09-11 D. Filippas , C. Peltekis , G. Dimitrakopoulos , C. Nicopoulos

t-SNE remains one of the most popular embedding techniques for visualizing high-dimensional data. Most standard packages of t-SNE, such as scikit-learn, use the Barnes-Hut t-SNE (BH t-SNE) algorithm for large datasets. However, existing CPU…

Machine Learning · Computer Science 2022-12-23 Narendra Chaudhary , Alexander Pivovar , Pavel Yakovlev , Andrey Gorshkov , Sanchit Misra

We introduce B\'{e}zier projection as an element-based local projection methodology for B-splines, NURBS, and T-splines. This new approach relies on the concept of B\'{e}zier extraction and an associated operation introduced here, spline…

Numerical Analysis · Mathematics 2015-06-19 Derek C. Thomas , Michael A. Scott , John A. Evans , Kevin Tew , Emily J. Evans

Contrary to the common view that exact pricing is prohibitive owing to the curse of dimensionality, this study proposes an efficient and unified method for pricing options under multivariate Black-Scholes-Merton (BSM) models, such as the…

Pricing of Securities · Quantitative Finance 2018-05-09 Jaehyuk Choi

The paper is devoted to problem of spline approximation. A new method of nodes location for curves and surfaces computer construction by means of B-splines and results of simulink-modeling is presented. The advantages of this paper is that…

Numerical Analysis · Computer Science 2011-07-22 Annapurna Sharma , Hakimjon Zaynidinov , Hoon Jae Lee

A method is created to automatically increase the threshold projection parameter in three-field density-based topology optimization to achieve a near binary design. The parameter increase each iteration is based on an exponential growth…

Optimization and Control · Mathematics 2024-04-23 Peter Donald Dunning

Interest is rising in Physics-Informed Neural Networks (PINNs) as a mesh-free alternative to traditional numerical solvers for partial differential equations (PDEs). However, PINNs often struggle to learn high-frequency and multi-scale…

Machine Learning · Computer Science 2025-02-25 Madison Cooley , Varun Shankar , Robert M. Kirby , Shandian Zhe

Hardware accelerators are essential for achieving low-latency, energy-efficient inference in edge applications like image recognition. Spiking Neural Networks (SNNs) are particularly promising due to their event-driven and temporally sparse…

Neural and Evolutionary Computing · Computer Science 2026-02-25 Alessio Caviglia , Filippo Marostica , Alessio Carpegna , Alessandro Savino , Stefano Di Carlo

Spiking neural networks (SNNs) have been widely used due to their strong biological interpretability and high energy efficiency. With the introduction of the backpropagation algorithm and surrogate gradient, the structure of spiking neural…

Neural and Evolutionary Computing · Computer Science 2023-06-07 Jindong Li , Guobin Shen , Dongcheng Zhao , Qian Zhang , Yi Zeng

Many clustering applications in machine learning and data mining rely on solving metric-constrained optimization problems. These problems are characterized by $O(n^3)$ constraints that enforce triangle inequalities on distance variables…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-30 Cameron Ruggles , Nate Veldt , David F. Gleich

Binary Neural Networks (BNNs) can significantly accelerate the inference time of a neural network by replacing its expensive floating-point arithmetic with bitwise operations. Most existing solutions, however, do not fully optimize data…

Machine Learning · Computer Science 2023-04-04 L. Vorabbi , D. Maltoni , S. Santi