Search Results - subject:"Distributed computing"

Distributed least-squares Monte Carlo for American option pricing

Xiong, Lu; Luo, Jiyao; Vise, Hanna; White, Madison - In: Risks : open access journal 11 (2023) 8, pp. 1-16

. This paper discusses the application of distributed computing technology to enhance the LSMC in American option pricing …. Although parallel computing has been used to improve the LSMC method, this paper is the first to explore distributed computing … technology for LSMC enhancement. Compared with parallel computing, distributed computing has several advantages, including …

Persistent link: https://www.econbiz.de/10014370419

Deep Calibration With Random Grids

Baschetti, Fabio; Bormetti, Giacomo; Rossi, Pietro - 2023

We propose a neural network-based approach to calibrating stochastic volatility models, which combines the pioneering grid approach by Horvath et al. (2021) with the pointwise two-stage calibration of Bayer and Stemper (2018). Our methodology inherits robustness from the former while not...

Persistent link: https://www.econbiz.de/10014349971

Model-based cybersecurity analysis : extending enterprise modeling to critical infrastructure cybersecurity

Jiang, Yuning; Jeusfeld, Manfred A.; Ding, Jianguo; … - In: Business & information systems engineering 65 (2023) 6, pp. 643-676

Persistent link: https://www.econbiz.de/10014437177

Economics of Proof-of-Stake Payment Systems

Fanti, Giulia; Kogan, Leonid; Viswanath, Pramod - 2023

In this paper we develop a valuation framework for a Proof-of-Stake (PoS) payment system. Active network participants (proposers and validators) are required to stake tokens, and receive payments in return for their services. This property of the PoS system connects cash flows to token holdings,...

Persistent link: https://www.econbiz.de/10014263693

Spanish Compliance Standard for RfG Grid Connection

Villanueva, Sergio Martínez; Hernández, Luis Coronado; … - 2023

The Commission Regulation (EU) 2016/631 of the 14th of April 2016 establishing a network code on requirements for grid connection of generators introduces a framework for building a structural harmonization of technical stipulations across Europe. Network operators must implement this regulation...

Persistent link: https://www.econbiz.de/10014258110

Prosumers : Grid Storage vs Small Fuel-Cell

Bravo, Sai Jael; Haritchabalet, Carole - 2023

The number of prosumers -consumers equipped with decentralized production- is expected to increase following the revised Renewable Energy Directive (2018/2001) and the rising energy prices. The economic literature suggests there is room for demand-side storage that can take two forms:...

Persistent link: https://www.econbiz.de/10014356923

Hexagonal Topology-Based Fault-Tolerant Wireless Sensor Networks for Energy-Efficient Obstacle Detection in Iot

Bose, Sagar; Chanak, Prasenjit; Banerjee, Indrajit - 2023

This research paper presents a novel approach for fault-tolerant Wireless Sensor Networks (FT-WSNs) designed for IoT applications. The approach addresses obstacle detection challenges in WSNs to ensure uninterrupted network operation and optimize energy consumption. A hexagonal topology...

Persistent link: https://www.econbiz.de/10014359993

Supervised and unsupervised outlier detection machine learning algorithms in wireless sensor networks

Darabseh, Alaa; Khethavath, Praveen - In: International journal of business information systems : … 48 (2025) 3, pp. 332-352

Persistent link: https://www.econbiz.de/10015376300

A reassessment of likelihood approximation by integration on sparse grids

Madaras, Szilárd; Sándor, Zsolt - In: Journal of applied econometrics 40 (2025) 2, pp. 237-245

Persistent link: https://www.econbiz.de/10015372750

Automatic blockchain network configuration and optimisation for credible and authorised data sharing in social manufacturing networks

Hui, Jizhuang; Zheng, Kangqian; Ding, Kai; Zhou, Xueliang; … - In: International journal of production research 63 (2025) 14, pp. 5169-5189

Persistent link: https://www.econbiz.de/10015445476