GI-M2NICA - Artigos: Envíos recientes

Mostrando ítems 11-15 de 74

    • An efficient implementation of parallel simulated annealing algorithm in GPUs 

      Ferreiro Ferreiro, Ana María; García Rodríguez, José Antonio; López Salas, José Germán; Vázquez, Carlos (Springer, 2012-09-26)
      [Abstract]: In this work we propose a highly optimized version of a simulated annealing (SA) algorithm adapted to the more recently developed graphic processor units (GPUs). The programming has been carried out with compute ...

    • Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs 

      Fernández, J. L.; Ferreiro Ferreiro, Ana María; García Rodríguez, José Antonio; Leitao, Álvaro; López Salas, José Germán; Vázquez, Carlos (Elsevier, 2013-08)
      [Abstract]: For the calibration of the parameters in static and dynamic SABR stochastic volatility models, we propose the application of the GPU technology to the Simulated Annealing global optimization algorithm and to ...

    • An Alternative Approach to Determine the Dynamic Stiffness of Resilient Materials under Low Prestatic Load 

      Carbajo, Jesús; Poveda-Martínez, Pedro; Segovia-Eulogio, Enrique-Gonzalo; Prieto, A.; Río-Martín, Laura; Pastor, José Daniel; Ramis, Jaime (MDPI, 2024-06)
      [Abstract]: Dynamic stiffness is a parameter of great importance for the assessment of the sound insulation properties of resilient materials commonly used under floating floors in dwellings. This work proposes a simplified ...

    • Jump–diffusion productivity models in equilibrium problems with heterogeneous agents 

      Ráfales, Jonatan; Vázquez, Carlos (Elsevier B.V., 2024-11)
      [Abstract]: In this paper we adopt a rational expectations framework to formulate general equilibrium models with heterogeneous agents. The productivity dynamics are characterized by a jump–diffusion model, thus allowing ...

    • SELANSI: A toolbox for simulation of stochastic gene regulatory networks 

      Pájaro Diéguez, Manuel; Otero-Muras, Irene; Vázquez, Carlos; Alonso, Antonio (Oxford University Press, 2018-03)
      [Abstract]: Motivation Gene regulation is inherently stochastic. In many applications concerning Systems and Synthetic Biology such as the reverse engineering and the de novo design of genetic circuits, stochastic effects ...