4 resultados para Black-Scholes model
em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast
Resumo:
This paper presents a scalable, statistical ‘black-box’ model for predicting the performance of parallel programs on multi-core non-uniform memory access (NUMA) systems. We derive a model with low overhead, by reducing data collection and model training time. The model can accurately predict the behaviour of parallel applications in response to changes in their concurrency, thread layout on NUMA nodes, and core voltage and frequency. We present a framework that applies the model to achieve significant energy and energy-delay-square (ED2) savings (9% and 25%, respectively) along with performance improvement (10% mean) on an actual 16-core NUMA system running realistic application workloads. Our prediction model proves substantially more accurate than previous efforts.
Resumo:
Signal transduction pathways describe the dynamics of cellular response to input signalling molecules at receptors on the cell membrane. The Mitogen-Activated Protein Kinase (MAPK) cascade is one of such pathways that are involved in many important cellular processes including cell growth and proliferation. This paper describes a black-box model of this pathway created using an advanced two-stage identification algorithm. Identification allows us to capture the unique features and dynamics of the pathway and also opens up the possibility of regulatory control design. In the approach described, an optimal model is obtained by performing model subset selection in two stages, where the terms are first determined by a forward selection method and then modified using a backward selection model refinement. The simulation results demonstrate that the model selected using the two-stage algorithm performs better than with the forward selection method alone.
Resumo:
This paper investigates the performance of stone columns in a weak deposit such as peat. It evaluates the effects of reinforcing stone columns by jacketing with a tubular wire mesh and bridging reinforcement with a metal rod and a concrete plug. A series of plate loading tests was conducted on isolated stone columns installed in a soil bed consisting of a peat layer sandwiched between two layers of sand. The load–displacement characteristics of footings supported by stone columns were investigated by applying load to a circular plate supported on: (a) untreated soil; (b) soil treated with stone columns; and (c) soil treated with stone columns reinforced with the above reinforcing techniques. The work has shown that the settlement characteristics of the soil can be improved by installing stone columns and that a significant enhancement in the load–settlement response is achieved when the columns are reinforced by the various methods.
Resumo:
PURPOSE: Primary angle-closure glaucoma (PACG) is more prevalent among Chinese than whites. The authors tested the hypothesis that Chinese have shallower anterior chambers than do whites, a factor that may be related to PACG prevalence. METHODS: The authors compared anterior chamber depth, axial length, radius of corneal curvature, and refractive error among 531 Chinese, 170 whites, and 188 blacks older than 40 years of age using the same model of instruments and identical technique. RESULTS: Mean anterior chamber depth and axial length did not differ significantly for the three groups. Whites had a significantly higher prevalence of hyperopia > 2 diopters than did Chinese. Radius of corneal curvature was significantly smaller among Chinese than whites or blacks. CONCLUSIONS: These results suggest that Chinese do not differ on a population basis from other ethnic groups in many of the biometric risk factors known to be of importance for PACG. It will be necessary to identify other ocular biometric parameters to explain the excess burden of PACG among Chinese, which may improve the effectiveness of screening for this disease in all populations.