{"title":"Monte Carlo Variance Reduction. Importance Sampling Techniques","authors":"Olariu S. Emanuel Florentin","doi":"10.1109/SYNASC.2009.56","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.56","url":null,"abstract":"In this paper we investigate some Importance Sampling strategies and we apply them for the first time to the pricing of the spread options. We compare the Least Squares method to the f-divergence method in order to choose the importance sampling functions. Our numerical results reveals that the use of the divergences is frequently less computationally and time costly.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124803324","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Compiler for Origami Construction and Verification","authors":"T. Ida","doi":"10.1109/SYNASC.2009.61","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.61","url":null,"abstract":"This is the extended abstract of the invited tutorial on a compiler for origami construction and verification.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130012891","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An Algorithm for the Approximation of the Solution of a Functional-Integral Equation","authors":"V. Muresan","doi":"10.1109/SYNASC.2009.15","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.15","url":null,"abstract":"In this paper we consider a functional-integral equation with linear modification of the argument. By applying the successive approximation method and by using the trapezoidal formula we give an algorithm for the approximation of the solution of this equation.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130085281","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Sparsity Challenges","authors":"J. Davenport, J. Carette","doi":"10.1109/SYNASC.2009.62","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.62","url":null,"abstract":"While much is written about the importance of sparse polynomials in computer algebra, much less is known about the complexity of advanced (i.e. anything more than multiplication!) algorithms for them. This is due to a variety of factors, not least the problems posed by cyclotomic polynomials. In this paper we state a few of the challenges that sparse polynomials pose.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124805794","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On Sensor Data Simulation","authors":"Alexandru-Ciprian Zavoianu, Ciprian Craciun","doi":"10.1109/SYNASC.2009.29","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.29","url":null,"abstract":"In the context of the DEHEMS project, aimed at analyzing real-time sensor readings related with the energy performance of individual households, the research and development stages of various modules have underlined the need for a fast and scalable means of generating large amounts of high quality sensor data. This paper introduces a multi-purpose sensor simulation system (DS3) that successfully meets all the data generation requirements imposed by DEHEMS. Primarily designed as an internal tool for testing and tuning the storage and data analysis engines, DS3 will act also as a support platform for a number of end-user orientated applications.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132281468","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Mihai Alexandru Ordean, Andrei Saupe, Mihaela Ordean, Melania Duma, G. Silaghi
{"title":"Enhanced Rule-Based Phonetic Transcription for the Romanian Language","authors":"Mihai Alexandru Ordean, Andrei Saupe, Mihaela Ordean, Melania Duma, G. Silaghi","doi":"10.1109/SYNASC.2009.18","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.18","url":null,"abstract":"This paper presents a rule-based approach for the phonetic transcription of the Romanian language. We integrate this phonetic analysis in the text processing component of a text-to-speech system for Romanian. Grapheme-to-phoneme rules are constructed based on expert information from DOOMII dictionary. In the cases when rules are useless, we employed decision trees constructed on engineered training sets to help the classifiers to learn the language exceptions.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"90 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132462619","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Computing Self-intersection Loci of Parametrized Surfaces Using Regular Systems and Groebner Bases","authors":"Yanli Huang, Dongming Wang","doi":"10.1109/SYNASC.2009.43","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.43","url":null,"abstract":"The computation of self-intersection loci of parametrized surfaces is needed for constructing trimmed parametrizations and describing the topology of the considered surfaces in real settings. This paper presents two general and efficient methods for determining self-intersection loci of rationally parametrized surfaces. One of the methods, based on regular systems, is capable of computing the exact parametric locus of self-intersection of a given surface and the other, based on Groebner bases, can compute the minimal variety passing through the exact parametric locus. The relation between the results computed by the two methods is established and two algorithms for computing parametric loci of self-intersection are described. Experimental results and comparisons with some existing methods show that our algorithms have a good performance for parametrized surfaces.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134053246","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Beliefs and Communication, The Basis of Collaborative Agents","authors":"Ion-Mircea Diaconescu, Gerd Wagner","doi":"10.1109/SYNASC.2009.39","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.39","url":null,"abstract":"Nowadays, simulation scenarios require enhanced agents being capable of communication, learning and having beliefs about their self or about their world. The distinction between facts and (possible false) beliefs is part of the requirements in order to describe scenarios closer to real world. This work proposes a solution which allows information exchange between agents, making use of generic/standard and ad-hoc message types, involving their self beliefs and their beliefs about the world where they act. Standard agent types being capable of automatic management of standard message types are defined. SPARQL, a standard RDF based query language, is used as part of the communication protocol. The paper is build around a social simulation scenario that provides the possibility of testing and describing the benefices of this work.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129059011","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the Existence of Complete Disjoint NP-Pairs","authors":"Olaf Beyersdorff","doi":"10.1109/SYNASC.2009.9","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.9","url":null,"abstract":"Disjoint NP-pairs are an interesting model of computation with important applications in cryptography and proof complexity. The question whether there exists a complete disjoint NP-pair was posed by Razborov in 1994 and is one of the most important problems in the field. In this paper we prove that there exists a many-one hard disjoint NP-pair which is computed with access to a very weak oracle (a tally NP-oracle).In addition, we exhibit candidates for complete NP-pairs and apply our results to a recent line of research on the construction of hard tautologies from pseudorandom generators.","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128833258","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Finding Loop Invariants for Programs over Arrays Using a Theorem Prover","authors":"L. Kovács, A. Voronkov","doi":"10.1109/SYNASC.2009.66","DOIUrl":"https://doi.org/10.1109/SYNASC.2009.66","url":null,"abstract":"Invariants with quantifiers are important for verification and static analysis of programsover arrays due to the unbounded nature of arrays. Such invariants can expressrelationships among array elements and properties involving array and scalar variablesof the loop.This talk presents how quantified loop invariants of programs over arrayscan be automatically inferred using a first order theorem prover,reducing the burden of annotating loops with complete invariants.Unlike all previously known methods, our method is ableto generate loop invariants containing quantifier alternations","PeriodicalId":286180,"journal":{"name":"2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"93 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128900703","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}