Option pricing is the problem of computing the expected present value of a financial instrument (most usually stocks, but also interest rates, foreign exchange rates, bonds, etc). This is based on a forecast of cashflows over a specific time horizon. The expected present value is used to determine the fair premium of an option on that instrument. The Binomial (Tree or Lattice) option pricing model is a confluent discretization of a Brownian motion process. Note that for a large number of steps the binomial distribution approximates a Gaussian distribution.
An Averaging filter is a commonly used filter in the field of image processing and is mainly used for removing any noise in a given image. A noise in an image is any presence of pixel values which doesn’t blend well with the actual content of photo like salt-pepper grains on an image. Averaging filter makes use of the concept that any given pixel value will not change drastically from its immediate neighbors. In other words, the current value of a pixel depends more on its immediate neighbors.
Stencil computation is the basis for the Reverse Time Migration algorithm in seismic computing. The underlying mathematical problem is to solve the wave equation using a finite difference method. This sample computes a 3-D 25-point stencil. The computation contains 4 layer loops for each dimention and time duration. One methodology runs in straight scalar code, one using Intel® Cilk™ Plus
pragma simd to allow the code to vectorize, one using
cilk_spawn to include parallelization, and one with both.
In my current position, I work to optimize and parallelize codes that deal with genomic data, e.g., DNA, RNA, proteins, etc. To be universally available, many of the input files holding DNA samples (called reads) are text files full of the characters 'A', 'C', 'G', and 'T'.
This article describes the design and implementation of a simple Towers of Hanoi 'game.' The game provides a graphical animation that moves discs from the leftmost pin to the rightmost pin. The user controls the speed of the animation and how many discs to use.This app was written using 'portable' HTML5 and runs in all major browsers. This makes it easy to create a hybrid version of the app, i.e. a native webview wrapped version.