This book presents new research into key areas of the work of German philosopher and mathematician Gottfried Wilhelm Leibniz (1646-1716). Reflecting various aspects of Leibniz’s thought, this book offers a collection of original research... more
This book presents new research into key areas of the work of German philosopher and mathematician Gottfried Wilhelm Leibniz (1646-1716). Reflecting various aspects of Leibniz’s thought, this book offers a collection of original research arranged into four separate themes: Science, Metaphysics, Epistemology, and Religion and Theology. With in-depth articles by experts such as Maria Rosa Antognazza, Nicholas Jolley, Agustín Echavarría, Richard Arthur and Paul Lodge, this book is an invaluable resource not only for readers just beginning to discover Leibniz, but also for scholars long familiar with his philosophy and eager to gain new perspectives on his work.
Research Interests:
Research Interests:
Implement Heston’s stochastic volatility model with Andersen’s QE discretisation using Quasi-random numbers for variance reduction. Accelerate this model using: Such numbers can be sampled from the so called "low discrepancy "... more
Implement Heston’s stochastic volatility model with Andersen’s QE discretisation using Quasi-random numbers for variance reduction. Accelerate this model using: Such numbers can be sampled from the so called "low discrepancy " sequences. A sequence’s discrepancy is a measure of its uniformity and is defined by the following definition [see Levy[2]]. 1 1 The Heston model was ported to the GPU architecture by use of Matlab’s Parallel Computing Toolbox. All functions that are executed on the GPGPU card are within the gpuArray namespace. The QE-scheme has high accuracy, compared to the analytic price calculated with the NAG function, and converges stably and quickly to a low standard error. The asset’s variance is strictly positive and strongly repelant from zero.
Research Interests:
Research Interests:
In this paper we are examining the impact of modern programming language abstractions on total cost of ownership (TCO) of a financial computing operation. Our analysis is based on static and dynamic analysis of example financial software,... more
In this paper we are examining the impact of modern programming language abstractions on total cost of ownership (TCO) of a financial computing operation. Our analysis is based on static and dynamic analysis of example financial software, based on our loop-flow graph (LFG) concept and our custom dynamic hotspot tool called MaxSpot. Our results show that, if the required throughput
Research Interests:
In this paper we are examining the impact of modern programming language abstractions on total cost of ownership (TCO) of a financial computing operation. Our analysis is based on static and dynamic analysis of example financial software,... more
In this paper we are examining the impact of modern programming language abstractions on total cost of ownership (TCO) of a financial computing operation. Our analysis is based on static and dynamic analysis of example financial software, based on our loop-flow graph (LFG) concept and our custom dynamic hotspot tool called MaxSpot. Our results show that, if the required throughput
Research Interests:
... Glenn D. Svoboda, Erik Vynckier, Birgit Debrabandere, and Gilbert F. Froment* Laboratorium voor Petrochemische Techniek, Universiteit Gent, B-9000 Gent, Belgium ... rate coefficients, kisom(S;s), &som(s;t), kisom(t;S), and... more
... Glenn D. Svoboda, Erik Vynckier, Birgit Debrabandere, and Gilbert F. Froment* Laboratorium voor Petrochemische Techniek, Universiteit Gent, B-9000 Gent, Belgium ... rate coefficients, kisom(S;s), &som(s;t), kisom(t;S), and hisom(t$), for each type of isomerization (isom = HS; MS ...
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A fundamental kinetic model of catalytic cracking on zeolite catalysts has been developed. The complete network of elementary steps of the carbenium ion reaction intermediates is generated by means of an algorithm based on Boolean... more
A fundamental kinetic model of catalytic cracking on zeolite catalysts has been developed. The complete network of elementary steps of the carbenium ion reaction intermediates is generated by means of an algorithm based on Boolean relation matrices. Elementary steps on Lewis and Broensted sites are taken into consideration. Single-event rate parameters are estimated for the cracking of paraffins, accounting for