By Topic

Computing in Science & Engineering

Issue 6 • Date Nov.-Dec. 1999

Filter Results

Displaying Results 1 - 9 of 9
  • Real-time toolbox provides convenient lab-data acquistion

    Publication Year: 1999, Page(s):10 - 11
    Request permission for commercial reuse | PDF file iconPDF (224 KB)
    Freely Available from IEEE
  • Computational finance [Guest Editor's Introduction]

    Publication Year: 1999, Page(s):22 - 23
    Request permission for commercial reuse | PDF file iconPDF (166 KB)
    Freely Available from IEEE
  • The Matrix Template Library: generic components for high-performance scientific computing

    Publication Year: 1999, Page(s):70 - 71
    Cited by:  Papers (20)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (552 KB)

    The paper discusses the Matrix Template Library, a generic component library for scientific computing. Although MTL consists of a relatively small number of software components, its power and utility arise from the composability of the components and the generic nature of the algorithms. That is, the components can be composed arbitrarily to produce an extremely wide variety of matrix formats. Sim... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Orthogonal polynomials, Gaussian quadratures, and PDEs

    Publication Year: 1999, Page(s):92 - 95
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (220 KB)

    Orthogonal polynomials are important in mathematical analysis. They can be used to separate many partial differential equations (PDES) which makes them particularly important in solving physical problems. Also, Gaussian integration provides a highly accurate and efficient algorithm for integrating functions. The value of the methods I describe in this paper depends on the basic assumption that a f... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Implementing option-pricing models using software synthesis

    Publication Year: 1999, Page(s):54 - 64
    Cited by:  Papers (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (768 KB)

    By considering a simplified version of a pricing model recently implemented at Merrill Lynch, the authors demonstrate the power of software synthesis technology and examine some of the issues associated with integrating synthesized model code into a production system View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Physicists attempt to scale the ivory towers of finance

    Publication Year: 1999, Page(s):26 - 39
    Cited by:  Papers (62)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1080 KB)

    Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including empirical statistical properties of prices, random-process models for price dynamics, agent-based modeling, and practical applications View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • How to distribute your software over the web

    Publication Year: 1999, Page(s):79 - 81
    Cited by:  Patents (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (232 KB)

    Many software vendors distribute their products to potential and current customers over the web. If you'd like to use the web to disseminate your Windows 9X or NT software, the commercial product InstallFromTheWeb provides a convenient way to do this. Created by lnstalIShield Corp., IFTW lets users download and install software by clicking a few buttons. Based on our team's experience, we believe ... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Computer-aided mechanical design using configuration spaces

    Publication Year: 1999, Page(s):14 - 21
    Cited by:  Papers (7)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (692 KB)

    To address difficulties with contact analysis in mechanical design-namely in planar mechanical systems with complex part shapes, tight fits, and contact changes-the authors have developed a general contact-analysis method based on configuration space computation View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Optimal control of execution costs for portfolios

    Publication Year: 1999, Page(s):40 - 53
    Cited by:  Papers (19)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1100 KB)

    The authors apply stochastic dynamic programming to derive trading strategies that minimize the expected cost of executing a portfolio of securities over a fixed time period. They test their strategies using real-world stock data View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.

Aims & Scope

CS&E magazine emphasizes articles that help define the field as the interface among the applications (in science and engineering), algorithms (numerical and symbolic), system software, and computer architecture.

Full Aims & Scope

Meet Our Editors

Editor-in-Chief
George K. Thiruvathukal
Loyola University