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Full-Text Articles in Physical Sciences and Mathematics
Acceleration Of Monte Carlo Value At Risk Estimation Using Graphics Processing Unit (Gpu), Wei Wu
Acceleration Of Monte Carlo Value At Risk Estimation Using Graphics Processing Unit (Gpu), Wei Wu
Dissertations and Theses
"Value at Risk (VaR) is one of the most popular tools used to estimate the exposure to market risks, and it measures the worst expected loss at a given confidence level. Monte Carlo simulation is one of the best methods to calculate VaR and it is widely used in financial industry. Unfortunately, it is time consuming especially when the simulated samples and the number of assets in a portfolio are very large. The graphics processing unit (GPU) is a specialized multiprocessor which has highly parallel structure supporting more effective than general-purpose CPUs for a range of complex algorithms. In this …
Automatic Readability Assessment, Lijun Feng
Automatic Readability Assessment, Lijun Feng
Dissertations, Theses, and Capstone Projects
We describe the development of an automatic tool to assess the readability of text documents. Our readability assessment tool predicts elementary school grade levels of texts with high accuracy. The tool is developed using supervised machine learning techniques on text corpora annotated with grade levels and other indicators of reading difficulty. Various independent variables or features are extracted from texts and used for automatic classification. We systematically explore different feature inventories and evaluate the grade-level prediction of the resulting classifiers. Our evaluation comprises well-known features at various linguistic levels from the existing literature, such as those based on language modeling, …