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GPU Implementation of Image Convolution Using Sparse Model with Efficient Storage Format

Babu, M. Rajasekhara; Mohammed, Saira Banu Jamal; … - In: International Journal of Grid and High Performance … 10 (2018) 1, pp. 54-70

becomes a focus in research fields. Convolution is an integral operation in filtering, smoothing and edge detection. In this … article, the process of convolution is realized as a sparse linear system and is solved using Sparse Matrix Vector … Multiplication (SpMV). The Compressed Sparse Row (CSR) format of SPMV shows better CPU performance compared to normal convolution. To …

Persistent link: https://www.econbiz.de/10012045068

A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control

Killmann, Frank; von Collani, Elart - In: Stochastics and Quality Control 16 (2001) 1, pp. 17-41

Abstract Consider a product with quality characteristic X . Assume that the product is composed of n parts each with quality characteristic X i , and and let X = X 1 + . . . + X n Assume that there is a lower specification L and an upper specification U for X . Then the problem arises how to...

Persistent link: https://www.econbiz.de/10014590707

Nonparametric estimation of risk measures of collective risks

Lauer, Alexandra; Zähle, Henryk - In: Statistics & Risk Modeling 32 (2016) 2, pp. 89-102

Abstract We consider two nonparametric estimators for the risk measure of the sum of n i.i.d. individual insurance risks where the number of historical single claims that are used for the statistical estimation is of order n . This framework matches the situation that nonlife insurance companies...

Persistent link: https://www.econbiz.de/10014621243

Pricing basket default swaps using quasi-analytic techniques

Umeorah, Nneka; Mashele, Phillip; Ehrhardt, Matthias - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 241-267

Persistent link: https://www.econbiz.de/10012587841

The performance of the hypergeometric np chart with estimated parameter

Johannssen, Arne; Chukhrova, Nataliya; Castagliola, Philippe - In: European journal of operational research : EJOR 296 (2022) 3, pp. 873-899

Persistent link: https://www.econbiz.de/10013254331

Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series

Chan, Tat Lung; Hale, Nicholas - In: Quantitative finance 20 (2020) 8, pp. 1307-1324

Persistent link: https://www.econbiz.de/10012262664

Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points

Chu, Chih-Kang; Hwang, Ruey-Ching - In: Journal of financial services research : JFSR 56 (2019) 1, pp. 95-117

Persistent link: https://www.econbiz.de/10012301329

Operational risk modelling in insurance and banking

Vukovic, Ognjen - In: Inventi impact: microfinance & banking (2016) 3, pp. 172-184

Persistent link: https://www.econbiz.de/10011567927

Default correlations and large-portfolio credit analysis

Duan, Jin-Chuan; Miao, Weimin - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 536-546

Persistent link: https://www.econbiz.de/10011692400

Meta features-based scale invariant OCR decision making using LSTM-RNN

Naseer, Asma; Zafar, Kashif - In: Computational and mathematical organization theory 25 (2019) 2, pp. 165-183

Persistent link: https://www.econbiz.de/10012098915