Richard P Ma

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This paper presents a load-balancing scheme for a parallel branch and bound (PBB) algorithm utilizing a dynamic load balancer (DLB). The PBB algorithm is used to solve a resource scheduling problem on the Hypercube. The DLB is included in the PBB algorithm and is distributed to each node to balance the workload during run time. The DLB is evaluated by(More)
D ata collected in 2007 by the Centers for Disease Control and Prevention revealed that suicide occurred at rates nearly twice that of homicide. For all age groups combined, suicide ranked as the eleventh leading cause of death in the US and among the top five causes in several age groups in 2007 (CDC, 2011), (table 1). Police officers are the first(More)
The VIX index measures the one-month risk-neutral forward volatility of the S&P500 (SPX) index. While Lévy processes such as the CGMY process can price options on the underlying stock or index, they implicitly assume a constant forward volatility. This makes them unsuitable for pricing options on VIX. We propose a model within the one dimensional Markovian(More)
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