{"id":"https://openalex.org/W2020366386","doi":"https://doi.org/10.1109/ipdps.2008.4536457","title":"Parameterization based on randomized quasi-Monte Carlo methods","display_name":"Parameterization based on randomized quasi-Monte Carlo methods","publication_year":2008,"publication_date":"2008-04-01","ids":{"openalex":"https://openalex.org/W2020366386","doi":"https://doi.org/10.1109/ipdps.2008.4536457","mag":"2020366386"},"language":"en","primary_location":{"id":"doi:10.1109/ipdps.2008.4536457","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ipdps.2008.4536457","pdf_url":null,"source":{"id":"https://openalex.org/S4210174069","display_name":"Proceedings - IEEE International Parallel and Distributed Processing Symposium","issn_l":"1530-2075","issn":["1530-2075"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 IEEE International Symposium on Parallel and Distributed Processing","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090457966","display_name":"Giray \u00d6kten","orcid":"https://orcid.org/0000-0003-2594-1758"},"institutions":[{"id":"https://openalex.org/I103163165","display_name":"Florida State University","ror":"https://ror.org/05g3dte14","country_code":"US","type":"education","lineage":["https://openalex.org/I103163165"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Giray Okten","raw_affiliation_strings":["Department of Mathematics, Florida State University, Tallahassee, FL, USA","Dept. of Math., Florida State Univ., Tallahassee, FL"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Florida State University, Tallahassee, FL, USA","institution_ids":["https://openalex.org/I103163165"]},{"raw_affiliation_string":"Dept. of Math., Florida State Univ., Tallahassee, FL","institution_ids":["https://openalex.org/I103163165"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011028799","display_name":"Matthew Willyard","orcid":null},"institutions":[{"id":"https://openalex.org/I103163165","display_name":"Florida State University","ror":"https://ror.org/05g3dte14","country_code":"US","type":"education","lineage":["https://openalex.org/I103163165"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Matthew Willyard","raw_affiliation_strings":["Department of Mathematics, Florida State University, Tallahassee, FL, USA","Dept. of Math., Florida State Univ., Tallahassee, FL"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Florida State University, Tallahassee, FL, USA","institution_ids":["https://openalex.org/I103163165"]},{"raw_affiliation_string":"Dept. of Math., Florida State Univ., Tallahassee, FL","institution_ids":["https://openalex.org/I103163165"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.5141,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.66838797,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"26","issue":null,"first_page":"1","last_page":"7"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9771999716758728,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9728999733924866,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.874802827835083},{"id":"https://openalex.org/keywords/quasi-monte-carlo-method","display_name":"Quasi-Monte Carlo method","score":0.714142918586731},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6700236201286316},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.6006020307540894},{"id":"https://openalex.org/keywords/monte-carlo-method-in-statistical-physics","display_name":"Monte Carlo method in statistical physics","score":0.5644954442977905},{"id":"https://openalex.org/keywords/monte-carlo-molecular-modeling","display_name":"Monte Carlo molecular modeling","score":0.5562185645103455},{"id":"https://openalex.org/keywords/dynamic-monte-carlo-method","display_name":"Dynamic Monte Carlo method","score":0.5316529870033264},{"id":"https://openalex.org/keywords/monte-carlo-integration","display_name":"Monte Carlo integration","score":0.4778139889240265},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4229056239128113},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3853064477443695},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.35680049657821655},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.32682889699935913},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22390231490135193},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.10531902313232422},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.0722721517086029}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.874802827835083},{"id":"https://openalex.org/C63320529","wikidata":"https://www.wikidata.org/wiki/Q7269435","display_name":"Quasi-Monte Carlo method","level":5,"score":0.714142918586731},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6700236201286316},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.6006020307540894},{"id":"https://openalex.org/C204493344","wikidata":"https://www.wikidata.org/wiki/Q6904698","display_name":"Monte Carlo method in statistical physics","level":5,"score":0.5644954442977905},{"id":"https://openalex.org/C37669827","wikidata":"https://www.wikidata.org/wiki/Q6904703","display_name":"Monte Carlo molecular modeling","level":4,"score":0.5562185645103455},{"id":"https://openalex.org/C122592724","wikidata":"https://www.wikidata.org/wiki/Q3855635","display_name":"Dynamic Monte Carlo method","level":3,"score":0.5316529870033264},{"id":"https://openalex.org/C132725507","wikidata":"https://www.wikidata.org/wiki/Q39879","display_name":"Monte Carlo integration","level":5,"score":0.4778139889240265},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4229056239128113},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3853064477443695},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.35680049657821655},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.32682889699935913},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22390231490135193},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.10531902313232422},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0722721517086029}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ipdps.2008.4536457","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ipdps.2008.4536457","pdf_url":null,"source":{"id":"https://openalex.org/S4210174069","display_name":"Proceedings - IEEE International Parallel and Distributed Processing Symposium","issn_l":"1530-2075","issn":["1530-2075"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 IEEE International Symposium on Parallel and Distributed Processing","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W39759813","https://openalex.org/W1491556336","https://openalex.org/W1533955387","https://openalex.org/W1557102941","https://openalex.org/W1966558972","https://openalex.org/W1971622339","https://openalex.org/W1978934926","https://openalex.org/W1993957253","https://openalex.org/W2002869412","https://openalex.org/W2007580079","https://openalex.org/W2009147603","https://openalex.org/W2010678753","https://openalex.org/W2016770622","https://openalex.org/W2021464969","https://openalex.org/W2023711160","https://openalex.org/W2024427751","https://openalex.org/W2024626809","https://openalex.org/W2030307575","https://openalex.org/W2031141876","https://openalex.org/W2032053874","https://openalex.org/W2043419861","https://openalex.org/W2056700795","https://openalex.org/W2060916381","https://openalex.org/W2083847167","https://openalex.org/W2086611351","https://openalex.org/W2086736151","https://openalex.org/W2096360854","https://openalex.org/W2125590940","https://openalex.org/W2134321573","https://openalex.org/W2145186323","https://openalex.org/W2146261346","https://openalex.org/W2163417850","https://openalex.org/W2170120409","https://openalex.org/W3089198251","https://openalex.org/W3148784941","https://openalex.org/W4300580367"],"related_works":["https://openalex.org/W4294677683","https://openalex.org/W4367155567","https://openalex.org/W2019600130","https://openalex.org/W590971457","https://openalex.org/W3107111207","https://openalex.org/W2364466961","https://openalex.org/W1548972748","https://openalex.org/W2374592211","https://openalex.org/W2151084831","https://openalex.org/W2347943802"],"abstract_inverted_index":{"We":[0,24,42],"present":[1,25],"a":[2,17],"theoretical":[3],"framework":[4],"where":[5],"any":[6],"randomized":[7,50],"quasi-Monte":[8,22,51],"Carlo":[9,82],"method":[10,19],"can":[11],"be":[12],"viewed":[13],"and":[14,27,53,60],"analyzed":[15],"as":[16,77,79],"parameterization":[18,45,71],"for":[20],"parallel":[21,75],"Carlo.":[23],"deterministic":[26],"stochastic":[28],"error":[29],"bounds":[30],"when":[31],"different":[32,40],"processors":[33],"of":[34],"the":[35,70],"computing":[36],"environment":[37],"run":[38],"at":[39],"speeds.":[41],"implement":[43],"two":[44],"methods,":[46],"both":[47],"based":[48],"on":[49],"Carlo,":[52],"apply":[54],"them":[55],"to":[56,68],"pricing":[57],"digital":[58],"options":[59],"collateralized":[61],"mortgage":[62],"obligations.":[63],"Numerical":[64],"results":[65],"are":[66],"used":[67],"compare":[69],"methods":[72],"by":[73],"their":[74,80],"performance":[76],"well":[78],"Monte":[81],"efficiency.":[83]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
