Home   CV   Publications   Anson H.T. Tse, David B. Thomas, Wayne Luk, "Design Exploration of Quadrature Methods in Option Pricing", IEEE Transactions on VLSI Systems, vol.20, no.5, pp.818-826, may 2012. (pdf) Anson H.T. Tse, Gary C.T. Chow, Qiwei Jin, David B. Thomas, Wayne Luk, "Optimising Performance of Quadrature Methods with Reduced Precision", in International Symposium on Applied Reconfigurable Computing (ARC), 2012. (pdf) Gary C.T. Chow, Anson H.T. Tse, Qiwei Jin, David B. Thomas, Philip Leong, Wayne Luk, "A mixed precision Monte Carlo methodology for reconfigurable accelerator systems", in Proc. ACM/SIGDA International Symposium on Field-Programmable Gate Arrays (FPGA), 2012 (pdf) Anson H.T. Tse, David B. Thomas, K.H. Tsoi, Wayne Luk, "Dynamic Scheduling Monte-Carlo Framework for Multi-Accelerator Heterogeneous Clusters", in Proceedings of IEEE Symposium on Field-Programmable Technology (FPT), 2010 (pdf) Anson H.T. Tse, David B. Thomas, K.H. Tsoi, Wayne Luk, "Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options", in Proceedings of International Conference on Field Programmable Logic and Applications (FPL), 2010 (pdf) Anson H.T. Tse, David B. Thomas, K.H. Tsoi, Wayne Luk, "Efficient Reconfigurable Design for Pricing Asian Options", ACM SIGARCH Computer Architecture News, vol.38, no.4, pp.14-20, Sept. 2010. (pdf) K.H. Tsoi, Anson H.T. Tse, P. Pietzuch, Wayne Luk, "Programming Framework for Clusters with Heterogeneous Accelerators ", ACM SIGARCH Computer Architecture News, vol. 38, no 4, pp.53-59, Sept. 2010. (pdf) Anson H.T. Tse, David B. Thomas, Wayne Luk, "Option Pricing with Multi-Dimensional Quadrature Architectures", in Proceedings of IEEE Symposium on Field-Programmable Technology (FPT), 2009 (pdf) Anson H.T. Tse, David B. Thomas, Wayne Luk, "Accelerating Quadrature Methods for Option Valuation", in Proceedings of IEEE Symposium on Field-Programmable Custom Computing Machines (FCCM), 2009 (pdf) Anson H.T. Tse, "Accelerating Reconfigurable Financial Computing", PhD Thesis, 2012 (pdf)