Anson H. T. Tse

According to our database, Anson H. T. Tse authored at least 10 papers between 2009 and 2012.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2012

Accelerating reconfigurable financial computing.

Anson Hong Tak Tse

PhD thesis, 2012

Design Exploration of Quadrature Methods in Option Pricing.

Anson H. T. Tse, David B. Thomas, Wayne Luk

IEEE Trans. Very Large Scale Integr. Syst., 2012

A mixed precision Monte Carlo methodology for reconfigurable accelerator systems.

Gary Chun Tak Chow, Anson Hong Tak Tse, Qiwei Jin, Wayne Luk, Philip Heng Wai Leong, David B. Thomas

Proceedings of the ACM/SIGDA 20th International Symposium on Field Programmable Gate Arrays, 2012

Optimising Performance of Quadrature Methods with Reduced Precision.

Anson H. T. Tse, Gary C. T. Chow, Qiwei Jin, David B. Thomas, Wayne Luk

Proceedings of the Reconfigurable Computing: Architectures, Tools and Applications, 2012

Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations.

Qiwei Jin, Diwei Dong, Anson H. T. Tse, Gary Chun Tak Chow, David B. Thomas, Wayne Luk, Stephen Weston

Proceedings of the Reconfigurable Computing: Architectures, Tools and Applications, 2012

2010

Programming framework for clusters with heterogeneous accelerators.

Kuen Hung Tsoi, Anson H. T. Tse, Peter R. Pietzuch, Wayne Luk

SIGARCH Comput. Archit. News, 2010

Efficient reconfigurable design for pricing asian options.

Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk

SIGARCH Comput. Archit. News, 2010

Dynamic scheduling Monte-Carlo framework for multi-accelerator heterogeneous clusters.

Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk

Proceedings of the International Conference on Field-Programmable Technology, 2010

Reconfigurable Control Variate Monte-Carlo Designs for Pricing Exotic Options.

Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, Wayne Luk

Proceedings of the International Conference on Field Programmable Logic and Applications, 2010

2009

Accelerating Quadrature Methods for Option Valuation.

Anson H. T. Tse, David B. Thomas, Wayne Luk

Proceedings of the FCCM 2009, 2009