Project Description
This project will implement a facility to compress traces using domain-specific compression algorithms. The goal is to reduce data storage required by traces by a factor of at least 2 beyond what is possible using traditional compression tools.
Project Description
In many areas of finance, it is of intrinsic interest to compute the value of options on contracts. In many cases, the value of these options is not available analytically. The objective of this project is to consider numerical methods for the approximation of these financial contracts.