Research Interests
Hongmei CHI
My specific research interests lie in the area of parallel/grid computing, Monte Carlo and quasi-Monte
Carlo, computational biology and mobile ad hoc network .
- Parallel Computing
Add a generator in SPRNG library.
The paper will appear in Parallel Computing.
- Bioinformatics
- Security in mobile ad hoc network
- Computational Finance
Numerical methods are used for a variety of purposes of finance. These includes
risk analysis, the evaluation of securities, and stress testing of portfolios.
The Monte Carlo approach, which uses random sequences, has proved
to be a valuable computational tool in modern finance. But, for
many applications of computational finance, the use of quasirandom
sequences, called quasi-Monte Carlo approach, seems to provide
more faster convergent rate than random sequences. Even though it
is well-known that the distribution of the quasirandom sequence in
high dimensions is not good, the scrambled or optimally scrambled
quasirandom sequence can often improve the quality. Thus the
scrambled and optimal quasirandom sequence can be widely applied
in computational finance.