AN
A. Nayak
2 records found
1
Master thesis
(2021)
-
A.
Nayak
(author),
F.
Fang
(mentor),
Xiaoyu
Shen
(mentor),
C
Vuik
(mentor),
C.
Vuik
(mentor),
K.
Vuik
(mentor),
Kees
Vuik
(mentor),
Cornelis
Vuik
(mentor),
Drona
Kandhai
(mentor),
Antonis
Papapantoleon
(graduation committee member),
A.
Papapantoleon
(graduation committee member)
Computing portfolio credit losses and associated risk sensitivities is crucial for the financial industry to help guard against unexpected events. Quantitative models play an instrumental role to this end. As a direct consequence of their probabilistic nature, portfolio losses ar
...
Computing portfolio credit losses and associated risk sensitivities is crucial for the financial industry to help guard against unexpected events. Quantitative models play an instrumental role to this end. As a direct consequence of their probabilistic nature, portfolio losses are usually simulated using Monte Carlo copula models, which in turn play a decisive role in their measurement of risk metrics such as the Value-at-Risk (VaR). Semi-analytical numerical methods are alternatives to the Monte Carlo simulations to compute the distribution of the portfolio credit losses, the VaR and the VaR sensitivities. We find that numerical approaches such as the COS method, based on a Fourier cosine series expansion are superior to the Monte Carlo based computations in terms of both, the computational speed and the accuracy. Several studies have demonstrated these results, using the examples of various copula models in a single threaded environment. In this study, we extend that scope and critically examine modelling approaches for improving the computing efficiency by investigating and validating, a multi-threaded GPU based algorithm for the COS method. In this process, we demonstrate the suitability of COS algorithm for parallelization on the GPU and highlight the performance improvements over existing methods.
Journal article
(2010)
-
B.C.
Arnold
(author),
B.C.
Arnold
(author),
G
Chen
(author),
G
Chen
(author),
D.
Kong
(author),
D.
Kong
(author),
H.
Park
(author),
H.
Park
(author),
D.
Son
(author),
D.
Son
(author),
S.
SONG
(author),
S.
SONG
(author),
S.
Jung
(author),
S.
Jung
(author),
B.C.
Hong
(author),
B.C.
Hong
(author),
H.
Kim
(author),
H.
Kim
(author),
J.H.
Kim
(author),
J.H.
Kim
(author),
K.S.
Lee
(author),
K.S.
Lee
(author),
S.
Park
(author),
S.
Park
(author),
H
Chen
(author),
H
Chen
(author),
J.
Kim
(author),
J.
Kim
(author),
M.
Choi
(author),
M.
Choi
(author),
G.
Hahn
(author),
G.
Hahn
(author),
S.
Choi
(author),
S.
Choi
(author),
YH
Choi
(author),
YH
Choi
(author),
J.L.
Goh
(author),
J.L.
Goh
(author),
H.
Jeong
(author),
H.
Jeong
(author),
T.
Kim
(author),
T.
Kim
(author),
J
Lee
(author),
J
Lee
(author),
S
Lee
(author),
S
Lee
(author),
C.
Jiang
(author),
C.
Jiang
(author),
Chenpeng
Jiang
(author),
Chenpeng
Jiang
(author),
Chengpeng
Jiang
(author),
Chengpeng
Jiang
(author),
P.I.
Petrov
(author),
P.I.
Petrov
(author),
J.
Williams
(author),
J.
Williams
(author),
M.
Ahmad
(author),
M.
Ahmad
(author),
M.
Ahmad
(author),
I.
Ahmed
(author),
I.
Ahmed
(author),
I.
Ahmed
(author),
M.S.
Asghar
(author),
M.S.
Asghar
(author),
M.S.
Asghar
(author),
M.A.A.
Awan
(author),
M.A.A.
Awan
(author),
M.A.A.
Awan
(author),
I.
Hussain
(author),
I.
Hussain
(author),
I.
Hussain
(author),
M.W.
Khan
(author),
M.W.
Khan
(author),
M.W.
Khan
(author),
S.
Muhammad
(author),
S.
Muhammad
(author),
S.
Muhammad
(author),
H.
Shahzad
(author),
H.
Shahzad
(author),
H.
Shahzad
(author),
D.
Liang
(author),
D.
Liang
(author),
P.M.
Zalewski
(author),
P.M.
Zalewski
(author),
A.E.
David
(author),
A.E.
David
(author),
P
Ribeiro
(author),
P
Ribeiro
(author),
P
Ribeiro
(author),
P
Ribeiro
(author),
PGR
Silva
(author),
PGR
Silva
(author),
PGR
Silva
(author),
PGR
Silva
(author),
M.
Finger
(author),
M.
Finger
(author),
M
Finger
(author),
M
Finger
(author),
M
Finger
(author),
M
Finger
(author),
M.
Finger
(author),
M.
Finger
(author),
A.
Denisov
(author),
A.
Denisov
(author),
V.
Kim
(author),
V.
Kim
(author),
A.
Anisimov
(author),
A.
Anisimov
(author),
A. G.
Anisimov
(author),
A. G.
Anisimov
(author),
Andrei G.
Anisimov
(author),
Andrei G.
Anisimov
(author),
A.J.
Levine
(author),
A.J.
Levine
(author),
B.
Liu
(author),
B.
Liu
(author),
V.
Petrov
(author),
V.
Petrov
(author),
M.
Daniël
(author),
M.
Daniël
(author),
J.I.
Hernandez
(author),
J.I.
Hernandez
(author),
J.I.
Hernández
(author),
J.I.
Hernández
(author),
Jose Ignacio
Hernández
(author),
Jose Ignacio
Hernández
(author),
Jose Ignacio
Hernandez
(author),
Jose Ignacio
Hernandez
(author),
José Ignacio
Hernandez
(author),
José Ignacio
Hernandez
(author),
José Ignacio
Hernández
(author),
José Ignacio
Hernández
(author),
B.
Gómez
(author),
B.
Gómez
(author),
J.
Bos
(author),
J.
Bos
(author),
D.
Campi
(author),
D.
Campi
(author),
M.
Hansen
(author),
M.
Hansen
(author),
J.
Harvey
(author),
J.
Harvey
(author),
H.
Hoffmann
(author),
H.
Hoffmann
(author),
R.J.
Loos
(author),
R.J.
Loos
(author),
X
Meng
(author),
X
Meng
(author),
F.E.
Meijers
(author),
F.E.
Meijers
(author),
M.
Mulders
(author),
M.
Mulders
(author),
L.
Orsini
(author),
L.
Orsini
(author),
E
Perez
(author),
E
Perez
(author),
A.
Sharma
(author),
A.
Sharma
(author),
S.
König
(author),
S.
König
(author),
F.A.
Meier
(author),
F.A.
Meier
(author),
Z.
Chen
(author),
Z.
Chen
(author),
A.J.H.
Herve
(author),
A.J.H.
Herve
(author),
A.
Sanchez
(author),
A.
Sanchez
(author),
J.
Tao
(author),
J.
Tao
(author),
M.
Weber
(author),
M.
Weber
(author),
A.
Schmidt
(author),
A.
Schmidt
(author),
Y.
Chang
(author),
Y.
Chang
(author),
E.
Chen
(author),
E.
Chen
(author),
W.
Chen
(author),
W.
Chen
(author),
A.C.S.
Go
(author),
A.C.S.
Go
(author),
C.
Kuo
(author),
C.
Kuo
(author),
S
Li
(author),
S
Li
(author),
W
Lin
(author),
W
Lin
(author),
P.L.T.
Chang
(author),
P.L.T.
Chang
(author),
J
Wang
(author),
J
Wang
(author),
Y.
Chao
(author),
Y.
Chao
(author),
K.
Chen
(author),
K.
Chen
(author),
Kewang
Chen
(author),
Kewang
Chen
(author),
Y.
Lei
(author),
Y.
Lei
(author),
S.
Lin
(author),
S.
Lin
(author),
R.
Lu
(author),
R.
Lu
(author),
J
Schumann
(author),
J
Schumann
(author),
J
Schumann
(author),
J
Schumann
(author),
C.C.
Wang
(author),
C.C.
Wang
(author),
Charlie C.L.
Wang
(author),
Charlie C.L.
Wang
(author),
Charlie
Wang
(author),
Charlie
Wang
(author),
Meng
Wang
(author),
Meng
Wang
(author),
M.
Wang
(author),
M.
Wang
(author),
M.
Kaya
(author),
M.
Kaya
(author),
M.
Kaya
(author),
M.
Kaya
(author),
Mesut
Kaya
(author),
Mesut
Kaya
(author),
Mesut
Kaya
(author),
Mesut
Kaya
(author),
M.O.
Kaya
(author),
M.O.
Kaya
(author),
M.O.
Kaya
(author),
M.O.
Kaya
(author),
Z
Wang
(author),
Z
Wang
(author),
N.O.
Sonmez
(author),
N.O.
Sonmez
(author),
N.O.
Sonmez
(author),
N.O.
Sonmez
(author),
T.O.C.
Cheng
(author),
T.O.C.
Cheng
(author),
M.
Hansen
(author),
M.
Hansen
(author),
RR
Brown
(author),
RR
Brown
(author),
J.
Williams
(author),
J.
Williams
(author),
J.P.
Hays
(author),
J.P.
Hays
(author),
A.
Papageorgiou
(author),
A.
Papageorgiou
(author),
A.V.
Rose
(author),
A.V.
Rose
(author),
A.
Khan
(author),
A.
Khan
(author),
R.E.
Taylor
(author),
R.E.
Taylor
(author),
Z.
Xue
(author),
Z.
Xue
(author),
J.
Rohlf
(author),
J.
Rohlf
(author),
S
Wu
(author),
S
Wu
(author),
S.
Bhattacharya
(author),
S.
Bhattacharya
(author),
D.C.C.
Nguyen
(author),
D.C.C.
Nguyen
(author),
P.
Cox
(author),
P.
Cox
(author),
H
Liu
(author),
H
Liu
(author),
M.
Nikolic
(author),
M.
Nikolic
(author),
J.N.V.
Smith
(author),
J.N.V.
Smith
(author),
M.
Tripathi
(author),
M.
Tripathi
(author),
J.H.C.
Hauser
(author),
J.H.C.
Hauser
(author),
Sonja
Schmid
(author),
Sonja
Schmid
(author),
S.
Schmid
(author),
S.
Schmid
(author),
Z.
Zhang
(author),
Z.
Zhang
(author),
X.
Yang
(author),
X.
Yang
(author),
A.
Chandra
(author),
A.
Chandra
(author),
F.
LIU
(author),
F.
LIU
(author),
H
Liu
(author),
H
Liu
(author),
A.
Luthra
(author),
A.
Luthra
(author),
H.
Nguyen
(author),
H.
Nguyen
(author),
B.
Shen
(author),
B.
Shen
(author),
V.
Sharma
(author),
V.
Sharma
(author),
S.C.
Simon
(author),
S.C.
Simon
(author),
Y.
Ma
(author),
Y.
Ma
(author),
J.
Cai
(author),
J.
Cai
(author),
Y.
Yang
(author),
Y.
Yang
(author),
L
Zhang
(author),
L
Zhang
(author),
K.
Zhu
(author),
K.
Zhu
(author),
Kailun
Zhu
(author),
Kailun
Zhu
(author),
R.
Zhu
(author),
R.
Zhu
(author),
B.
Akgün
(author),
B.
Akgün
(author),
S.
Wagner
(author),
S.
Wagner
(author),
A.
Chatterjee
(author),
A.
Chatterjee
(author),
A.
Chatterjee
(author),
Anasua
Chatterjee
(author),
Anasua
Chatterjee
(author),
Anasua
Chatterjee
(author),
S.
Das
(author),
S.
Das
(author),
B.A.
Kreis
(author),
B.A.
Kreis
(author),
VB
Kuznetsov
(author),
VB
Kuznetsov
(author),
VB
Kuznetsov
(author),
VB
Kuznetsov
(author),
Y.
GE
(author),
Y.
GE
(author),
X.
Shi
(author),
X.
Shi
(author),
Wenbo
Sun
(author),
Wenbo
Sun
(author),
W.
Sun
(author),
W.
Sun
(author),
W.Y.
Teo
(author),
W.Y.
Teo
(author),
Y.
Weng
(author),
Y.
Weng
(author),
S.
Banerjee
(author),
S.
Banerjee
(author),
P.
Bhat
(author),
P.
Bhat
(author),
J.G.
Butler
(author),
J.G.
Butler
(author),
H.Y.
Cheung
(author),
H.Y.
Cheung
(author),
D.M.J.
Dykstra
(author),
D.M.J.
Dykstra
(author),
L.
Feng
(author),
L.
Feng
(author),
S.
GUO
(author),
S.
GUO
(author),
Y.
Guo
(author),
Y.
Guo
(author),
M.K.P.
Johnson
(author),
M.K.P.
Johnson
(author),
C.
Jones
(author),
C.
Jones
(author),
J.
Kaiser
(author),
J.
Kaiser
(author),
C.O.S.
Lei
(author),
C.O.S.
Lei
(author),
S.A.
Los
(author),
S.A.
Los
(author),
K.A.
Mishra
(author),
K.A.
Mishra
(author),
R.V.
Rivera
(author),
R.V.
Rivera
(author),
S.
Ryu
(author),
S.
Ryu
(author),
Shubham
Sharma
(author),
Shubham
Sharma
(author),
S.
Sharma
(author),
S.
Sharma
(author),
Z.
Hu
(author),
Z.
Hu
(author),
R.
Smith
(author),
R.
Smith
(author),
R.A.
Vidal
(author),
R.A.
Vidal
(author),
W.
Wu
(author),
W.
Wu
(author),
J.
Yun
(author),
J.
Yun
(author),
M
Chen
(author),
M
Chen
(author),
Y.
Fu
(author),
Y.
Fu
(author),
J.
Gartner
(author),
J.
Gartner
(author),
Johannes
Gartner
(author),
Johannes
Gartner
(author),
B.
Kim
(author),
B.
Kim
(author),
D.
Wang
(author),
D.
Wang
(author),
L.
Kramer
(author),
L.
Kramer
(author),
Y.
Mao
(author),
Y.
Mao
(author),
J.L.
Rodriguez
(author),
J.L.
Rodriguez
(author),
M
Bertoldi
(author),
M
Bertoldi
(author),
J
Chen
(author),
J
Chen
(author),
J.
Haas
(author),
J.
Haas
(author),
K.
Johnson
(author),
K.
Johnson
(author),
M.G.A.
Adams
(author),
M.G.A.
Adams
(author),
MC
Castro
(author),
MC
Castro
(author),
D.
Hofman
(author),
D.
Hofman
(author),
E.
Albayrak
(author),
E.
Albayrak
(author),
RO
Briggs
(author),
RO
Briggs
(author),
RO
Briggs
(author),
RO
Briggs
(author),
S
Qian
(author),
S
Qian
(author),
L.F.K.
Chung
(author),
L.F.K.
Chung
(author),
I
Schmidt
(author),
I
Schmidt
(author),
S.
Sen
(author),
S.
Sen
(author),
J.
Wetzel
(author),
J.
Wetzel
(author),
K.W.A.
Yi
(author),
K.W.A.
Yi
(author),
Z.
Guo
(author),
Z.
Guo
(author),
N.Q.
Tran
(author),
N.Q.
Tran
(author),
Y
Zhang
(author),
Y
Zhang
(author),
S.J.
Sanders
(author),
S.J.
Sanders
(author),
T.K.
Bolton
(author),
T.K.
Bolton
(author),
H.H.
Teng
(author),
H.H.
Teng
(author),
A.
Liu
(author),
A.
Liu
(author),
Z.
Wan
(author),
Z.
Wan
(author),
D.J.
Wright
(author),
D.J.
Wright
(author),
G.
Bauer
(author),
G.
Bauer
(author),
M.
Chan
(author),
M.
Chan
(author),
Michael
Chan
(author),
Michael
Chan
(author),
Y.
Kim
(author),
Y.
Kim
(author),
Y.
Lee
(author),
Y.
Lee
(author),
W
Li
(author),
W
Li
(author),
T.
Ma
(author),
T.
Ma
(author),
M.
Rudolph
(author),
M.
Rudolph
(author),
B.
Zhu
(author),
B.
Zhu
(author),
Zhu
Zhu
(author),
Zhu
Zhu
(author),
B.
Baozhou
(author),
B.
Baozhou
(author),
Zhu
Baozhou
(author),
Zhu
Baozhou
(author),
Baozhou
Baozhou
(author),
Baozhou
Baozhou
(author),
Baozhou
Zhu
(author),
Baozhou
Zhu
(author),
S.
Xie
(author),
S.
Xie
(author),
A.
Yoon
(author),
A.
Yoon
(author),
J.H.A.
Mans
(author),
J.H.A.
Mans
(author),
J
Zhang
(author),
J
Zhang
(author),
D.
Sanders
(author),
D.
Sanders
(author),
D.
Claes
(author),
D.
Claes
(author),
J.
Keller
(author),
J.
Keller
(author),
S.
Malik
(author),
S.
Malik
(author),
A.
Kumar
(author),
A.
Kumar
(author),
A.
Kumar
(author),
A.
Kumar
(author),
A
Kumar
(author),
A
Kumar
(author),
A
Kumar
(author),
A
Kumar
(author),
K.L.
Smith
(author),
K.L.
Smith
(author),
A.M.
Gomez
(author),
A.M.
Gomez
(author),
L.I.P.
Taylor
(author),
L.I.P.
Taylor
(author),
S.
Won
(author),
S.
Won
(author),
D.K.
Berry
(author),
D.K.
Berry
(author),
J.
Gu
(author),
J.
Gu
(author),
G.F.
Williams
(author),
G.F.
Williams
(author),
N.J.
Adam
(author),
N.J.
Adam
(author),
Andres
Hunt
(author),
Andres
Hunt
(author),
A.
Hunt
(author),
A.
Hunt
(author),
J.C.
Jones
(author),
J.C.
Jones
(author),
E.A.
Laird
(author),
E.A.
Laird
(author),
M.T.
Mooney
(author),
M.T.
Mooney
(author),
A
Fedorov
(author),
A
Fedorov
(author),
A
Fedorov
(author),
A
Fedorov
(author),
A. K.
Fedorov
(author),
A. K.
Fedorov
(author),
A. K.
Fedorov
(author),
A. K.
Fedorov
(author),
A.K.
Hektor
(author),
A.K.
Hektor
(author),
J.M.M.
Werner
(author),
J.M.M.
Werner
(author),
Z.
Xie
(author),
Z.
Xie
(author),
X
Huang
(author),
X
Huang
(author),
A.J.M.
Lopez
(author),
A.J.M.
Lopez
(author),
N.I.
Ippolito
(author),
N.I.
Ippolito
(author),
Nicola
Ippolito
(author),
Nicola
Ippolito
(author),
M.
Jones
(author),
M.
Jones
(author),
C
Liu
(author),
C
Liu
(author),
H.W.
Yoo
(author),
H.W.
Yoo
(author),
Y.
Zheng
(author),
Y.
Zheng
(author),
Prakhar
Jindal
(author),
Prakhar
Jindal
(author),
P.
Jindal
(author),
P.
Jindal
(author),
L.D.
Gross
(author),
L.D.
Gross
(author),
F.
Geurts
(author),
F.
Geurts
(author),
J
Liu
(author),
J
Liu
(author),
L.
Sabbatini
(author),
L.
Sabbatini
(author),
Y.S.
Chung
(author),
Y.S.
Chung
(author),
M.A.
Bhatti
(author),
M.A.
Bhatti
(author),
M.
Yan
(author),
M.
Yan
(author),
S.
Thomas
(author),
S.
Thomas
(author),
T.G.
Watts
(author),
T.G.
Watts
(author),
Z.
Yang
(author),
Z.
Yang
(author),
C.T.
Nguyen
(author),
C.T.
Nguyen
(author),
P.D.
van Hove
(author),
P.D.
van Hove
(author),
S.
Sengupta
(author),
S.
Sengupta
(author),
H.
Kim
(author),
H.
Kim
(author),
S
Lee
(author),
S
Lee
(author),
BE
Cox
(author),
BE
Cox
(author),
M.H.
Anderson
(author),
M.H.
Anderson
(author),
S.
Dutta
(author),
S.
Dutta
(author),
A.
Mohapatra
(author),
A.
Mohapatra
(author),
W.M.
Smith
(author),
W.M.
Smith
(author),
T.R.
Le Grand
(author),
T.R.
Le Grand
(author),
T.R.
Le Grand
(author),
K.T.J.
Klein
(author),
K.T.J.
Klein
(author),
M.C.O.
Thomas
(author),
M.C.O.
Thomas
(author),
M.
Weber
(author),
M.
Weber
(author),
G.
Hilgers
(author),
G.
Hilgers
(author),
G.
Hilgers
(author),
A.
Meyer
(author),
A.
Meyer
(author),
A.
Meyer
(author),
Angela
Meyer
(author),
Angela
Meyer
(author),
Angela
Meyer
(author),
S.A.
Schmitz
(author),
S.A.
Schmitz
(author),
S.A.
Schmitz
(author),
M.
Hashemi
(author),
M.
Hashemi
(author),
M.C.W.
Davids
(author),
M.C.W.
Davids
(author),
M.C.W.
Davids
(author),
M.M.
Duda
(author),
M.M.
Duda
(author),
M.M.
Duda
(author),
A.
Meyer
(author),
A.
Meyer
(author),
Angela
Meyer
(author),
Angela
Meyer
(author),
R.
Schmidt
(author),
R.
Schmidt
(author),
C.C.
Wissing
(author),
C.C.
Wissing
(author),
C.
Sander
(author),
C.
Sander
(author),
J.
Bauer
(author),
J.
Bauer
(author),
P.I.
Blum
(author),
P.I.
Blum
(author),
W.
de Boer
(author),
W.
de Boer
(author),
M.D.
Frey
(author),
M.D.
Frey
(author),
X.J.A.
Janssen
(author),
X.J.A.
Janssen
(author),
M.F.
Heinrich
(author),
M.F.
Heinrich
(author),
P.L.A.
Sturm
(author),
P.L.A.
Sturm
(author),
P.L.A.
Sturm
(author),
I.
PAPADOPOULOS
(author),
I.
PAPADOPOULOS
(author),
D.A.
Horváth
(author),
D.A.
Horváth
(author),
D.A.
Horváth
(author),
N.G.
Toth
(author),
N.G.
Toth
(author),
S.
Bansal
(author),
S.
Bansal
(author),
M.
Jindal
(author),
M.
Jindal
(author),
Mannat
Kaur
(author),
Mannat
Kaur
(author),
M.
Kaur
(author),
M.
Kaur
(author),
M.
Mehta
(author),
M.
Mehta
(author),
A.
Sharma
(author),
A.
Sharma
(author),
J.
Maes
(author),
J.
Maes
(author),
A.
Singh
(author),
A.
Singh
(author),
J.
Singh
(author),
J.
Singh
(author),
S
Singh
(author),
S
Singh
(author),
S.
Ahuja
(author),
S.
Ahuja
(author),
S.
arora
(author),
S.
arora
(author),
S.
Bhattacharya
(author),
S.
Bhattacharya
(author),
S.
Bhattacharya
(author),
P.
Gupta
(author),
P.
Gupta
(author),
S.
Jain
(author),
S.
Jain
(author),
S.
Jain
(author),
S.
Jain
(author),
M.
Jha
(author),
M.
Jha
(author),
M.G.V.
Maes
(author),
M.G.V.
Maes
(author),
A.
Kumar
(author),
A.
Kumar
(author),
A.
Kumar
(author),
A.
Kumar
(author),
A
Kumar
(author),
A
Kumar
(author),
A
Kumar
(author),
A
Kumar
(author),
A.
Srivastava
(author),
A.
Srivastava
(author),
R.D.
Choudhury
(author),
R.D.
Choudhury
(author),
D.
Dutta
(author),
D.
Dutta
(author),
A.
Mohanty
(author),
A.
Mohanty
(author),
T.
Aziz
(author),
T.
Aziz
(author),
A.
Gurtu
(author),
A.
Gurtu
(author),
A.
Nayak
(author),
A.
Nayak
(author),
Abhishek
Saha
(author),
Abhishek
Saha
(author),
A.
Saha
(author),
A.
Saha
(author),
S.
Banerjee
(author),
S.
Banerjee
(author),
A.
Marinov
(author),
A.
Marinov
(author),
A.
Jafari
(author),
A.
Jafari
(author),
M.
Maggi
(author),
M.
Maggi
(author),
R.T.
Rajan
(author),
R.T.
Rajan
(author),
Raj Thilak
Rajan
(author),
Raj Thilak
Rajan
(author),
Raj T.
Rajan
(author),
Raj T.
Rajan
(author),
A.
Perrotta
(author),
A.
Perrotta
(author),
R.
Travaglini
(author),
R.
Travaglini
(author),
R.
Travaglini
(author),
S.
Costa
(author),
S.
Costa
(author),
S.
Costa
(author),
R.
D'Alessandro
(author),
R.
D'Alessandro
(author),
R.
D'Alessandro
(author),
A.
Russo
(author),
A.
Russo
(author),
M.
Michelotto
(author),
M.
Michelotto
(author),
S.
Ventura
(author),
S.
Ventura
(author),
A.
Dimitrov
(author),
A.
Dimitrov
(author),
C.
Riccardi
(author),
C.
Riccardi
(author),
C.
Riccardi
(author),
A.O.
Kraan
(author),
A.O.
Kraan
(author),
L.
Martini
(author),
L.
Martini
(author),
S
Sarkar
(author),
S
Sarkar
(author),
M.
Costa
(author),
M.
Costa
(author),
M.
Costa
(author),
M.
Marone
(author),
M.
Marone
(author),
M.
Marone
(author),
S.
Chang
(author),
S.
Chang
(author),
J.
Chung
(author),
J.
Chung
(author),
Dong Hyun
Kim
(author),
Dong Hyun
Kim
(author),
D.H.
Kim
(author),
D.H.
Kim
(author),
G.
Kim
(author),
G.
Kim
(author)
Commissioning studies of the CMS hadron calorimeter have identified sporadic uncharacteristic noise and a small number of malfunctioning calorimeter channels. Algorithms have been developed to identify and address these problems in the data. The methods have been tested on cosmic
...
Commissioning studies of the CMS hadron calorimeter have identified sporadic uncharacteristic noise and a small number of malfunctioning calorimeter channels. Algorithms have been developed to identify and address these problems in the data. The methods have been tested on cosmic ray muon data, calorimeter noise data, and single beam data collected with CMS in 2008. The noise rejection algorithms can be applied to LHC collision data at the trigger level or in the offline analysis. The application of the algorithms at the trigger level is shown to remove 90% of noise events with fake missing transverse energy above 100 GeV, which is sufficient for the CMS physics trigger operation.
@en