Journal Publications

• Relative Performance Measures of Portfolio Robustness (with Andrew Lim and J. George Shanthikumar), in preparation
  
  
• Competitive Analysis Approach to Robust Portfolio Choice Problems (with Andrew Lim and J. George Shanthikumar), in preparation
  
  
• Robust Multi-Product Dynamic Pricing (with Andrew Lim and J. george Shanthikumar), in preparation
  
  
• Optimal Investment and Consumption with Event Risk (with Andrew Lim), under review
  
  
• Profile-Guided Microarchitectural Floorplanning for Deep Submicron Processor Design (with Mongkol Ekpanyapong, Jacob Minz, Hsien-Hsin S. Lee, and Sung Kyu Lim), To appear in IEEE Transactions on Computer-Aided Design of Integrated Circuit and Systems, 2006.
  
  

Refereed Conference Preceedings

• Statistical Bellman-Ford Algorithm with an Application to Statistical Retiming (with Mongkol Ekpanyapong and Sung Kyu Lim), To appear in IEEE/ACM Asia South Pacific Design Automation Conference, 2006
  
  
• Profile-Guided Microarchitectural Floorplanning for Deep Submicron Processor Design (with Mongkol Ekpanyapong, Jacob Minz, Hsien-Hsin S. Lee, and Sung Kyu Lim), ACM Design Automation Conference, pp 634-639, 2004
  
  

Abstracts

• Optimal Investment and Consumption with Event Risk (with Andrew Lim).
  
  This paper concerns the problem of optimal investment and consumption, with power utility, discontinuous price processes, and regime switching. Regime switching is modelled by a finite state Markov chain, but unlike traditional regime switching models, changes in regime may be accompanied by jumps in the asset price at the instant of transition, where the distribution of the jump sizes are conditional on the regime before and after the transition. This enables us to model a situation where a transition from a 'good' regime to a 'bad' one (for instance) is likely to be accompanied by a downward jump in the price, while transitions from a 'bad' regime to a 'good' one is likely to be accompanied by an upward jump. Alternatively, such a model may be regarded as a partial approximation to a stochastic parameter price model, and as such, gives rise to a tractable method for finding elegant near-optimal solutions to investment-consumption problems associated with such models. Expressions for the optimal investment portfolio and consumption policy are obtained using stochastic control methods. It is shown that regime switching models with jumps at the instant of transition have optimal solutions that are significantly different from those associated with traditional regime switching models where changes in regime are typically not accompanied by jumps.



• Profile-Guided Microarchitectural Floorplanning for Deep Submicron Processor Design (with Mongkol Ekpanyapong, Jacob Minz, Hsien-Hsin S. Lee, and Sung Kyu Lim).
  
  As process technology migrates to deep submicron with feature size less than 100nm, global wire delay is becoming a major hindrance in keeping the latency of intra-chip communication within a single cycle, thus decaying the performance scalability substantially. An effective floorplanning algorithm can no longer ignore the information of dynamic communication patterns of applications. In this paper, using the profile information acquired at the architecture/microarchitecture level, we propose a ''profile-guided microarchitectural floorplanner'' that considers both the impact of wire delay and the architectural behavior, namely the inter-module communication, to reduce the latency of frequent routes inside a processor and to maintain performance scalability. Based on our simulation results, the profile-guided method shows a 5% to 40% average IPC improvement when clock frequency is fixed. From the perspective of instruction throughput (in BIPS), our floorplanner is much more scalable than a conventional wire length based floorplanner.