high performance computing on graphics processing units: hgpu.org

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hgpu.org » Applications » Finance

Predicting NVIDIA’s Next-Day Stock Price: A Comparative Analysis of LSTM, MLP, ARIMA, and ARIMA-GARCH Models

Yiluan Xing, Chao Yan, Cathy Chang Xie

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Tags: Deep learning, Finance, LSTM, nVidia

May 20, 2024 by hgpu

Behavioral graph fraud detection in E-commerce

Hang Yin, Zitao Zhang, Zhurong Wang, Yilmazcan Ozyurt, Weiming Liang, Wenyu Dong, Yang Zhao, Yinan Shan

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Tags: Clustering, Finance, Machine learning, Neural networks, Security

October 23, 2022 by hgpu

Blockchain Goes Green? Part II: Characterizing the Performance and Cost of Blockchains on the Cloud and at the Edge

Dumitrel Loghin, Tien Tuan Anh Dinh, Aung Maw, Chen Gang, Yong Meng Teo, Beng Chin Ooi

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Tags: Cloud, Computer science, Finance, nVidia, nVidia Jetson TX2, Package

May 22, 2022 by hgpu

Explainable Deep Behavioral Sequence Clustering for Transaction Fraud Detection

Wei Min, Weiming Liang, Hang Yin, Zhurong Wang, Mei Li, Alok Lal

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Tags: Algorithms, Clustering, Deep learning, Finance, nVidia, Risk Management, Tesla M40

January 17, 2021 by hgpu

Deep Learning for Digital Asset Limit Order Books

Rakshit Jha, Mattijs De Paepe, Samuel Holt, James West, Shaun Ng

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Tags: Deep learning, Finance, Package, Python

October 11, 2020 by hgpu

Tensor Processing Units for Financial Monte Carlo

Francois Belletti, Davis King, Kun Yang, Roland Nelet, Yusef Shafi, Yi-Fan Chen, John Anderson

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Tags: Cloud, Deep learning, Finance, Mixed precision, Neural networks, nVidia, Option pricing, Tesla V100, TPU

June 12, 2019 by hgpu

Accelerating Blockchain Search of Full Nodes Using GPUs

Shin Morishima, Hiroki Matsutani

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Tags: Computer science, CUDA, Finance, nVidia, nVidia GeForce GTX 980 Ti

April 28, 2018 by hgpu

Running Financial Risk Management Applications on FPGA in the Amazon Cloud

Javier Alejandro Varela, Norbert Wehn

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Tags: Finance, FPGA, OpenCL, Risk Management

February 10, 2018 by hgpu

Accelerating Computational Finance Simulations with OpenCL

Michail Papadimitriou, Joris Cramwinckel, Ana Lucia Varbanescu

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Tags: Computational finance, Finance, Intel Xeon Phi, nVidia, nVidia GeForce GTX Titan, OpenCL, OpenMP, performance portability

August 8, 2016 by hgpu

Algorithmic Trading: A brief, computational finance case study on data centre FPGAs

Gordon Inggs

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Tags: AMD FirePro W5000, ATI, Computational finance, Computer science, Finance, FPGA, nVidia, nVidia Quadro K4000, OpenCL

July 20, 2016 by hgpu

Deep Learning for Mortgage Risk

Justin Sirignano, Apaar Sadhwani, Kay Giesecke

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Tags: CUDA, Deep learning, Finance, Machine learning, Neural networks, nVidia, Statistical Finance

July 11, 2016 by hgpu

Multi-Tenant Virtual GPUs for Optimising Performance of a Financial Risk Application

Javier Prades, Blesson Varghese, Carlos Reano, Federico Silla

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Tags: Computer science, CUDA, Finance, nVidia, Tesla K20

June 16, 2016 by hgpu

Over-synchronization in GPU Programs

profile_util: simple C++ library to report memory, timing, thread affinity

Profile Util library: A quick and easy way to get MPI, OpenMP and GPU runtime information

MaC: Mamba CPU performance predictor

MambaCPU: Enhanced Correlation Mining with State Space Models for CPU Performance Prediction

Mixed-precision finite element kernels

Mixed-precision finite element kernels and assembly: Rounding error analysis and hardware acceleration

SHMT: The Simultaneous and Heterogenous Multithreading project

General-Purpose Computing on Tensor Processors

Superpipeline: A Universal Approach for Reducing GPU Memory Usage in Large Models

EnergyUCB-Bandit

Online Energy Optimization in GPUs: A Multi-Armed Bandit Approach

See all packages

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high performance computing on graphics processing units: hgpu.org

Applications

Predicting NVIDIA’s Next-Day Stock Price: A Comparative Analysis of LSTM, MLP, ARIMA, and ARIMA-GARCH Models

Behavioral graph fraud detection in E-commerce

Explainable Deep Behavioral Sequence Clustering for Transaction Fraud Detection

Deep Learning for Digital Asset Limit Order Books

Accelerating Blockchain Search of Full Nodes Using GPUs

Running Financial Risk Management Applications on FPGA in the Amazon Cloud

Accelerating Computational Finance Simulations with OpenCL

Algorithmic Trading: A brief, computational finance case study on data centre FPGAs

Deep Learning for Mortgage Risk

Multi-Tenant Virtual GPUs for Optimising Performance of a Financial Risk Application

Recent source codes

Kokkidio: Kokkos+Eigen - write fast, readable multi-platform code

LLaMA-Inference-Bench

MATAR

Over-synchronization in GPU Programs

profile_util: simple C++ library to report memory, timing, thread affinity

MaC: Mamba CPU performance predictor

Mixed-precision finite element kernels

SHMT: The Simultaneous and Heterogenous Multithreading project

Superpipeline: A Universal Approach for Reducing GPU Memory Usage in Large Models

EnergyUCB-Bandit

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