high performance computing on graphics processing units: hgpu.org

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Linear optimization on modern GPUs

Daniele G. Spampinato, Anne C. Elster

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Tags: CUDA, Finance, Matrix multiplication, nVidia, nVidia GeForce GTX 280, Optimization

April 18, 2011 by hgpu

A High-Performance Multi-user Service System for Financial Analytics Based on Web Service and GPU Computation

Gow-Hsing King, Zong-You Cai, Yan-Ying Lu, Jan-Jan Wu, Hung-Pin Shih, Chao-Rui Chang

Tags: Finance, nVidia, nVidia GeForce GTX 275, Tesla C1060

April 16, 2011 by hgpu

Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU

G. Pages, B. Wilbertz

Tags: CUDA, Finance, nVidia

April 15, 2011 by hgpu

GPU-computing in econophysics and statistical physics

T. Preis

Tags: Computer science, CUDA, Finance, Ising model, nVidia, Physics

April 11, 2011 by hgpu

Scalable and Parallel Implementation of a Financial Application on a GPU: With Focus on Out-of-Core Case

Myungho Lee, Jin-hong Jeon, Joonsuk Kim, Joonhyun Song

Tags: Finance, Monte Carlo simulation

March 27, 2011 by hgpu

On Using GPU to Compute Options and Derivatives

Option Models

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Tags: Computational finance, CUDA, Finance, nVidia, nVidia GeForce 8800 GT

March 23, 2011 by hgpu

Option Pricing on the GPU

Steven Solomon, Ruppa K Thulasiram, Parimala Thulasiraman

Tags: Computational finance, Finance

March 14, 2011 by hgpu

Application-guided tool development for architecturally diverse computation

Roger D. Chamberlain, Jeremy Buhler, Mark A. Franklin, James H. Buckley

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Tags: Algorithms, Astrophysics, Biology, Computer science, CUDA, Finance, FPGA, Heterogeneous systems, Monte Carlo simulation, nVidia, nVidia GeForce GTX 260, Search, Security

March 7, 2011 by hgpu

Accelerated Root Finding for Computational Finance

Mark J. Bennett

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Tags: Algorithms, Computational finance, Differential equations, Finance, Stochastic simulation

February 21, 2011 by hgpu

Acceleration of Binomial Options Pricing via Parallelizing along time-axis on a GPU

Narayan Ganesan, Roger D. Chamberlain, Jeremy Buhler

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Tags: CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce 8600 GT

February 21, 2011 by hgpu

Financial modeling on the cell broadband engine

Virat Agarwal, Lurng-Kuo Liu, David A. Bader

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Tags: Cell processor, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce 8800, RapidMind

February 6, 2011 by hgpu

Accelerating Quadrature Methods for Option Valuation

Anson H. T. Tse, David B. Thomas, Wayne Luk

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Tags: CUDA, Finance, nVidia, nVidia GeForce 8600 GT, Tesla C1060

January 19, 2011 by hgpu

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Clava: C/C++ Source-to-Source Tool based on Clang

Challenges and Opportunities in C/C++ Source-To-Source Compilation

gpuLik

Statistical Computing With Graphics Processing Units

Octo-Tiger: Astrophysics program simulating the evolution of star systems based on the fast multipole method on adaptive Octrees

Stellar Mergers with HPX-Kokkos and SYCL: Methods of using an Asynchronous Many-Task Runtime System with SYCL

BAT: A standardized benchmark suite for auto-tuners

Towards a Benchmarking Suite for Kernel Tuners

BenchDirect: A Directed Language Model for Compiler Benchmarks

A Deep Learning Model for Loop Interchange

Bridging Control-Centric and Data-Centric Optimization

Advanced evolutionary computation library built directly on top of PyTorch, created at NNAISENSE

EvoTorch: Scalable Evolutionary Computation in Python

DeepAxe: A Framework for Exploration of Approximation and Reliability Trade-offs in DNN Accelerators

RTIndeX: Exploiting Hardware-Accelerated GPU Raytracing for Database Indexing

See all packages

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high performance computing on graphics processing units: hgpu.org

Applications

Linear optimization on modern GPUs

A High-Performance Multi-user Service System for Financial Analytics Based on Web Service and GPU Computation

Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU

GPU-computing in econophysics and statistical physics

Scalable and Parallel Implementation of a Financial Application on a GPU: With Focus on Out-of-Core Case

On Using GPU to Compute Options and Derivatives

Option Pricing on the GPU

Application-guided tool development for architecturally diverse computation

Accelerated Root Finding for Computational Finance

Acceleration of Binomial Options Pricing via Parallelizing along time-axis on a GPU

Financial modeling on the cell broadband engine

Accelerating Quadrature Methods for Option Valuation

Recent source codes

Clava: C/C++ Source-to-Source Tool based on Clang

gpuLik

Octo-Tiger: Astrophysics program simulating the evolution of star systems based on the fast multipole method on adaptive Octrees

BAT: A standardized benchmark suite for auto-tuners

BenchDirect: A Directed Language Model for Compiler Benchmarks

A Deep Learning Model for Loop Interchange

Bridging Control-Centric and Data-Centric Optimization

Advanced evolutionary computation library built directly on top of PyTorch, created at NNAISENSE

DeepAxe: A Framework for Exploration of Approximation and Reliability Trade-offs in DNN Accelerators

RTIndeX: Exploiting Hardware-Accelerated GPU Raytracing for Database Indexing

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