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

CATO: automatic source transformation to apply HPC frameworks with minimal user interaction

Compiler-assisted distribution of OpenMP code for improved scalability

ADIOS2.jl: a Julia interface to ADIOS2

Julia as a unifying end-to-end workflow language on the Frontier exascale system

Code generated HPC Kernels Using Llama-2-70b

Comparing Llama-2 and GPT-3 LLMs for HPC kernels generation

Scope is all you need: Transforming LLMs for HPC Code

pocl - Portable Computing Language

PoCL-R: An Open Standard Based Offloading Layer for Heterogeneous Multi-Access Edge Computing with Server Side Scalability

HPAC-Offload: Accelerating HPC Applications with Portable Approximate Computing on the GPU

openCLDispatcher

Novel insights on atomic synchronization for sort-based group-by on GPUs

CEED Benchmarks

Performant low-order matrix-free finite element kernels on GPU architectures

Sieve: Stratified GPU-Compute Workload Sampling

EngineCL: Usability and Performance in Heterogeneous Computing

Mashing load balancing algorithm to boost hybrid kernels in molecular dynamics simulations

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

CATO: automatic source transformation to apply HPC frameworks with minimal user interaction

ADIOS2.jl: a Julia interface to ADIOS2

Code generated HPC Kernels Using Llama-2-70b

Scope is all you need: Transforming LLMs for HPC Code

pocl - Portable Computing Language

HPAC-Offload: Accelerating HPC Applications with Portable Approximate Computing on the GPU

openCLDispatcher

CEED Benchmarks

Sieve: Stratified GPU-Compute Workload Sampling

EngineCL: Usability and Performance in Heterogeneous Computing

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