high performance computing on graphics processing units: hgpu.org

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hgpu.org » Applications » Finance

Monte-Carlo Black-Scholes Implementation using OpenCL Standard

Chirag Patel, M. Srikanth, Kalyani Chetan Kumar, S. Sivanantham

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Tags: Finance, FPGA, OpenCL

April 9, 2016 by hgpu

Classiffication-based Financial Markets Prediction using Deep Neural Networks

Matthew Dixon, Diego Klabjan, Jin Hoon Bang

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Tags: Computer science, Deep learning, Finance, Intel Xeon Phi, Neural networks

April 3, 2016 by hgpu

GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

Tetsuya Takaishi

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Tags: Bayesian, Computational finance, CUDA, Finance, Fortran, nVidia, nVidia GeForce GTX 760, OpenACC

March 29, 2016 by hgpu

Accelerating the Critical Line Algorithm for Portfolio Optimization Using GPUs

Raja H. Singh, Lee Barford, Frederick Harris Jr.

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Tags: Algorithms, Computer science, CUDA, Finance, nVidia, nVidia GeForce GTX 780

February 1, 2016 by hgpu

Free-form interest rate term structure decomposition: a 2nd order optimization problem

Brian Barnard

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Tags: Finance, Optimization, term structure decomposition

December 14, 2015 by little_jimmy

Acceleration-as-a-Service: Exploiting Virtualised GPUs for a Financial Application

Blesson Varghese, Javier Prades, Carlos Reano, Federico Silla

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

August 12, 2015 by hgpu

An Efficient, Automatic Approach to High Performance Heterogeneous Computing

Gordon Inggs, David B. Thomas, Wayne Luk

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Tags: AMD FirePro W5000, ATI, Computational finance, Computer science, Finance, FPGA, Heterogeneous systems, Intel Xeon Phi, nVidia, nVidia Grid K2, nVidia Quadro K4000, OpenCL, Option pricing, Performance

May 20, 2015 by hgpu

GPU Accelerated framework for financial nested simulations

Joris Cramwinckel

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Tags: CUDA, Finance, nVidia, Risk Management, Tesla C2050, Tesla K20, Thesis

April 27, 2015 by hgpu

A Financial Benchmark for GPGPU Compilation

Christian Andreetta, Vivien Begot, Jost Berthold, Martin Elsman, Troels Henriksen, Maj-Britt Nordfang, Cosmin E. Oancea

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Tags: Benchmarking, Computer science, CUDA, Finance, nVidia, nVidia GeForce GTX 680, nVidia GeForce GTX 780 Ti

March 23, 2015 by hgpu

The GPU vs Phi Debate: Risk Analytics Using Many-Core Computing

Blesson Varghese

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Tags: Computational Engineering, Computer science, CUDA, Finance, Intel Xeon Phi, nVidia, Performance, Tesla C2075

January 28, 2015 by hgpu

Methods and Metrics for Fair Server Assessment under Real-Time Financial Workloads

Giorgis Georgakoudis, Charles J. Gillan, Ahmed Sayed, Ivor Spence, Richard Faloon, Dimitrios S. Nikolopoulos

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Tags: ARM, Computer science, Finance, Intel Xeon Phi, Option pricing

January 5, 2015 by hgpu

High-accuracy Optimization by Parallel Iterative Discrete Approximation and Multi-GPU Computing

Di Zhao

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Tags: Biology, Computational biology, Computational finance, CUDA, Finance, nVidia, nVidia GeForce GTX 660, Thesis

November 13, 2014 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

Monte-Carlo Black-Scholes Implementation using OpenCL Standard

Classiffication-based Financial Markets Prediction using Deep Neural Networks

GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

Accelerating the Critical Line Algorithm for Portfolio Optimization Using GPUs

Free-form interest rate term structure decomposition: a 2nd order optimization problem

Acceleration-as-a-Service: Exploiting Virtualised GPUs for a Financial Application

An Efficient, Automatic Approach to High Performance Heterogeneous Computing

GPU Accelerated framework for financial nested simulations

A Financial Benchmark for GPGPU Compilation

The GPU vs Phi Debate: Risk Analytics Using Many-Core Computing

Methods and Metrics for Fair Server Assessment under Real-Time Financial Workloads

High-accuracy Optimization by Parallel Iterative Discrete Approximation and Multi-GPU Computing

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

Most viewed papers (last 30 days)