high performance computing on graphics processing units: hgpu.org

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hgpu.org » Applications » Finance

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

Performance Engineering of the Kernel Polynomial Method on Large-Scale CPU-GPU Systems

Moritz Kreutzer, Georg Hager, Gerhard Wellein, Andreas Pieper, Andreas Alvermann, Holger Fehske

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Tags: Computational Engineering, CUDA, Finance, Mesoscale and Nanoscale Physics, nVidia, Tesla K20

October 22, 2014 by hgpu

GPU Implementation of a Deep Learning Network for Financial Prediction

Robin Kumar, Amandeep Kaur Cheema

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Tags: Artificial intelligence, Finance, Java, Machine learning, Neural networks, OpenCL

September 17, 2014 by hgpu

KTT - Kernel Tuning Toolkit

Using hardware performance counters to speed up autotuning convergence on GPUs

UPC++: a PGAS library for C++

A Newcomer In The PGAS World – UPC++ vs UPC: A Comparative Study

cuFINUFFT: a load-balanced GPU library for general-purpose nonuniform FFTs

KTT - Kernel Tuning Toolkit

Searching CUDA code autotuning spaces with hardware performance counters: data from benchmarks running on various GPU architectures

HSA-on-FPGA

Transparent FPGA Acceleration with TensorFlow

SYCL for Vitis 2020.1: experimental melting pot with Intel oneAPI DPC++ SYCL and triSYCL for Xilinx FPGA

triSYCL for Xilinx FPGA

AutoFreeze: Automatically Freezing Model Blocks to Accelerate Fine-tuning

C-for-Metal: High Performance SIMD Programming on Intel GPUs

Efficient MPI-based Communication for GPU-Accelerated Dask Applications

Text2Gestures: A Transformer-Based Network for Generating Emotive Body Gestures for Virtual Agents

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2021

April

27-29

Munich, Germany

9th International Workshop on OpenCL and SYCL, 2021

2020

December

10-14

Virtually in Barcelona, Spain

The 18th International Conference on High Performance Computing & Simulation (HPCS), 2020

2020

November

24-27

Naha, Okinawa, Japan

The Fifth International Workshop on GPU Computing and AI (GCA), 2020

2021

January

13-15

Shenzhen, China

2nd International Conference on Frontiers of Intelligent Manufacturing and Automation (CFIMA’21), 2021

2020

December

14-16

Bangkok, Thailand

International Conference on Cyber Physical Systems and IoT (CPSIOT’20), 2020

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high performance computing on graphics processing units: hgpu.org

Applications

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

Performance Engineering of the Kernel Polynomial Method on Large-Scale CPU-GPU Systems

GPU Implementation of a Deep Learning Network for Financial Prediction

Recent source codes

KTT - Kernel Tuning Toolkit

UPC++: a PGAS library for C++

cuFINUFFT: a load-balanced GPU library for general-purpose nonuniform FFTs

KTT - Kernel Tuning Toolkit

HSA-on-FPGA

SYCL for Vitis 2020.1: experimental melting pot with Intel oneAPI DPC++ SYCL and triSYCL for Xilinx FPGA

AutoFreeze: Automatically Freezing Model Blocks to Accelerate Fine-tuning

C-for-Metal: High Performance SIMD Programming on Intel GPUs

Efficient MPI-based Communication for GPU-Accelerated Dask Applications

Text2Gestures: A Transformer-Based Network for Generating Emotive Body Gestures for Virtual Agents

Most viewed papers (last 30 days)

Featured events

9th International Workshop on OpenCL and SYCL, 2021

The 18th International Conference on High Performance Computing & Simulation (HPCS), 2020

The Fifth International Workshop on GPU Computing and AI (GCA), 2020

2nd International Conference on Frontiers of Intelligent Manufacturing and Automation (CFIMA’21), 2021

International Conference on Cyber Physical Systems and IoT (CPSIOT’20), 2020