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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

Accelerated Variance Reduction Methods on GPU

Chuan-Hsiang Han, Yu-Tuan Lin

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Tags: Algorithms, Computational finance, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 690, Option pricing, Probability

September 15, 2014 by hgpu

High Performance Financial Simulation Using Randomized Quasi-Monte Carlo Methods

Linlin Xu, Giray Okten

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Tags: Algorithms, Computational finance, CUDA, Finance, nVidia, nVidia GeForce GTX 670

August 27, 2014 by hgpu

A Domain Specific Approach to Heterogeneous Computing: From Availability to Accessibility

Gordon Inggs, David Thomas, Wayne Luk

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Source codes

Tags: Computational finance, Finance, FPGA, Heterogeneous systems, OpenCL, Option pricing, Package, Python

August 23, 2014 by hgpu

Multi-Threaded Automatic Integration Using OpenMP and CUDA

Rida Assaf

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Tags: Computational finance, Computer science, CUDA, Finance, Monte Carlo integration, nVidia, OpenMP, Physics, Tesla K20, Thesis

August 3, 2014 by hgpu

Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL

Valentin Mena Morales, Pierre-Henri Horrein, Amer Baghdadi, Erik Hochapfel, Sandrine Vaton

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Tags: Energy-efficient computing, Finance, FPGA, nVidia, nVidia GeForce GTX 660 Ti, OpenCL, Option pricing

April 17, 2014 by hgpu

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DeepMon: Mobile GPU-based Deep Learning Framework for Continuous Vision Applications

OpenAdSCL

Scalar collapse in AdS with an OpenCL open source code

Rgtsvm: Support Vector Machines on a GPU in R

Kapre: On-GPU Audio Preprocessing Layers for a Quick Implementation of Deep Neural Network Models with Keras

gloo: Collective communications library with various primitives for multi-machine training

Accurate, Large Minibatch SGD: Training ImageNet in 1 Hour

MobiRNN: Efficient Recurrent Neural Network Execution on Mobile GPU

CELES: CUDA-accelerated electromagnetic scattering by large ensembles of spheres

CELES: CUDA-accelerated simulation of electromagnetic scattering by large ensembles of spheres

Boda: A C++ Framework for Efficient Experiments in Computer Vision [WIP]

Implementing Efficient, Portable Computations for Machine Learning

Parallel and in-process compilation of individuals for genetic programming on GPU

ESPRESO: Highly Parallel Solvers for Engineering Applications

Intel Xeon Phi acceleration of Hybrid Total FETI solver

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high performance computing on graphics processing units: hgpu.org

Applications

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

Accelerated Variance Reduction Methods on GPU

High Performance Financial Simulation Using Randomized Quasi-Monte Carlo Methods

A Domain Specific Approach to Heterogeneous Computing: From Availability to Accessibility

Multi-Threaded Automatic Integration Using OpenMP and CUDA

Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL

Recent source codes

DeepMon: Mobile GPU-based Deep Learning Framework for Continuous Vision Applications

OpenAdSCL

Rgtsvm: Support Vector Machines on a GPU in R

Kapre: On-GPU Audio Preprocessing Layers for a Quick Implementation of Deep Neural Network Models with Keras

gloo: Collective communications library with various primitives for multi-machine training

MobiRNN: Efficient Recurrent Neural Network Execution on Mobile GPU

CELES: CUDA-accelerated electromagnetic scattering by large ensembles of spheres

Boda: A C++ Framework for Efficient Experiments in Computer Vision [WIP]

Parallel and in-process compilation of individuals for genetic programming on GPU

ESPRESO: Highly Parallel Solvers for Engineering Applications

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Featured events

4th International Conference on Biomedical and Bioinformatics Engineering (ICBBE), 2017

9th International Conference on Signal Processing Systems (ICSPS), 2017

The 5th International conference on Control, Mechatronics and Automation (ICCMA), 2017

8th International Conference on Biology, Environment and Chemistry (ICBEC), 2017

2nd International Conference on Communication and Information Systems (ICCIS), 2017