high performance computing on graphics processing units: hgpu.org

Applications

hgpu.org » Applications » Finance

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

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

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Open-source FPGA-ML codesign for the MLPerf Tiny Benchmark

MapReduce for Counting Word Frequencies with MPI and GPUs

CoDL: Efficient CPU-GPU Co-execution for Deep Learning Inference on Mobile Devices

SYCLCOMP Utilities

On the Compilation Performance of Current SYCL Implementations

M1 GPUs for (scientific) computations in C++

Seamless GPU acceleration for C++ based physics with the Metal Shading Language on Apple’s M series unified chips

CUB: Cooperative primitives for CUDA C++

Onesweep: A Faster Least Significant Digit Radix Sort for GPUs

Simulator and workload generator for Edge-to-Cloud environments

FELARE: Fair Scheduling of Machine Learning Applications on Heterogeneous Edge Systems

See all packages

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high performance computing on graphics processing units: hgpu.org

Applications

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

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

Recent source codes

Rodinia Benchmarks for DPC++

DCA++: a state of the art implementation of the dynamical cluster approximation

tntorch - Tensor Network Learning with PyTorch

Open-source FPGA-ML codesign for the MLPerf Tiny Benchmark

MapReduce for Counting Word Frequencies with MPI and GPUs

CoDL: Efficient CPU-GPU Co-execution for Deep Learning Inference on Mobile Devices

SYCLCOMP Utilities

M1 GPUs for (scientific) computations in C++

CUB: Cooperative primitives for CUDA C++

Simulator and workload generator for Edge-to-Cloud environments

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