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Multi-Tenant Virtual GPUs for Optimising Performance of a Financial Risk Application

Javier Prades, Blesson Varghese, Carlos Reano, Federico Silla

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

June 16, 2016 by hgpu

Implementing Deep Neural Networks for Financial Market Prediction on the Intel Xeon Phi

Matthew Dixon, Diego Klabjan, Jin Hoon Bang

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

May 26, 2016 by hgpu

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

Mutual-Supervised Learning for Sequential-to-Parallel Code Translation

Hardware Compute Partitioning on NVIDIA GPUs for Composable Systems

KISim: Kubernetes Intelligent Scheduling Simulator

KIS-S: A GPU-Aware Kubernetes Inference Simulator with RL-Based Auto-Scaling

Efficient GPU Implementation of Multi-Precision Integer Division

exa-AMD: Exascale Accelerated Materials Discovery

Accelerated discovery and design of Fe-Co-Zr magnets with tunable magnetic anisotropy through machine learning and parallel computing

ParEval: A Parallel Code Evaluation Benchmark

ParEval-Repo: A Benchmark Suite for Evaluating LLMs with Repository-level HPC Translation Tasks

FlashSparse: Minimizing Computation Redundancy for Fast Sparse Matrix Multiplications on Tensor Cores

Libra: Synergizing CUDA and Tensor Cores for High-Performance Sparse Matrix Multiplication

WiLLM: An Open Wireless LLM Communication System

Vcc: the Vulkan Clang Compiler

No More Shading Languages: Compiling C++ to Vulkan Shaders

hpcbench: A set of benchmarking utilities for biomolecular simulation tools

Engineering Supercomputing Platforms for Biomolecular Applications

See all packages

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high performance computing on graphics processing units: hgpu.org

Applications

Multi-Tenant Virtual GPUs for Optimising Performance of a Financial Risk Application

Implementing Deep Neural Networks for Financial Market Prediction on the Intel Xeon Phi

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

Recent source codes

Mutual-Supervised Learning for Sequential-to-Parallel Code Translation

Hardware Compute Partitioning on NVIDIA GPUs for Composable Systems

KISim: Kubernetes Intelligent Scheduling Simulator

Efficient GPU Implementation of Multi-Precision Integer Division

exa-AMD: Exascale Accelerated Materials Discovery

ParEval: A Parallel Code Evaluation Benchmark

FlashSparse: Minimizing Computation Redundancy for Fast Sparse Matrix Multiplications on Tensor Cores

WiLLM: An Open Wireless LLM Communication System

Vcc: the Vulkan Clang Compiler

hpcbench: A set of benchmarking utilities for biomolecular simulation tools

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