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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

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

cuSZ: CUDA-Based Error-Bounded Lossy Compressor for Scientific Data

A Novel Memory-Efficient Deep Learning Training Framework via Error-Bounded Lossy Compression

Ginkgo: a high-performance linear algebra library for manycore systems

Ginkgo – A Math Library designed for Platform Portability

GPURepair

GPURepair: Automated Repair of GPU Kernels

Dazmir

Adaptive Data Migration in Load-Imbalanced HPC Applications

ACA-project

Runtime Performances Benchmark for Knowledge Graph Embedding Methods

TornadoVM

Transparent Compiler and Runtime Specializations for Accelerating Managed Languages on FPGAs

AMGCL

AMGCL – A C++ library for efficient solution of large sparse linear systems

Tinker-HP: High Performance Multi-GPUs Massively Parallel Evolution of Tinker

Tinker-HP: Accelerating Molecular Dynamics Simulations of Large Complex Systems with Advanced Point Dipole Polarizable Force Fields using GPUs and Multi-GPUs systems

EngineCL: Usability and Performance in Heterogeneous Computing

Towards Co-execution on Commodity Heterogeneous Systems: Optimizations for Time-Constrained Scenarios

Neural Network Libraries

Out-of-core Training for Extremely Large-Scale Neural Networks With Adaptive Window-Based Scheduling

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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

2020

December

14-16

Bangkok, Thailand

International Conference on Wireless Networks and Embedded Systems (ICWNES’20), 2020

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