high performance computing on graphics processing units: hgpu.org

Applications

hgpu.org » Applications » Finance

GPU Acceleration of a Basket Option Pricing Engine

Sean Trainor, Danny Crookes

View

Download (PDF)

Tags: Algorithms, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 670, OpenCL

August 14, 2013 by hgpu

Achieving Speedup in Aggregate Risk Analysis using Multiple GPUs

A. K. Bahl, O. Baltzer, A. Rau-Chaplin, B. Varghese, A. Whiteway

View

Download (PDF)

Tags: Algorithms, Computer science, CUDA, Finance, nVidia, Risk Management, Stochastic simulation, Tesla C2075, Tesla M2090

August 13, 2013 by hgpu

Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk

Aman Bahl, Oliver Baltzer, Andrew Rau-Chaplin, Blesson Varghese

View

Download (PDF)

Tags: Algorithms, Computational Engineering, Computer science, CUDA, Finance, Monte Carlo simulation, nVidia, Stochastic simulation, Tesla C2075

August 12, 2013 by hgpu

GPU Computing in Economics

Eric M. Aldrich

View

Download (PDF)

Source codes

Tags: CUDA, Finance, nVidia, Package, Review, Tesla C2075

July 20, 2013 by hgpu

Local Volatility FX Basket Option on CPU and GPU

Jacques du Toit, Isabel Ehrlich

View

Download (PDF)

Tags: CUDA, Finance, Mixed precision, nVidia, Tesla K20

May 19, 2013 by hgpu

Accelerating Financial Applications on the GPU

Scott Grauer-Gray, William Killian, Robert Searles, John Cavazos

View

Download (PDF)

Source codes

Tags: Computational finance, CUDA, Finance, nVidia, OpenACC, OpenCL, Package, Review, Tesla C2050, Tesla K20

May 6, 2013 by hgpu

Using High Performance Computing for Optimizing Credit Risk Calculation

Mark Joselli, Jose Ricardo Silva Junior, Marcelo Zamith, Esteban Clua, Eduardo Soluri

View

Download (PDF)

Tags: Computational finance, CUDA, Finance, nVidia, nVidia GeForce GTX 580

April 26, 2013 by hgpu

Multi-GPU Computing for Achieving Speedup in Real-time Aggregate Risk Analysis

A. K. Bahl, O. Baltzer, A. Rau-Chaplin, B. Varghese, A. Whiteway

View

Download (PDF)

Tags: Algorithms, CUDA, Finance, nVidia, Stochastic simulation, Tesla C2075, Tesla M2090

February 23, 2013 by hgpu

ClusCo: clustering and comparison of protein models

Jamroz Michal, Kolinski Andrzej

View

Download (PDF)

Source codes

Tags: Biology, Biomolecules, Clustering, Computational Engineering, CUDA, Finance, nVidia, nVidia GeForce GTX 470, Package

February 20, 2013 by hgpu

Massively Parallel Computing in Economics

Eric M. Aldrich

View

Download (PDF)

Source codes

Tags: CUDA, Finance, nVidia, Package, Review, Stochastic simulation, Tesla C2075

February 15, 2013 by hgpu

A parallel implementation of a derivative pricing model incorporating SABR calibration and probability lookup tables

Qasim Nasar-Ullah

View

Download (PDF)

Tags: Computational finance, Computer science, CUDA, Finance, nVidia, Tesla M2070

January 16, 2013 by hgpu

CUDA-enabled Optimisation of Technical Analysis Parameters

John O'Rourke, John Burns

View

Download (PDF)

Tags: CUDA, Finance, Genetic programming, nVidia, nVidia GeForce GT 430, nVidia GeForce GTX 480

November 19, 2012 by hgpu

Page 4 of 11« First «...2 345 6...10...»Last »

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

See all packages

* * *

2017

November

12-14

Seoul, South Korea

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

2017

November

27-30

Auckland, New Zealand

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

2017

October

11-13

Edmonton, Canada

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

2017

October

11-13

Busan, South Korea

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

2017

November

7-9

Wuhan, China

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

Add event

See all events

high performance computing on graphics processing units: hgpu.org

Applications

GPU Acceleration of a Basket Option Pricing Engine

Achieving Speedup in Aggregate Risk Analysis using Multiple GPUs

Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk

GPU Computing in Economics

Local Volatility FX Basket Option on CPU and GPU

Accelerating Financial Applications on the GPU

Using High Performance Computing for Optimizing Credit Risk Calculation

Multi-GPU Computing for Achieving Speedup in Real-time Aggregate Risk Analysis

ClusCo: clustering and comparison of protein models

Massively Parallel Computing in Economics

A parallel implementation of a derivative pricing model incorporating SABR calibration and probability lookup tables

CUDA-enabled Optimisation of Technical Analysis Parameters

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

Most viewed papers (last 30 days)

Rating

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