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Multi-GPU Acceleration of Black-Scholes Equation based Option Pricing

Di Zhao, Jinhang Yu

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Tags: Algorithms, CUDA, Differential equations, Finance, nVidia, nVidia GeForce GTX 660, Partial differential equations, PDEs

September 23, 2013 by hgpu

A GPU Accelerated BiConjugate Gradient Stabilized Solver for Speeding-up Large Scale Model Evaluation

Alexandru Voicu

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Tags: ATI, ATI Radeon HD 7970, Finance, OpenCL

September 14, 2013 by hgpu

Bitcoin and The Age of Bespoke Silicon

Michael Bedford Taylor

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Tags: ASIC, ATI, Finance, FPGA, nVidia, OpenCL, Performance, Review

August 31, 2013 by hgpu

Solutions for Optimizing the Monte Carlo Option Pricing Method’s Implementation Using the Compute Unified Device Architecture

Ion Lungu, Dana-Mihaela Petrosanu, Alexandru Pirjan

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Tags: CUDA, Finance, nVidia, nVidia GeForce GTX 680, Optimization

August 27, 2013 by hgpu

GPU Acceleration of a Basket Option Pricing Engine

Sean Trainor, Danny Crookes

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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

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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

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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

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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

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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

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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

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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

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

February 23, 2013 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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