high performance computing on graphics processing units: hgpu.org

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hgpu.org » Applications » Finance

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

ClusCo: clustering and comparison of protein models

Jamroz Michal, Kolinski Andrzej

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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

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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

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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

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

November 19, 2012 by hgpu

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Scaling Deep Learning on GPU and Knights Landing clusters

ParTeCL: parallel testing using OpenCL

DenseNet: Densely Connected Convolutional Networks

Memory-Efficient Implementation of DenseNets

SVMbenchmark: CUDA and OpenCL SVM training benchmark

A Comparison of Support Vector Machines Training GPU-Accelerated Open Source Implementations

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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

Scaling Deep Learning on GPU and Knights Landing clusters

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GARDENIA: Graph Analytics Repository for Designing Next-Generation Accelerators

GPU-benchmarks

bit-reversal-methods

bifrost: A stream processing framework for high-throughput applications

NEMATUS: Open-Source Neural Machine Translation in Theano

ParTeCL: parallel testing using OpenCL

DenseNet: Densely Connected Convolutional Networks

SVMbenchmark: CUDA and OpenCL SVM training benchmark

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International Conference on Intelligent Autonomous Systems (ICIAS), 2018

International Conference on Robotics and Intelligent System (ICRIS), 2018

International Conference on Image and Graphics Processing (ICIGP), 2018

8th International Conference on Bioscience, Biochemistry and Bioinformatics (ICBBB), 2018

The 10th International Conference on Computer Modeling and Simulation (ICCMS), 2018