high performance computing on graphics processing units: hgpu.org

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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

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

TVM: Open deep learning compiler stack for cpu, gpu and specialized accelerators

TVM: An Automated End-to-End Optimizing Compiler for Deep Learning

MyCaffe: A complete deep learning platform written almost entirely in C# for Windows developers

MyCaffe: A Complete C# Re-Write of Caffe with Reinforcement Learning

Characterising Across-Stack Optimisations for Deep Convolutional Neural Networks

Using the Tsetlin Machine to Learn Human-Interpretable Rules for High-Accuracy Text Categorization with Medical Applications

ZUCL: A ZYNQ UltraScale+ Framework for OpenCL HLS Applications

CL-kmeans: Efficient k-Means in OpenCL

Efficient and Scalable k-Means on GPUs

Doctor AI: Interpretable Deep Learning for Modeling Electronic Health Records

pyJac: a Python package that generates source code used to analytically calculate chemical kinetics Jacobian matrices

Using SIMD and SIMT vectorization to evaluate sparse chemical kinetic Jacobian matrices and thermochemical source terms

CUTLASS: CUDA Templates for Linear Algebra Subroutines

Implementing Strassen’s Algorithm with CUTLASS on NVIDIA Volta GPUs

Integer sorting on multicore

A study of integer sorting on multicores

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high performance computing on graphics processing units: hgpu.org

Applications

Bitcoin and The Age of Bespoke Silicon

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

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

Recent source codes

TVM: Open deep learning compiler stack for cpu, gpu and specialized accelerators

MyCaffe: A complete deep learning platform written almost entirely in C# for Windows developers

Characterising Across-Stack Optimisations for Deep Convolutional Neural Networks

Using the Tsetlin Machine to Learn Human-Interpretable Rules for High-Accuracy Text Categorization with Medical Applications

ZUCL: A ZYNQ UltraScale+ Framework for OpenCL HLS Applications

CL-kmeans: Efficient k-Means in OpenCL

Doctor AI: Interpretable Deep Learning for Modeling Electronic Health Records

pyJac: a Python package that generates source code used to analytically calculate chemical kinetics Jacobian matrices

CUTLASS: CUDA Templates for Linear Algebra Subroutines

Integer sorting on multicore

Most viewed papers (last 30 days)

Featured events

International Conference on Image, Video and Signal Processing (IVSP), 2019

International Joint Conference on Signals, Systems and Computers (CSSC), 2018

International Joint Conference on Robotics, Automation and Mechatronics (JCRAM), 2018

International Joint Conference on Robotics and Artificial Intelligence (JCRAI), 2018

International Joint Conference on Computer Vision and Pattern Recognition (CCVPR), 2018