high performance computing on graphics processing units: hgpu.org

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hgpu.org » Applications » Finance

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

Acceleration of Distance-to-Default with GPU

Xin Lou

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Tags: Algorithms, CUDA, Finance, nVidia, nVidia GeForce GTX 460, Thesis

October 30, 2012 by hgpu

Exploration of Parallelization Frameworks for Computational Finance

Raj B Krishnamurthy, Ikubin Chin, Anjil Chinnapatlolla

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Tags: Computational finance, Finance, OpenCL

September 22, 2012 by hgpu

Forecasting high frequency financial time series using parallel FFN with CUDA and ZeroMQ

Paola Arce, Cristian Maureira, Roberto Bonvallet, Cesar Fernandez

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Tags: Algorithms, CUBLAS, CUDA, Finance, Linear Algebra, Machine learning, Neural networks, nVidia, Tesla M2050

September 20, 2012 by hgpu

Parallel Implementation of Moving Averages and Stock Market Prediction

John Jenq

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Tags: CUDA, Finance, Neural networks, nVidia, nVidia GeForce GT 550 M

September 16, 2012 by hgpu

GPUODEBenchmarks: Comparsion of Julia's GPU Kernel based ODE solvers with other open-source GPU ODE solvers

Automating Heterogeneous Parallelism in Numerical Differential Equations

Dat3M: Memory Model Aware Verification

Towards Unified Analysis of GPU Consistency

NVIDIA Federated Learning Application Runtime Environment

Supercharging Federated Learning with Flower and NVIDIA FLARE

Chat AI: A Seamless Slurm-Native Solution for HPC-Based Services

PSCToolkit: solving sparse linear systems with a large number of GPUs

CATBench: Benchmarking Framework

CATBench: A Compiler Autotuning Benchmarking Suite for Black-box Optimization

General-purpose Polyhedral Compilers

A Survey of General-purpose Polyhedral Compilers

Optimal Kernel Orchestration for Tensor Programs with Korch

Astaroth: A Scalable Multi-GPU Library for Stencil Computations

Stencil Computations on AMD and Nvidia Graphics Processors: Performance and Tuning Strategies

Bag of Tricks: Benchmarking of Jailbreak Attacks on LLMs. Empirical tricks for LLM Jailbreaking

Bag of Tricks: Benchmarking of Jailbreak Attacks on LLMs

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high performance computing on graphics processing units: hgpu.org

Applications

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

Acceleration of Distance-to-Default with GPU

Exploration of Parallelization Frameworks for Computational Finance

Forecasting high frequency financial time series using parallel FFN with CUDA and ZeroMQ

Parallel Implementation of Moving Averages and Stock Market Prediction

Recent source codes

GPUODEBenchmarks: Comparsion of Julia's GPU Kernel based ODE solvers with other open-source GPU ODE solvers

Dat3M: Memory Model Aware Verification

NVIDIA Federated Learning Application Runtime Environment

Chat AI: A Seamless Slurm-Native Solution for HPC-Based Services

PSCToolkit: solving sparse linear systems with a large number of GPUs

CATBench: Benchmarking Framework

General-purpose Polyhedral Compilers

Optimal Kernel Orchestration for Tensor Programs with Korch

Astaroth: A Scalable Multi-GPU Library for Stencil Computations

Bag of Tricks: Benchmarking of Jailbreak Attacks on LLMs. Empirical tricks for LLM Jailbreaking

Most viewed papers (last 30 days)