high performance computing on graphics processing units: hgpu.org

Applications

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

Over-synchronization in GPU Programs

profile_util: simple C++ library to report memory, timing, thread affinity

Profile Util library: A quick and easy way to get MPI, OpenMP and GPU runtime information

MaC: Mamba CPU performance predictor

MambaCPU: Enhanced Correlation Mining with State Space Models for CPU Performance Prediction

Mixed-precision finite element kernels

Mixed-precision finite element kernels and assembly: Rounding error analysis and hardware acceleration

SHMT: The Simultaneous and Heterogenous Multithreading project

General-Purpose Computing on Tensor Processors

Superpipeline: A Universal Approach for Reducing GPU Memory Usage in Large Models

EnergyUCB-Bandit

Online Energy Optimization in GPUs: A Multi-Armed Bandit Approach

See all packages

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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

Kokkidio: Kokkos+Eigen - write fast, readable multi-platform code

LLaMA-Inference-Bench

MATAR

Over-synchronization in GPU Programs

profile_util: simple C++ library to report memory, timing, thread affinity

MaC: Mamba CPU performance predictor

Mixed-precision finite element kernels

SHMT: The Simultaneous and Heterogenous Multithreading project

Superpipeline: A Universal Approach for Reducing GPU Memory Usage in Large Models

EnergyUCB-Bandit

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