high performance computing on graphics processing units: hgpu.org

Applications

Pricing composable contracts on the GP-GPU

Joakim Ahnfelt-Ronne, Michael Flaeno Werk

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Tags: Asia options, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 460, OpenCL, Probability, Tesla C2050, Thesis

October 19, 2011 by hgpu

High performance finite difference PDE solvers on GPUs

Daniel Egloff

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Tags: CUDA, Finance, Finite difference, nVidia, Partial differential equations, PDEs, Risk Management, Tesla C1060

October 16, 2011 by hgpu

Functional High Performance Financial IT

Jost Berthold, Andrzej Filinski, Fritz Henglein, Ken Friis Larsen, Mogens Steffensen, Brian Vinter

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Tags: Finance, OpenCL

October 15, 2011 by hgpu

GPU Computing Gems: Jade Edition

Wen-mei W. Hwu

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Tags: Algorithms, Book, Cellular automata, Computational finance, Computer science, Computer vision, CUDA, Finance, Fluid dynamics, Games, GPU cluster, nVidia

October 14, 2011 by hgpu

Benchmarking Across Platforms: European Option Pricing

Igor N. Kozin

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Tags: AMD FireStream 9270, Benchmarking, Cell processor, Computer science, CUDA, Finance, nVidia, OpenCL, Tesla M2050, Tesla S1070

October 13, 2011 by hgpu

Programming framework for clusters with heterogeneous accelerators

Anson H.T. Tse, David B. Thomas, K.H. Tsoi, Wayne Luk

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Tags: Computer science, Finance, FPGA, Heterogeneous systems, Physics, Programming techniques, Tesla

October 8, 2011 by hgpu

Efficient reconfigurable design for pricing asian options

Anson H.T. Tse, David B. Thomas, K.H. Tsoi, Wayne Luk

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Tags: Computational finance, CUDA, Finance, FPGA, Tesla

October 8, 2011 by hgpu

Improving Scheduling Techniques in Heterogeneous Systems with Dynamic, On-Line Optimisations

Marcin Bogdanski, Peter R. Lewis, Tobias Becker, Xin Yao

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Tags: Algorithms, Computer science, Finance, FPGA, Heterogeneous systems, Machine learning, Task scheduling

September 3, 2011 by hgpu

Pricing the American Option Using Reconfigurable Hardware

Chris Wynnyk, Malik Magdon-Ismail

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Tags: Algorithms, CUDA, Finance, Finite difference, FPGA, nVidia, Tesla S1070

August 10, 2011 by hgpu

Exploring reconfigurable architectures for explicit finite difference option pricing models

Qiwei Jin, David B. Thomas, Wayne Luk

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Tags: CUDA, Finance, Finite difference, FPGA, nVidia, nVidia GeForce 8600 GT, Tesla C1060

August 3, 2011 by hgpu

American Options Pricing on Multi-core Graphic Cards

L.A. Abbas-Turki, B. Lapeyre

Tags: Algorithms, Cg, Finance, nVidia

July 27, 2011 by hgpu

High-performance bankruptcy prediction model using Graphics Processing Units

Bernardete Ribeiro, Noel Lopes, Catarina Silva

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Source codes

Tags: Finance, Neural networks, nVidia GeForce 8600 GT, nVidia GeForce GTX 280, Package

July 16, 2011 by hgpu

EnergyUCB-Bandit

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

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

Faial: finds bugs in CUDA kernels

Sound and Partially-Complete Static Analysis of Data-Races in GPU Programs

Effects of OpenCL-Based Parallelization Methods on Explicit Numerical Methods to Solve the Heat Equation

UVaFTLE: Lagrangian finite time Lyapunov exponent extraction for fluid dynamic applications

Challenging Portability Paradigms: FPGA Acceleration Using SYCL and OpenCL

See all packages

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high performance computing on graphics processing units: hgpu.org

Applications

Pricing composable contracts on the GP-GPU

High performance finite difference PDE solvers on GPUs

Functional High Performance Financial IT

GPU Computing Gems: Jade Edition

Benchmarking Across Platforms: European Option Pricing

Programming framework for clusters with heterogeneous accelerators

Efficient reconfigurable design for pricing asian options

Improving Scheduling Techniques in Heterogeneous Systems with Dynamic, On-Line Optimisations

Pricing the American Option Using Reconfigurable Hardware

Exploring reconfigurable architectures for explicit finite difference option pricing models

American Options Pricing on Multi-core Graphic Cards

High-performance bankruptcy prediction model using Graphics Processing Units

Recent source codes

EnergyUCB-Bandit

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

Faial: finds bugs in CUDA kernels

Effects of OpenCL-Based Parallelization Methods on Explicit Numerical Methods to Solve the Heat Equation

Intel® SHMEM: Device initiated shared memory based communication library

miniLB: Lattice Botlzmann miniapp w/SYCL

AFOCL

2domination

MFC: Exascale simulation of multiphase/physics fluid dynamics

UVaFTLE: Lagrangian finite time Lyapunov exponent extraction for fluid dynamic applications

Most viewed papers (last 30 days)