high performance computing on graphics processing units: hgpu.org

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American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods

Lokman Abbas-Turki, Bernard Lapeyre

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Tags: CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 480, Pricing of Securities, Probability

April 29, 2011 by hgpu

Data Assimilation using a GPU Accelerated Path Integral Monte Carlo Approach

John C. Quinn, Henry D. I. Abarbanel

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Tags: Computational Physics, CUDA, Monte Carlo simulation, nVidia, nVidia GeForce GTX 460, Physics, Probability, Statistics

March 28, 2011 by hgpu

GPGPUs in computational finance: Massive parallel computing for American style options

Gilles Pages, Benedikt Wilbertz

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Tags: Computational finance, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 295, nVidia GeForce GTX 480, Probability

January 18, 2011 by hgpu

Brian2 Atlas

A Unified Intermediate Representation and Execution Architecture for Heterogeneous and Distributed Neural Simulation

AgentGarten: Code Worlds for Evolving Agents

KernelLens: Automated Triton-to-C++ Compiler for Enterprise Inference Runtimes

KernelLens: Deploying Triton Kernels to C++ Inference Engines

KernelZero: Co-Evolving Proposer and Coder for Continuously Improved GPU Kernel Generation

Introduction to Computer Vision

ACT: Accelerator Compiler Toolkit

Automatically Generating ML Compiler Backends from Tensor Accelerator ISA Descriptions

pytest-gpu-proof: A Simple Pytest Extension for Local GPU Code Testing

pytest-gpu-proof: Enabling Cloud-CPU Continuous Integration for GPU Code with Local GPU Attestation

Accelerating the Mitigation of LLM Inference Nondeterminism Across GPU Architectures

AutoTuneBench: Trustworthy Measurement for Agent Auto-Tuning of LLM Serving Engines

nvsass-disassembler

Automated Instruction Encoding Synthesis for Modern GPU ISA Compression

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high performance computing on graphics processing units: hgpu.org

American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods

Data Assimilation using a GPU Accelerated Path Integral Monte Carlo Approach

GPGPUs in computational finance: Massive parallel computing for American style options

Recent source codes

Brian2 Atlas

AgentGarten: Code Worlds for Evolving Agents

KernelLens: Automated Triton-to-C++ Compiler for Enterprise Inference Runtimes

KernelZero: Co-Evolving Proposer and Coder for Continuously Improved GPU Kernel Generation

Introduction to Computer Vision

ACT: Accelerator Compiler Toolkit

pytest-gpu-proof: A Simple Pytest Extension for Local GPU Code Testing

Accelerating the Mitigation of LLM Inference Nondeterminism Across GPU Architectures

AutoTuneBench: Trustworthy Measurement for Agent Auto-Tuning of LLM Serving Engines

nvsass-disassembler

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