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

torchPDLP: Primal-Dual Linear Programming in PyTorch. In collaboration with AMD and IPAM

Accelerating a Linear Programming Algorithm on AMD GPUs

Benchmarks for Dissecting CPU-GPU Unified Physical Memory on AMD MI300A APUs

Dissecting CPU-GPU Unified Physical Memory on AMD MI300A APUs

kvcached: Elastic KV cache for dynamic GPU sharing and efficient multi-LLM inference

Towards Efficient and Practical GPU Multitasking in the Era of LLM

Bandicoot: C++ library for GPU accelerated linear algebra

Bandicoot: A Templated C++ Library for GPU Linear Algebra

Luthier: Bridging Auto-Tuning and Vendor Libraries for Efficient Deep Learning Inference

Fused Kernel Library (FKL)

The Fused Kernel Library: A C++ API to Develop Highly-Efficient GPU Libraries

GPUHammer: Rowhammer Attacks on GPU Memories are Practical

Block: Balance Loader of LLM Serving with Context, Knowledge and Predictive Scheduling

Block: Balancing Load in LLM Serving with Context, Knowledge and Predictive Scheduling

SIGMo: Scalable Isomorphism Graph Matching on GPUs

SIGMo: High-Throughput Batched Subgraph Isomorphism on GPUs for Molecular Matching

DGEMM without FP64 Arithmetic - using FP64 Emulation and FP8 Tensor Cores with Ozaki Scheme

DGEMM without FP64 Arithmetic – using FP64 Emulation and FP8 Tensor Cores with Ozaki Scheme

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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

torchPDLP: Primal-Dual Linear Programming in PyTorch. In collaboration with AMD and IPAM

Benchmarks for Dissecting CPU-GPU Unified Physical Memory on AMD MI300A APUs

kvcached: Elastic KV cache for dynamic GPU sharing and efficient multi-LLM inference

Bandicoot: C++ library for GPU accelerated linear algebra

Luthier: Bridging Auto-Tuning and Vendor Libraries for Efficient Deep Learning Inference

Fused Kernel Library (FKL)

GPUHammer: Rowhammer Attacks on GPU Memories are Practical

Block: Balance Loader of LLM Serving with Context, Knowledge and Predictive Scheduling

SIGMo: Scalable Isomorphism Graph Matching on GPUs

DGEMM without FP64 Arithmetic - using FP64 Emulation and FP8 Tensor Cores with Ozaki Scheme

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