high performance computing on graphics processing units: hgpu.org

hgpu.org » Finance

FPGA Based Acceleration of Decimal Operations

Alberto Nannarelli

View

Download (PDF)

Tags: Computer science, Finance, FPGA, Performance

January 16, 2012 by hgpu

Fast Greeks: Case of Credit Valuation Adjustments

Vytautas Savickas

View

Download (PDF)

Tags: CUDA, Finance, nVidia, Risk Management, Tesla C2070, Thesis

January 13, 2012 by hgpu

BOPM implemented on a GPU-architecture

Kristoffer Furst

View

Download (PDF)

Tags: CUDA, Finance, nVidia

December 28, 2011 by hgpu

A Normalized Particle Swarm Optimization Algorithm to Price Complex Chooser Option and Accelerating its Performance with GPU

Bhanu Pratap Sharma

View

Download (PDF)

Tags: Algorithms, Computational finance, CUDA, Finance, nVidia, nVidia GeForce GTX 450, nVidia GeForce GTX 550 Ti, Thesis

December 21, 2011 by hgpu

Implementation and Evaluation of Scientific Simulations on High Performance Computing Architectures

Bibrak Qamar, Jahanzeb Maqbool

View

Download (PDF)

Tags: Algorithms, CUDA, Finance, Fluid dynamics, Numerical Analysis, nVidia, nVidia GeForce GTX 480, Review, Thesis, Visualization

December 16, 2011 by hgpu

Evolving Neural Networks on GPUs

Johannes Hofmann

View

Download (PDF)

Tags: Algorithms, Computer science, CUDA, Evolutionary Computations, Finance, Neural and Evolutionary Computing, Neural networks, nVidia, nVidia GeForce GTX 480, Tesla C1060

December 7, 2011 by hgpu

Multi-Directional Optimisation on the GPU

Niels Stchedroff

View

Download (PDF)

Tags: Algorithms, CUDA, Finance, nVidia, Tesla C1060

December 4, 2011 by hgpu

Massively Parallelized Monte Carlo Simulation and its Applications in Finance

Ashkan Ziabakhshdeylami, Lauren Looi

View

Download (PDF)

Tags: Algorithms, Finance, Monte Carlo simulation, nVidia, Risk Management, Tesla C2050

December 2, 2011 by hgpu

The K-Anonymity Approach in Preserving the Privacy of E-Services that Implement Data Mining

Ion Lungu, Alexandru Pirjan

View

Download (PDF)

Tags: Algorithms, CUDA, Data mining, Databases, Finance, nVidia, nVidia GeForce GTX 480

November 24, 2011 by hgpu

Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors

Eric M. Aldrich, Jesus Fernandez-Villaverde, A. Ronald Gallant, Juan F. Rubio-Ramirez

View

Download (PDF)

Source codes

Tags: Algorithms, CUDA, Finance, nVidia, nVidia GeForce GTX 280, Package

November 18, 2011 by hgpu

Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control

Sergei Morozov, Sudhanshu Mathur

View

Download (PDF)

Source codes

Tags: CUDA, Finance, Fortran, Machine learning, nVidia, nVidia GeForce GTX 280, Package

October 21, 2011 by hgpu

Accelerating exotic option pricing and model calibration using GPUs

Andre Bernemann, Ralph Schreyer, Klaus Spanderen

View

Download (PDF)

Tags: CUDA, Finance, GPU cluster, Monte Carlo simulation, nVidia, Tesla C1060

October 21, 2011 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

* * *

high performance computing on graphics processing units: hgpu.org

FPGA Based Acceleration of Decimal Operations

Fast Greeks: Case of Credit Valuation Adjustments

BOPM implemented on a GPU-architecture

A Normalized Particle Swarm Optimization Algorithm to Price Complex Chooser Option and Accelerating its Performance with GPU

Implementation and Evaluation of Scientific Simulations on High Performance Computing Architectures

Evolving Neural Networks on GPUs

Multi-Directional Optimisation on the GPU

Massively Parallelized Monte Carlo Simulation and its Applications in Finance

The K-Anonymity Approach in Preserving the Privacy of E-Services that Implement Data Mining

Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors

Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control

Accelerating exotic option pricing and model calibration using GPUs

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

Most viewed papers (last 30 days)