high performance computing on graphics processing units: hgpu.org

hgpu.org » Finance

Pricing composable contracts on the GP-GPU

Joakim Ahnfelt-Ronne, Michael Flaeno Werk

View

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

View

Download (PDF)

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

View

Download (PDF)

Tags: Finance, OpenCL

October 15, 2011 by hgpu

GPU Computing Gems: Jade Edition

Wen-mei W. Hwu

View

Download (PDF)

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

View

Download (PDF)

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

View

Download (PDF)

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

View

Download (PDF)

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

View

Download (PDF)

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

View

Download (PDF)

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

View

Download (PDF)

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

View

Download (PDF)

Source codes

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

July 16, 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

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

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)