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Accelerating Computational Finance Simulations with OpenCL

Michail Papadimitriou, Joris Cramwinckel, Ana Lucia Varbanescu

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Tags: Computational finance, Finance, Intel Xeon Phi, nVidia, nVidia GeForce GTX Titan, OpenCL, OpenMP, performance portability

August 8, 2016 by hgpu

Algorithmic Trading: A brief, computational finance case study on data centre FPGAs

Gordon Inggs

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Tags: AMD FirePro W5000, ATI, Computational finance, Computer science, Finance, FPGA, nVidia, nVidia Quadro K4000, OpenCL

July 20, 2016 by hgpu

GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

Tetsuya Takaishi

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Tags: Bayesian, Computational finance, CUDA, Finance, Fortran, nVidia, nVidia GeForce GTX 760, OpenACC

March 29, 2016 by hgpu

An Efficient, Automatic Approach to High Performance Heterogeneous Computing

Gordon Inggs, David B. Thomas, Wayne Luk

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Tags: AMD FirePro W5000, ATI, Computational finance, Computer science, Finance, FPGA, Heterogeneous systems, Intel Xeon Phi, nVidia, nVidia Grid K2, nVidia Quadro K4000, OpenCL, Option pricing, Performance

May 20, 2015 by hgpu

High-accuracy Optimization by Parallel Iterative Discrete Approximation and Multi-GPU Computing

Di Zhao

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Tags: Biology, Computational biology, Computational finance, CUDA, Finance, nVidia, nVidia GeForce GTX 660, Thesis

November 13, 2014 by hgpu

Accelerated Variance Reduction Methods on GPU

Chuan-Hsiang Han, Yu-Tuan Lin

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Tags: Algorithms, Computational finance, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 690, Option pricing, Probability

September 15, 2014 by hgpu

High Performance Financial Simulation Using Randomized Quasi-Monte Carlo Methods

Linlin Xu, Giray Okten

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Tags: Algorithms, Computational finance, CUDA, Finance, nVidia, nVidia GeForce GTX 670

August 27, 2014 by hgpu

A Domain Specific Approach to Heterogeneous Computing: From Availability to Accessibility

Gordon Inggs, David Thomas, Wayne Luk

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Tags: Computational finance, Finance, FPGA, Heterogeneous systems, OpenCL, Option pricing, Package, Python

August 23, 2014 by hgpu

Multi-Threaded Automatic Integration Using OpenMP and CUDA

Rida Assaf

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Tags: Computational finance, Computer science, CUDA, Finance, Monte Carlo integration, nVidia, OpenMP, Physics, Tesla K20, Thesis

August 3, 2014 by hgpu

An unsupervised parallel genetic cluster algorithm for graphics processing units

D. Hendricks, D. Cieslakiewicz, D. Wilcox, T. Gebbie

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Tags: Clustering, Computational finance, CUDA, Genetic programming, nVidia, nVidia GeForce 560 Ti, nVidia GeForce 660 Ti, nVidia GeForce GTX 660 M

March 23, 2014 by hgpu

Accelerating Financial Applications on the GPU

Scott Grauer-Gray, William Killian, Robert Searles, John Cavazos

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Tags: Computational finance, CUDA, Finance, nVidia, OpenACC, OpenCL, Package, Review, Tesla C2050, Tesla K20

May 6, 2013 by hgpu

Using High Performance Computing for Optimizing Credit Risk Calculation

Mark Joselli, Jose Ricardo Silva Junior, Marcelo Zamith, Esteban Clua, Eduardo Soluri

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Tags: Computational finance, CUDA, Finance, nVidia, nVidia GeForce GTX 580

April 26, 2013 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

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high performance computing on graphics processing units: hgpu.org

Accelerating Computational Finance Simulations with OpenCL

Algorithmic Trading: A brief, computational finance case study on data centre FPGAs

GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

An Efficient, Automatic Approach to High Performance Heterogeneous Computing

High-accuracy Optimization by Parallel Iterative Discrete Approximation and Multi-GPU Computing

Accelerated Variance Reduction Methods on GPU

High Performance Financial Simulation Using Randomized Quasi-Monte Carlo Methods

A Domain Specific Approach to Heterogeneous Computing: From Availability to Accessibility

Multi-Threaded Automatic Integration Using OpenMP and CUDA

An unsupervised parallel genetic cluster algorithm for graphics processing units

Accelerating Financial Applications on the GPU

Using High Performance Computing for Optimizing Credit Risk Calculation

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

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