high performance computing on graphics processing units: hgpu.org

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Tensor Processing Units for Financial Monte Carlo

Francois Belletti, Davis King, Kun Yang, Roland Nelet, Yusef Shafi, Yi-Fan Chen, John Anderson

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Tags: Cloud, Deep learning, Finance, Mixed precision, Neural networks, nVidia, Option pricing, Tesla V100, TPU

June 12, 2019 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

Methods and Metrics for Fair Server Assessment under Real-Time Financial Workloads

Giorgis Georgakoudis, Charles J. Gillan, Ahmed Sayed, Ivor Spence, Richard Faloon, Dimitrios S. Nikolopoulos

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Tags: ARM, Computer science, Finance, Intel Xeon Phi, Option pricing

January 5, 2015 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

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

Gordon Inggs, David Thomas, Wayne Luk

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Source codes

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

August 23, 2014 by hgpu

Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL

Valentin Mena Morales, Pierre-Henri Horrein, Amer Baghdadi, Erik Hochapfel, Sandrine Vaton

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Tags: Energy-efficient computing, Finance, FPGA, nVidia, nVidia GeForce GTX 660 Ti, OpenCL, Option pricing

April 17, 2014 by hgpu

Fast American Basket Option Pricing on a multi-GPU Cluster

Michael Benguigui, Francoise Baude

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Tags: Finance, GPU cluster, Machine learning, nVidia, OpenCL, Option pricing, Tesla M2050, Tesla M2075, Tesla S1070

February 17, 2014 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

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high performance computing on graphics processing units: hgpu.org

An Efficient, Automatic Approach to High Performance Heterogeneous Computing

Methods and Metrics for Fair Server Assessment under Real-Time Financial Workloads

Accelerated Variance Reduction Methods on GPU

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

Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL

Fast American Basket Option Pricing on a multi-GPU Cluster

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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