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Deep Learning for Mortgage Risk

Justin Sirignano, Apaar Sadhwani, Kay Giesecke

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Tags: CUDA, Deep learning, Finance, Machine learning, Neural networks, nVidia, Statistical Finance

July 11, 2016 by hgpu

Quantile Mechanics II: Changes of Variables in Monte Carlo methods and a GPU-Optimized Normal Quantile

William T. Shaw, Nick Brickman

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Tags: Computational finance, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 285, nVidia GeForce GTX 480, nVidia Quadro FX 4800, Risk Management, Statistical Finance

November 8, 2010 by hgpu

Spatter: Benchmark for measuring the performance of sparse and irregular memory access

Spatter: A Benchmark Suite for Evaluating Sparse Access Patterns

StePS: Stereographically Projected Cosmological Simulations

StePS: A Multi-GPU Cosmological N-body Code for Compactified Simulations

AMGCL:C++ library for solving large sparse linear systems with algebraic multigrid method

AMGCL: an Efficient, Flexible, and Extensible Algebraic Multigrid Implementation

PAstudy

Double-precision FPUs in High-Performance Computing: an Embarrassment of Riches?

hpx: The C++ Standard Library for Parallelism and Concurrency

Integration of CUDA Processing within the C++ library for parallelism and concurrency (HPX)

OpenDwarfs: a benchmark suite consisting of different computation/communication idioms, i.e., dwarfs, for state-of-art multicore CPUs, GPUs, Intel MICs and Altera FPGAs

OpenCL Performance Prediction using Architecture-Independent Features

Rodinia Benchmark Suite ported for OpenCL-capable Intel FPGAs

High Performance Computing with FPGAs and OpenCL

The Ocean Tensor Package

Tornado

Using Compiler Snippets to Exploit Parallelism on Heterogeneous Hardware: A Java Reduction Case Study

pocl: Portable Computing Language

Exploiting Task Parallelism with OpenCL: A Case Study

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high performance computing on graphics processing units: hgpu.org

Deep Learning for Mortgage Risk

Quantile Mechanics II: Changes of Variables in Monte Carlo methods and a GPU-Optimized Normal Quantile

Recent source codes

Spatter: Benchmark for measuring the performance of sparse and irregular memory access

StePS: Stereographically Projected Cosmological Simulations

AMGCL:C++ library for solving large sparse linear systems with algebraic multigrid method

PAstudy

hpx: The C++ Standard Library for Parallelism and Concurrency

OpenDwarfs: a benchmark suite consisting of different computation/communication idioms, i.e., dwarfs, for state-of-art multicore CPUs, GPUs, Intel MICs and Altera FPGAs

Rodinia Benchmark Suite ported for OpenCL-capable Intel FPGAs

The Ocean Tensor Package

Tornado

pocl: Portable Computing Language

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International Conference on Image, Video and Signal Processing (IVSP), 2019

International Joint Conference on Signals, Systems and Computers (CSSC), 2018

International Joint Conference on Robotics, Automation and Mechatronics (JCRAM), 2018

International Joint Conference on Robotics and Artificial Intelligence (JCRAI), 2018

International Joint Conference on Computer Vision and Pattern Recognition (CCVPR), 2018