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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

Faial: finds bugs in CUDA kernels

Sound and Partially-Complete Static Analysis of Data-Races in GPU Programs

Effects of OpenCL-Based Parallelization Methods on Explicit Numerical Methods to Solve the Heat Equation

Effects of OpenCL-Based Parallelization Methods on Explicit Numerical Methods to Solve the Heat Equation

Intel® SHMEM: Device initiated shared memory based communication library

Intel(R) SHMEM: GPU-initiated OpenSHMEM using SYCL

miniLB: Lattice Botlzmann miniapp w/SYCL

miniLB: A Performance Portability Study of Lattice-Boltzmann Simulations

AFOCL

Bitstream Database-Driven FPGA Programming Flow Based on Standard OpenCL

2domination

HPC acceleration of large (min, +) matrix products to compute domination-type parameters in graphs

MFC: Exascale simulation of multiphase/physics fluid dynamics

OpenACC offloading of the MFC compressible multiphase flow solver on AMD and NVIDIA GPUs

UVaFTLE: Lagrangian finite time Lyapunov exponent extraction for fluid dynamic applications

Challenging Portability Paradigms: FPGA Acceleration Using SYCL and OpenCL

HPCToolkit

Refining HPCToolkit for application performance analysis at exascale

Open Catalog of Best Practices for Modernization and Optimization

Optimizing the Weather Research and Forecasting Model with OpenMP Offload and Codee

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