hgpu.org » Statistical Finance
Justin Sirignano, Apaar Sadhwani, Kay Giesecke
July 11, 2016 by hgpu
William T. Shaw, Nick Brickman
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
Recent source codes
* * *
Most viewed papers (last 30 days)
- An HPC Benchmark Survey and Taxonomy for Characterization
- Home-made Diffusion Model from Scratch to Hatch
- High Performance Matrix Multiplication
- Towards Robust Agentic CUDA Kernel Benchmarking, Verification, and Optimization
- Dato: A Task-Based Programming Model for Dataflow Accelerators
- TRUST: the HPC open-source CFD platform – from CPU to GPU
- Mojo: MLIR-Based Performance-Portable HPC Science Kernels on GPUs for the Python Ecosystem
- Towards Calculating HPC CUDA Kernel Performance on Nvidia GPUs
- Combining Performance and Productivity: Accelerating the Network Sensing Graph Challenge with GPUs and Commodity Data Science Software
- Towards GPU Parallelism Abstractions in Rust: A Case Study with Linear Pipelines
* * *