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Free-form interest rate term structure decomposition: a 2nd order optimization problem

Brian Barnard

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Tags: Finance, Optimization, term structure decomposition

December 14, 2015 by little_jimmy

libhclooc: Software Library Facilitating Out-of-core Implementations of Accelerator Kernels on Hybrid Computing Platforms

Novel Data-Partitioning Algorithms for Performance and Energy Optimization of Data-Parallel Applications on Modern Heterogeneous HPC Platforms

CLTestCheck: Measuring Test Effectiveness for GPU Kernels

CLTestCheck: Measuring Test Effectiveness for GPU Kernels

tensorflow-solvers

TensorFlow Doing HPC

CU2CL: A prototype CUDA-to-OpenCL source-to-source translator

On the Portability of GPU-Accelerated Applications via Automated Source-to-Source Translation

EngineCL: Usability and Performance in Heterogeneous Computing

Cooperative CPU, GPU, and FPGA heterogeneous execution with EngineCL

cuSten: CUDA Finite Difference Library

cuSten – CUDA Finite Difference and Stencil Library

ZMCintegral: An easy way to use multi-GPUs to calculate multi-dimensional integration

A Package for Multi-Dimensional Monte Carlo Integration on Multi-GPUs

TensorFlow.js: A WebGL accelerated JavaScript library for training and deploying ML models

TensorFlow.js: Machine Learning for the Web and Beyond

Salus: Fine-Grained GPU Sharing Primitives for Deep Learning Applications

Salus: Fine-Grained GPU Sharing Primitives for Deep Learning Applications

SHA3-ON-GPU: SHA3 implementation on CPU & GPU

GPU Accelerated Keccak (SHA3) Algorithm

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2019

May

13-15

Boston, USA

7th International Workshop on OpenCL, 2019

2019

May

13

Boston, MA, USA

Distributed Heterogeneous Programming in C/C++ (DHPCC++), 2019

2019

May

14

Larnaca, Cyprus

3rd International Workshop on Theoretical Approaches to Performance Evaluation, Modeling and Simulation (TAPEMS), 2019

2019

July

26-28

Rome, Italy

International Conference on Frontiers of Neural Networks (ICFNN), 2019

2019

July

26-28

Rome, Italy

International Conference on Frontiers of Artificial Intelligence and Machine Learning (FAIML), 2019

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