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Found 37 publication records. Showing 37 according to the selection in the facets
| Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
| 1 | Gili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr 0002, Kesheng Wu, Marcos López de Prado |
Solving the optimal trading trajectory problem using a quantum annealer.  |
WHPCF@SC  |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | |
Proceedings of the 8th Workshop on High Performance Computational Finance, WHPCF 2015, Austin, Texas, USA, November 15, 2015 |
WHPCF@SC |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | Bishop Brock, Frank Liu 0001, Karthick Rajamani |
STAC-A2™ benchmark on POWER8. |
WHPCF@SC |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | Guojing Cong, Sophia Wen, James Sedgwick, Louis Ly |
Parallelism-centric optimization and performance study of a finance aggregation engine on modern NUMA systems. |
WHPCF@SC |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | Simon Suo, Ruiming Zhu, Ryan Attridge, Justin W. L. Wan |
GPU option pricing. |
WHPCF@SC |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | Grzegorz Kozikowski, Grigorios Papamanousakis, Jinzhe Yang |
Potential future exposure, modelling and accelerating on GPU and FPGA. |
WHPCF@SC |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | Javier Alejandro Varela, Claus Kestel, Christian de Schryver, Norbert Wehn, Sascha Desmettre, Ralf Korn |
Optimization strategies for portable code for Monte Carlo-based value-at-risk systems. |
WHPCF@SC |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | Matthew Dixon, Diego Klabjan, Jin Hoon Bang |
Implementing deep neural networks for financial market prediction on the Intel Xeon Phi. |
WHPCF@SC |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | Mark Tucker, J. Mark Bull |
Fulfilling solvency II regulations using high performance computing. |
WHPCF@SC |
2015 |
DBLP DOI BibTeX RDF |
|
| 1 | Mike B. Giles, Endre László, István Z. Reguly, Jeremy Appleyard, Julien Demouth |
GPU implementation of finite difference solvers. |
WHPCF@SC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Matthew Dixon, Jörg Lotze, Mohammad Zubair |
A portable and fast stochastic volatility model calibration using multi and many-core processors. |
WHPCF@SC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Jung Heon Song, Marcos López de Prado, Horst D. Simon, Kesheng Wu |
Exploring irregular time series through non-uniform fast Fourier transform. |
WHPCF@SC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Alexander Moreno, Tucker Balch |
Speeding up large-scale financial recomputation with memoization. |
WHPCF@SC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Christian Brugger, Gongda Liu, Christian de Schryver, Norbert Wehn |
A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime. |
WHPCF@SC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Charles J. Gillan, Dimitrios S. Nikolopoulos, Giorgis Georgakoudis, Richard Faloon, George Tzenakis, Ivor T. A. Spence |
On the viability of microservers for financial analytics. |
WHPCF@SC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Shuo Li, James Lin |
Many-core programming with Asian option pricing. |
WHPCF@SC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | David Daly, Matthew Dixon, José E. Moreira (eds.) |
Proceedings of the 7th Workshop on High Performance Computational Finance, WHPCF '14, New Orleans, Louisiana, USA, November 16-21, 2014 |
WHPCF@SC |
2014 |
DBLP BibTeX RDF |
|
| 1 | Evgeny Fiksman, Sania Salahuddin |
STAC-A2 on intel architecture: from scalar code to heterogeneous application. |
WHPCF@SC |
2014 |
DBLP DOI BibTeX RDF |
|
| 1 | Amy Wang, Jan Treibig, Bob Blainey, Peng Wu 0001, Yaoqing Gao, Barnaby Dalton, Danny Gupta, Fahham Khan, Neil Bartlett, Lior Velichover, James Sedgwick, Louis Ly |
Optimizing IBM algorithmics' mark-to-future aggregation engine for real-time counterparty credit risk scoring. |
WHPCF@SC |
2013 |
DBLP DOI BibTeX RDF |
|
| 1 | Matthew Dixon, Mohammad Zubair |
Calibration of stochastic volatility models on a multi-core CPU cluster. |
WHPCF@SC |
2013 |
DBLP DOI BibTeX RDF |
|
| 1 | Blesson Varghese, Andrew Rau-Chaplin |
Accounting for secondary uncertainty: efficient computation of portfolio risk measures on multi and many core architectures. |
WHPCF@SC |
2013 |
DBLP DOI BibTeX RDF |
|
| 1 | Massimiliano Fatica, Everett H. Phillips |
Pricing American options with least squares Monte Carlo on GPUs. |
WHPCF@SC |
2013 |
DBLP DOI BibTeX RDF |
|
| 1 | Fábio Daros Freitas, Christian Daros Freitas, Alberto Ferreira de Souza |
System architecture for on-line optimization of automated trading strategies. |
WHPCF@SC |
2013 |
DBLP DOI BibTeX RDF |
|
| 1 | |
Proceedings of WHPCF'13: 6th Workshop on High Performance Computational Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013 |
WHPCF@SC |
2013 |
DBLP BibTeX RDF |
|
| 1 | Alexander Heinecke, Jacob Jepsen, Hans-Joachim Bungartz |
Many-core architectures boost the pricing of basket options on adaptive sparse grids. |
WHPCF@SC |
2013 |
DBLP DOI BibTeX RDF |
|
| 1 | Aurelien Cassagnes, Yu Chen 0007, Hirotada Ohashi |
Heterogeneous COS pricing of rainbow options. |
WHPCF@SC |
2013 |
DBLP DOI BibTeX RDF |
|
| 1 | Andrey Nikolaev, Ilya Burylov, Sania Salahuddin |
Intel® version of STAC-A2 benchmark: toward better performance with less effort. |
WHPCF@SC |
2013 |
DBLP DOI BibTeX RDF |
|
| 1 | Elaine Kant |
Domain specific languages and the acceleration of computational finance. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Charles H. Finan |
Exascale computing challenges and their application to a production datacenter. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Heiner Litz, Christian Leber, Benjamin Geib |
DSL programmable engine for high frequency trading acceleration. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Herman Lam, Gregg Cooke |
FinRC: challenges and opportunities for high-performance reconfigurable computing (HPRC) in computational finance. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | E. Wes Bethel, David Leinweber, Oliver Rübel, Kesheng Wu |
Federal market information technology in the post flash crash era: roles for supercomputing. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Mikhail Smelyanskiy, Matthew Dixon, David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu (eds.) |
WHPCF'11, Proceedings of the Fourth Workshop on High Performance Computational Finance, co-located with SC11, Seattle, WA, USA, November 13, 2011 |
WHPCF@SC |
2011 |
DBLP BibTeX RDF |
|
| 1 | David A. Padua |
Autotuning for high performance computing. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Oskar Mencer, Erik Vynckier, James Spooner, Stephen Girdlestone, Oliver Charlesworth |
Finding the right level of abstraction for minimizing operational expenditure. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Henning Marxen, Anton Kostiuk, Ralf Korn, Christian de Schryver, Stephan Wurm, Ivan Shcherbakov, Norbert Wehn |
Algorithmic complexity in the heston model: an implementation view. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
|
| 1 | Eduardo Javier Huerta Yero, Fabiano de Oliveira Lucchese |
Practical experiences on the gridification of financial applications. |
WHPCF@SC |
2011 |
DBLP DOI BibTeX RDF |
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