Abstract is missing.
- GPU option pricingSimon Suo, Ruiming Zhu, Ryan Attridge, Justin Wan. [doi]
- Parallelism-centric optimization and performance study of a finance aggregation engine on modern NUMA systemsGuojing Cong, Sophia Wen, James Sedgwick, Louis Ly. [doi]
- Optimization strategies for portable code for Monte Carlo-based value-at-risk systemsJavier Alejandro Varela, Claus Kestel, Christian de Schryver, Norbert Wehn, Sascha Desmettre, Ralf Korn. [doi]
- Potential future exposure, modelling and accelerating on GPU and FPGAGrzegorz Kozikowski, Grigorios Papamanousakis, Jinzhe Yang. [doi]
- STAC-A2™ benchmark on POWER8Bishop Brock, Frank Liu, Karthick Rajamani. [doi]
- Fulfilling solvency II regulations using high performance computingMark Tucker, J. Mark Bull. [doi]
- Solving the optimal trading trajectory problem using a quantum annealerGili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr, Kesheng Wu, Marcos López de Prado. [doi]
- Implementing deep neural networks for financial market prediction on the Intel Xeon PhiMatthew Dixon, Diego Klabjan, Jin Hoon Bang. [doi]