An energy efficient FPGA accelerator for monte carlo option pricing with the heston model C De Schryver, I Shcherbakov, F Kienle, N Wehn, H Marxen, A Kostiuk, ... 2011 International Conference on Reconfigurable Computing and FPGAs, 468-474, 2011 | 68 | 2011 |
A new hardware efficient inversion based random number generator for non-uniform distributions C de Schryver, D Schmidt, N Wehn, E Korn, H Marxen, R Korn 2010 International Conference on Reconfigurable Computing and FPGAs, 190-195, 2010 | 29 | 2010 |
A quantitative cross-architecture study of morphological image processing on CPUs, GPUs, and FPGAs C Brugger, L Dal'Aqua, JA Varela, C De Schryver, M Sadri, N Wehn, ... 2015 IEEE Symposium on Computer Applications & Industrial Electronics …, 2015 | 28 | 2015 |
A hardware efficient random number generator for nonuniform distributions with arbitrary precision C De Schryver, D Schmidt, N Wehn, E Korn, H Marxen, A Kostiuk, R Korn International Journal of Reconfigurable Computing 2012 (1), 675130, 2012 | 26 | 2012 |
FPGA Based Accelerators for Financial Applications C De Schryver Springer International Publishing 10, 978-3, 2015 | 25 | 2015 |
Mixed precision multilevel Monte Carlo on hybrid computing systems C Brugger, C de Schryver, N Wehn, S Omland, M Hefter, K Ritter, ... 2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014 | 25 | 2014 |
A multi-level Monte Carlo FPGA accelerator for option pricing in the Heston model C de Schryver, P Torruella, N Wehn 2013 Design, Automation & Test in Europe Conference & Exhibition (DATE), 248-253, 2013 | 20 | 2013 |
Hyper: A runtime reconfigurable architecture for monte carlo option pricing in the heston model C Brugger, C de Schryver, N Wehn 2014 24th International Conference on Field Programmable Logic and …, 2014 | 13 | 2014 |
Exploiting mixed-precision arithmetics in a multilevel Monte Carlo approach on FPGAs S Omland, M Hefter, K Ritter, C Brugger, C De Schryver, N Wehn, ... FPGA based accelerators for financial applications, 191-220, 2015 | 11 | 2015 |
High-Performance Hardware Acceleration of Asset Simulations, High-Performance Computing Using FPGAs C Schryver, H Marxen, S Weithoffer, N Wehn Springer, New York, 2013 | 11* | 2013 |
Energy efficient acceleration and evaluation of financial computations towards real-time pricing C de Schryver, M Jung, N Wehn, H Marxen, A Kostiuk, R Korn Knowledge-Based and Intelligent Information and Engineering Systems: 15th …, 2011 | 11 | 2011 |
On parallel random number generation for accelerating simulations of communication systems C Brugger, S Weithoffer, C De Schryver, U Wasenmüller, N Wehn Advances in Radio science 12, 75-81, 2014 | 9 | 2014 |
A custom computing system for finding similarties in complex networks C Brugger, V Grigorovici, M Jung, C Weis, C De Schryver, KA Zweig 2015 IEEE Computer Society Annual Symposium on VLSI, 262-267, 2015 | 7 | 2015 |
100% Green Computing At The Wrong Location? F Kienle, C de Schryver | 6 | 2012 |
Algorithmic complexity in the Heston model: an implementation view H Marxen, A Kostiuk, R Korn, C de Schryver, S Wurm, I Shcherbakov, ... Proceedings of the fourth workshop on High performance computational finance …, 2011 | 6 | 2011 |
Exploiting phase transitions for the efficient sampling of the fixed degree sequence model C Brugger, AL Chinazzo, AF John, C De Schryver, N Wehn, A Spitz, ... Proceedings of the 2015 IEEE/ACM International Conference on Advances in …, 2015 | 5 | 2015 |
Design Methodologies for Hardware Accelerated Heterogeneous Computing Systems C de Schryver University of Kaiserslautern, 2014 | 5* | 2014 |
Hardware accelerators for financial mathematics–methodology, results and benchmarking C de Schryver, H Marxen, D Schmidt Proceedings of the 1st Young Researcher Symposium (YRS), 55-60, 2011 | 5 | 2011 |
A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime C Brugger, G Liu, C de Schryver, N Wehn 2014 Seventh Workshop on High Performance Computational Finance, 9-16, 2014 | 4 | 2014 |
A memory centric architecture of the link assessment algorithm in large graphs C Brugger, V Grigorovici, M Jung, C De Schryver, C Weis, N Wehn, ... IEEE Design & Test 35 (1), 7-15, 2017 | 3 | 2017 |