Acceleration of financial monte-carlo simulations using fpgas
DB Thomas - 2010 IEEE Workshop on High Performance …, 2010 - ieeexplore.ieee.org
There is a need for improved performance in financial computing, both to improve the quality
of the results produced by existing methods, such as incorporating more realistic models of …
of the results produced by existing methods, such as incorporating more realistic models of …
Design and implementation of a high performance financial Monte-Carlo simulation engine on an FPGA supercomputer
Monte-Carlo simulation is a very widely used technique in scientific computations in general
with huge computation benefits in solving problems where closed form solutions are …
with huge computation benefits in solving problems where closed form solutions are …
High-performance quasi-monte carlo financial simulation: FPGA vs. GPP vs. GPU
Quasi-Monte Carlo simulation is a special Monte Carlo simulation method that uses quasi-
random or low-discrepancy numbers as random sample sets. In many applications, this …
random or low-discrepancy numbers as random sample sets. In many applications, this …
Hardware accelerated montecarlo financial simulation over low cost fpga cluster
J Castillo, JL Bosque, E Castillo… - … on Parallel & …, 2009 - ieeexplore.ieee.org
The use of computational systems to help making the right investment decisions in financial
markets is an open research field where multiple efforts have being carried out during the …
markets is an open research field where multiple efforts have being carried out during the …
Fixed-point arithmetic error estimation in Monte-Carlo simulations
As Field Programmable Gate Arrays (FPGAs) get faster and denser, the scope of their
applications is getting wider. High performance computing applications, for instance, are an …
applications is getting wider. High performance computing applications, for instance, are an …
Challenges of mapping financial analytics to many-core architecture
M Smelyanskiy - 2008 Workshop on High Performance …, 2008 - ieeexplore.ieee.org
Summary form only given. In the past 20 years there has been an explosive growth of the
variety of traded financial instruments, from European and American options to a more …
variety of traded financial instruments, from European and American options to a more …
FPGA acceleration of quasi-Monte Carlo in finance
NA Woods, T VanCourt - 2008 International Conference on …, 2008 - ieeexplore.ieee.org
Today, quasi-Monte Carlo (QMC) methods are widely used in finance to price derivative
securities. The QMC approach is popular because for many types of derivatives it yields an …
securities. The QMC approach is popular because for many types of derivatives it yields an …
Massively parallelized Quasi-Monte Carlo financial simulation on a FPGA supercomputer
Quasi-Monte Carlo simulation is a specialized Monte Carlo method which uses quasi-
random, or low-discrepancy, numbers as the stochastic parameters. In many applications …
random, or low-discrepancy, numbers as the stochastic parameters. In many applications …
Financial Monte Carlo simulation on architecturally diverse systems
N Singla, M Hall, B Shands… - 2008 Workshop on …, 2008 - ieeexplore.ieee.org
Computational finance relies heavily on the use of Monte Carlo simulation techniques.
However, Monte Carlo simulation is computationally very demanding. We demonstrate the …
However, Monte Carlo simulation is computationally very demanding. We demonstrate the …
A run-time adaptive FPGA architecture for Monte Carlo simulations
X Tian, CS Bouganis - 2011 21st International Conference on …, 2011 - ieeexplore.ieee.org
Field Programmable Gate Arrays (FPGAs) are now considered to be one of the preferred
computing platforms for high performance computing applications, such as Monte Carlo …
computing platforms for high performance computing applications, such as Monte Carlo …