Financial applications on multi-CPU and multi-GPU architectures.
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| Title: | Financial applications on multi-CPU and multi-GPU architectures. |
|---|---|
| Authors: | Castillo, Emilio1 emilio.castillo@unican.es, Camarero, Cristóbal1 cristobal.camarero@unican.es, Borrego, Ana2 aiborrego@produban.com, Bosque, Jose1 joseluis.bosque@unican.es |
| Source: | Journal of Supercomputing. Feb2015, Vol. 71 Issue 2, p729-739. 11p. |
| Subjects: | Multiprogramming (Electronic computers), Computer architecture, Heterogeneous computing, Central processing units, Graphics processing units, Parallel computers |
| Abstract: | The use of high-performance computing systems to help to make the right investment decisions in financial markets is an open research field where multiple efforts have being carried out during the past few years. Specifically, the Heath-Jarrow-Morton (HJM) model has a number of features that make it well suited for implementation on massively parallel architectures. This paper presents a multi-CPU and multi-GPU implementation of the HJM model that improves both the performance and energy efficiency. The experimental results reveal that the proposed architectures achieve excellent performance improvements, as well as optimize the energy efficiency and the cost/performance ratio. [ABSTRACT FROM AUTHOR] |
| Copyright of Journal of Supercomputing is the property of Springer Nature and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) | |
| Database: | Engineering Source |
| FullText | Links: – Type: pdflink Text: Availability: 0 |
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| Header | DbId: egs DbLabel: Engineering Source An: 100766765 AccessLevel: 6 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Financial applications on multi-CPU and multi-GPU architectures. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Castillo%2C+Emilio%22">Castillo, Emilio</searchLink><relatesTo>1</relatesTo><i> emilio.castillo@unican.es</i><br /><searchLink fieldCode="AR" term="%22Camarero%2C+Cristóbal%22">Camarero, Cristóbal</searchLink><relatesTo>1</relatesTo><i> cristobal.camarero@unican.es</i><br /><searchLink fieldCode="AR" term="%22Borrego%2C+Ana%22">Borrego, Ana</searchLink><relatesTo>2</relatesTo><i> aiborrego@produban.com</i><br /><searchLink fieldCode="AR" term="%22Bosque%2C+Jose%22">Bosque, Jose</searchLink><relatesTo>1</relatesTo><i> joseluis.bosque@unican.es</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Journal+of+Supercomputing%22">Journal of Supercomputing</searchLink>. Feb2015, Vol. 71 Issue 2, p729-739. 11p. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Multiprogramming+%28Electronic+computers%29%22">Multiprogramming (Electronic computers)</searchLink><br /><searchLink fieldCode="DE" term="%22Computer+architecture%22">Computer architecture</searchLink><br /><searchLink fieldCode="DE" term="%22Heterogeneous+computing%22">Heterogeneous computing</searchLink><br /><searchLink fieldCode="DE" term="%22Central+processing+units%22">Central processing units</searchLink><br /><searchLink fieldCode="DE" term="%22Graphics+processing+units%22">Graphics processing units</searchLink><br /><searchLink fieldCode="DE" term="%22Parallel+computers%22">Parallel computers</searchLink> – Name: Abstract Label: Abstract Group: Ab Data: The use of high-performance computing systems to help to make the right investment decisions in financial markets is an open research field where multiple efforts have being carried out during the past few years. Specifically, the Heath-Jarrow-Morton (HJM) model has a number of features that make it well suited for implementation on massively parallel architectures. This paper presents a multi-CPU and multi-GPU implementation of the HJM model that improves both the performance and energy efficiency. The experimental results reveal that the proposed architectures achieve excellent performance improvements, as well as optimize the energy efficiency and the cost/performance ratio. [ABSTRACT FROM AUTHOR] – Name: AbstractSuppliedCopyright Label: Group: Ab Data: <i>Copyright of Journal of Supercomputing is the property of Springer Nature and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.) |
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| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1007/s11227-014-1316-5 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 11 StartPage: 729 Subjects: – SubjectFull: Multiprogramming (Electronic computers) Type: general – SubjectFull: Computer architecture Type: general – SubjectFull: Heterogeneous computing Type: general – SubjectFull: Central processing units Type: general – SubjectFull: Graphics processing units Type: general – SubjectFull: Parallel computers Type: general Titles: – TitleFull: Financial applications on multi-CPU and multi-GPU architectures. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Castillo, Emilio – PersonEntity: Name: NameFull: Camarero, Cristóbal – PersonEntity: Name: NameFull: Borrego, Ana – PersonEntity: Name: NameFull: Bosque, Jose IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 02 Text: Feb2015 Type: published Y: 2015 Identifiers: – Type: issn-print Value: 09208542 Numbering: – Type: volume Value: 71 – Type: issue Value: 2 Titles: – TitleFull: Journal of Supercomputing Type: main |
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