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] |
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| Database: | Engineering Source |
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