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Financial applications on multi-CPU and multi-GPU architectures


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. © 2014, Springer Science+Business Media New York.

 Fuente: J Supercomput (2015) 71:729–739

Editorial: Kluwer Academic Publishers

 Fecha de publicación: 01/02/2015

Nº de páginas: 11

Tipo de publicación: Artículo de Revista

DOI: 10.1007/s11227-014-1316-5

ISSN: 0920-8542,1573-0484

Proyecto español: TIN2010-21291-C02-02

Url de la publicación: https://doi.org/10.1007/s11227-014-1316-5

Autores/as

EMILIO CASTILLO VILLAR