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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
Publisher: Kluwer Academic Publishers
Publication date: 01/02/2015
No. of pages: 11
Publication type: Artículo de Revista
DOI: 10.1007/s11227-014-1316-5
ISSN: 0920-8542,1573-0484
Spanish project: TIN2010-21291-C02-02
Publication Url: https://doi.org/10.1007/s11227-014-1316-5
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EMILIO CASTILLO VILLAR
CRISTOBAL CAMARERO COTERILLO
BORREGO, ANA
JOSÉ LUIS BOSQUE ORERO
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