Financial monte carlo simulation on architecturally diverse systems

  • Naveen Singla
  • , Michael Hall
  • , Berkley Shands
  • , Roger D. Chamberlain

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

25 Scopus citations

Abstract

Computational finance relies heavily on the use of Monte Carlo simulation techniques. However, Monte Carlo simulation is computationally very demanding. We demonstrate the use of architecturally diverse systems to accelerate the performance of these simulations, exploiting both graphics processing units and field-programmable gate arrays. Performance results include a speedup of 74 × relative to an 8 core multiprocessor system (180× relative to a single processor core).

Original languageEnglish
Title of host publication2008 Workshop on High Performance Computational Finance, WHPCF 2008
DOIs
StatePublished - 2008
Event2008 Workshop on High Performance Computational Finance, WHPCF 2008 - Austin, TX, United States
Duration: Nov 16 2008Nov 16 2008

Publication series

Name2008 Workshop on High Performance Computational Finance, WHPCF 2008

Conference

Conference2008 Workshop on High Performance Computational Finance, WHPCF 2008
Country/TerritoryUnited States
CityAustin, TX
Period11/16/0811/16/08

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