GPGPUs in computational finance: massive parallel computing for American style options.
Gilles PagèsBenedikt WilbertzPublished in: Concurr. Comput. Pract. Exp. (2012)
Keyphrases
- parallel computing
- computational finance
- computational intelligence
- financial forecasting
- massively parallel
- parallel computation
- machine learning
- computing systems
- genetic programming
- shared memory
- parallel programming
- computer architecture
- parallel computers
- data analysis
- multithreading
- field programmable gate array
- processing units
- artificial neural networks
- neural network
- decision making
- parallel execution
- intelligent systems
- information systems
- commodity hardware