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ORCID8. WHPCF@SC 2015: Austin, Texas, USA
- Proceedings of the 8th Workshop on High Performance Computational Finance, WHPCF 2015, Austin, Texas, USA, November 15, 2015. ACM 2015, ISBN 978-1-4503-4015-1
- Bishop Brock, Frank Liu, Karthick Rajamani:
STAC-A2™ benchmark on POWER8. 1:1-1:8 - Guojing Cong, Sophia Wen, James Sedgwick, Louis Ly:
Parallelism-centric optimization and performance study of a finance aggregation engine on modern NUMA systems. 2:1-2:7 - Javier Alejandro Varela, Claus Kestel, Christian de Schryver
, Norbert Wehn, Sascha Desmettre, Ralf Korn:
Optimization strategies for portable code for Monte Carlo-based value-at-risk systems. 3:1-3:8 - Grzegorz Kozikowski, Grigorios Papamanousakis, Jinzhe Yang:
Potential future exposure, modelling and accelerating on GPU and FPGA. 4:1-4:8 - Mark Tucker, J. Mark Bull:
Fulfilling solvency II regulations using high performance computing. 5:1-5:7 - Matthew Dixon, Diego Klabjan, Jin Hoon Bang:
Implementing deep neural networks for financial market prediction on the Intel Xeon Phi. 6:1-6:6 - Gili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr, Kesheng Wu, Marcos López de Prado:
Solving the optimal trading trajectory problem using a quantum annealer. 7:1-7:7 - Simon Suo, Ruiming Zhu, Ryan Attridge, Justin W. L. Wan:
GPU option pricing. 8:1-8:6
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