Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs-Reference-Cited by-同舟云学术

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Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs

Published:2022-11 Issue: Volume: Page:
ISSN:
Container-title:2022 IEEE/ACM International Workshop on Heterogeneous High-performance Reconfigurable Computing (H2RC)
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Author:

Klaisoongnoen Mark¹,Brown Nick¹,Brown Oliver Thomson¹

Affiliation:

1. EPCC, The University of Edinburgh The Bayes Centre,Edinburgh,UK

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10027175/10027477/10027489.pdf?arnumber=10027489

Reference19 articles.

1. Comparing performance and energy efficiency of FPGAs and GPUs for high productivity computing

2. I feel the need for speed

3. RAPL

4. STAC Report: STAC-A2 (derivatives risk) on 8x Alveo U250 FPGA cards in a BOXX GX8-M;STAC research audits,2021

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Evaluating Versal AI Engines for Option Price Discovery in Market Risk Analysis;Proceedings of the 2024 ACM/SIGDA International Symposium on Field Programmable Gate Arrays;2024-04

2. Stencil-HMLS: A multi-layered approach to the automatic optimisation of stencil codes on FPGA;Proceedings of the SC '23 Workshops of The International Conference on High Performance Computing, Network, Storage, and Analysis;2023-11-12

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