Proceedings of the 5th International Workshop on OpenCL 2017
DOI: 10.1145/3078155.3078161
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Near Real-Time Risk Simulation of Complex Portfolios on Heterogeneous Computing Systems with OpenCL

Javier Alejandro Varela
1
,
Norbert Wehn
2
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Cited by 4 publications
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References 11 publications
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MAXelerator: FPGA Accelerator for Privacy Preserving Multiply-Accumulate (MAC) on Cloud Servers

Hussain
1
,
Rouhani
2
,
Ghasemzadeh
3
et al. 2018
2018 55th ACM/ESDA/IEEE Design Automation Conference (DAC)
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MAXelerator: FPGA Accelerator for Privacy Preserving Multiply-Accumulate (MAC) on Cloud Servers

Hussain
1
,
Rouhani
2
,
Ghasemzadeh
3
et al. 2018
2018 55th ACM/ESDA/IEEE Design Automation Conference (DAC)
10
0
4
0
View full textAdd to dashboardCite

Real-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL

Varela
1
,
Wehn
2
,
Desmettre
3
et al. 2017
Proceedings of the 7th Workshop on Python for High-Performance and Scientific Computing
1
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MAXelerator

Hussain
1
,
Rouhani
2
,
Ghasemzadeh
3
et al. 2018
Proceedings of the 55th Annual Design Automation Conference
11
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