2015
DOI: 10.1016/j.compeleceng.2015.01.012
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The hardware accelerator debate: A financial risk case study using many-core computing

Abstract: The risk of reinsurance portfolios covering globally occurring natural catastrophes, such as earthquakes and hurricanes, is quantified by employing simulations. These simulations are computationally intensive and require large amounts of data to be processed. The use of many-core hardware accelerators, such as the Intel Xeon Phi and the NVIDIA Graphics Processing Unit (GPU), are desirable for achieving high-performance risk analytics. In this paper, we set out to investigate how accelerators can be employed in… Show more

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Cited by 6 publications
(3 citation statements)
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References 34 publications
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“…The rCUDA framework suits such an application because minimal changes need to be brought about to the production cluster and the acceleration required for the analysis is obtained as a service from a remote host. The analysis has previously been investigated in the context of many-core architectures [11], but we believe virtual GPUs can be a better option.…”
Section: A Financial Risk Case Studymentioning
confidence: 99%
“…The rCUDA framework suits such an application because minimal changes need to be brought about to the production cluster and the acceleration required for the analysis is obtained as a service from a remote host. The analysis has previously been investigated in the context of many-core architectures [11], but we believe virtual GPUs can be a better option.…”
Section: A Financial Risk Case Studymentioning
confidence: 99%
“…FPGA or ASIC based accelerator architecture works faster than accelerators with standard shared memories. Intel Xeon Phi and NVIDIA GPU achieve high computational performance in multi‐core processing systems [54].…”
Section: Introductionmentioning
confidence: 99%
“…The rCUDA framework suits such an application because minimal changes need to be brought about to the production cluster and the acceleration required for the analysis is obtained as a service from a remote host. The analysis has previously been investigated in the context of many-core architectures [29], but we believe virtual GPUs can be a better option.…”
Section: Financial Risk Applicationmentioning
confidence: 99%