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Data Layout Optimization Using SIMD Data Layout Templates

Financial service customers need to improve financial algorithmic performance for models such as Monte Carlo, Black-Scholes, and others. SIMD programming can speed up these workloads. In this paper, we perform data layout optimizations using two approaches on a Black-Scholes workload for European options valuation from the open source Quantlib library.
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  • QuantLib*
  • Financial Services Industry
  • Smart Glasses to Help the Blind, With Pivothead LiveModPro* and Intel® Edison Module

    You want to do cool computer vision tricks with Intel® Edison module ? Yes, but why not work on a project to help the blind and put your coding skills to good use !
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  • Using ACUWizard for Self-discovery of Configuration Paths

    Learn about the ACUWizard tool that is included in the Intel® Active Management Technology (Intel® AMT) Setup and Configuration Server. This paper discusses reasons to use the ACUWizard tool and provides instructions on how to run it.
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