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Analysis and Optimization of Financial Analytics Benchmark on Modern Multi- and Many-core IA-Based Architectures

By Mikhail Smelyanskiy, Jason Sewall, Dhiraj D.

Authored by Belinda Liviero (Intel) Last updated on 03/21/2019 - 12:00
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Monte Carlo Method for Stock Options Pricing Sample

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Authored by Last updated on 05/31/2019 - 14:40
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基于英特尔® 架构加速金融应用

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Authored by George Raskulinec (Intel) Last updated on 07/06/2019 - 16:40
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案例研究: 使用分布式优化框架在 Monte Carlo 欧式期权方面实现高级性能

1. 简介

Monte Carlo 使用统计计算方法解决复杂的科学计算问题。 它创新地使用随机数字模拟一个问题输入结果的不确定性,并通过处理重复的参数抽样获得一个确定的结果和解决一些以其他方式无法解决的问题。 该方法最早起源于上世纪 40 年代末,由参与“曼哈顿”计划的核物理学家们率先提出。 并采用摩纳哥最大的赌城 Monte Carlo 来命名。

Authored by Last updated on 07/06/2019 - 16:40
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随着 HP Apollo 6000 系统的 ProLiant XL250a 服务器宣布支持英特尔® 至强融核™ 协处理器,基于多核主机系统和众核加速器设备的异构计算平台在进军主流 HPC 计算市场方面实现了重大飞跃。 尽管许多应用开发商尝试使用该平台的方式与 GPGPU 加速平台相同,但这种做法会降低多核主机处理器的处理能力,以及企业 IT 运营的效率。

Authored by Last updated on 03/21/2019 - 12:00
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Monte-Carlo simulation on Asian Options Pricing

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Authored by Mike P. (Intel) Last updated on 03/21/2019 - 12:00
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用于亚洲期权定价的 Monte Carlo 模拟

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Authored by Mike P. (Intel) Last updated on 03/21/2019 - 12:00
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Intel Solutions and Technologies for the Evolving Data Center

  One Stop for Optimizing Your Data Center From AI to Big Data to HPC: End-to-end Solutions
Authored by admin Last updated on 07/06/2019 - 16:40
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Parallel Universe Magazine - Issue 12, November 2012

Authored by admin Last updated on 12/12/2018 - 18:08