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PARSEC* 3.0 中的多线程代码优化: BlackScholes

The Black-Scholes benchmark is a one of the 13 benchmarks in the PARSEC. This benchmark does option pricing with Black-Scholes Partial Differential Equation (PDE). The Black-Scholes equation is a differential equation that describes how, under a certain set of assumptions, the value of an option changes as the price of the underlying asset changes. Based on this formula, one can compute the...
Authored by Artem G. (Intel) Last updated on 07/04/2019 - 21:42
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借助 SIMD 数据布局模板优化数据布局

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.
Authored by Nimisha R. (Intel) Last updated on 12/12/2018 - 18:00
Blog post

彩虹、独角兽和性能便携性

一个古老的犹太族寓言讲述了一个穷人向拉比寻求建议,他家里人多,房子小,感觉很拥挤。拉比告诉信徒,在房子里养一只山羊,一个月后再来见他。穷人很疑惑,但是没有争辩,他将一只山羊安置在房子里。一个月以后,拉比让穷人把山羊带走,一周后再来见他。不出所料,一周后,穷人感谢拉比,他的心情舒畅多了,因为他觉得家里没有那么挤了。

Authored by Last updated on 12/12/2018 - 18:08
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用于亚洲期权定价的 Monte Carlo 模拟

This is an exercise in performance optimization on heterogeneous Intel architecture systems based on multi-core processors and manycore (MIC) coprocessors.
Authored by Mike P. (Intel) Last updated on 09/30/2019 - 17:30
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面向同步异构计算的结构化性能优化框架

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 09/30/2019 - 17:28
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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 10/03/2019 - 08:00
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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 10/03/2019 - 08:02
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O futuro da autenticação e das transações financeiras na Web (Part 1)

Já está claro para mercado financeiro formado por bancos e meios de pagamento, que apenas ter conhecimento e fazer averiguação dos dados de compra enviados pelos usuários não é suficiente para a co

Authored by Last updated on 10/08/2019 - 18:20
Blog post

O futuro da autenticação e das transações financeiras na Web (Part 1)

Já está claro para mercado financeiro formado por bancos e meios de pagamento, que apenas ter conhecimento e fazer averiguação dos dados de compra enviados pelos usuários não é suficiente para a co

Authored by Last updated on 10/08/2019 - 18:20
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第二代英特尔® 至强® 可扩展处理器产品家族技术概述

介绍第二代英特尔® 至强® 可扩展处理器产品家族的新特性、增强功能以及为开发人员带来的优势
Authored by David Mulnix (Intel) Last updated on 10/15/2019 - 16:40