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Article

Making the Monte Carlo Approach Even Easier and Faster

Introduction
Authored by Andrey Naraikin (Intel) Last updated on 06/07/2017 - 12:15
Article

Building Financial Numerical Recipes with Intel Compilers

Introduction
Authored by admin Last updated on 06/07/2017 - 12:16
Blog post

Proof-of-Concept with Financial Systems

For the past 7 weeks I worked on my first Proof-Of-Concept (POC) for a financial system corporation.

Authored by Last updated on 06/14/2017 - 16:18
Blog post

Intel SOA "Soft" Appliance in Financial Services

"Time is money".  That old saying is as relevant as ever in the modern financial service markets.  Complex, real-time, and algorithmic trading are constantly pushing the envelope of that phase. 

Authored by Last updated on 06/14/2017 - 16:34
Blog post

Assessing the accelerator buzz: Another tip for faster Monte Carlo computing

Continuing with the GaussianRand example, a 1.5x gain is nice but were there additional opportunities for performance gains?  Of course there were!

Authored by Michael Stoner (Intel) Last updated on 06/14/2017 - 16:24
Blog post

Assessing the accelerator buzz: Vectorization of Monte Carlo algorithms

Now we’ll take a look at optimizing something more interesting and complex.  Since we can’t show much of the customer source we work on, we’ll look at some public domain code from the internet, spe

Authored by Michael Stoner (Intel) Last updated on 06/14/2017 - 16:21
Article

Intel® Cilk™ Plus – Monte Carlo Sample

Sample code for the Intel Cilk Plus Monte Carlo Sample.
Authored by Joe W. (Intel) Last updated on 06/07/2017 - 12:21
Article

Intel® Cilk™ Plus - Black-Scholes Sample

The black-schole sample application to the Intel® Cilk™ Plus – The Simplest Path to Parallelism how-to guide
Authored by Joe W. (Intel) Last updated on 06/07/2017 - 12:18
Article

Overview of Summary Statistics (SS) in Intel® MKL

 

Authored by Hsin-ying Lin (Intel) Last updated on 06/07/2017 - 10:36
For more complete information about compiler optimizations, see our Optimization Notice.