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Article

Optimize Data Layout with SIMD Templates

Contrast results for manually tuning financial data and using data layout templates in the Intel® C++ Compiler.
Autor Nimisha R. (Intel) Última actualización 06/06/2017 - 08:47
Article

Heterogeneous STAC-A2* on the Intel® Xeon® Processor and Intel® Xeon Phi™ Coprocessor

STAC-A2 is a set of specifications defined by leading financial institutions, academia, and hardware vendors to represent realistic market risk analysis workloads. This article describes testing that measured the performance scaling of a system consisting of two Intel® Xeon® processors E5-2697 v3 and two Intel® Xeon Phi™ coprocessors 7120P or Intel® Xeon Phi™ processor 7250 and running the...
Autor Robert Geva (Intel) Última actualización 15/12/2016 - 15:11
Article

ModernCode 项目 - 英特尔与合作伙伴帮助您令目前的软件支持未来的计算机

今天,我们推出了英特尔® 现代代码开发人员社区,该社区重点专注于并行编程。

Autor admin Última actualización 07/06/2017 - 10:53
Article

Recipe: Monte Carlo European Option Pricing for Intel® Xeon Phi® Processor

This article covers the Monte Carlo Methods using a simple quasi random number generator.
Autor admin Última actualización 01/06/2017 - 11:36
Article

Recipe: The Black-Scholes-Merton Formula Optimization for Intel® Xeon Phi™ Processor

Financial derivative pricing is a cornerstone of quantitative finance. The most common form of financial derivatives is common stock options, which are contracts between two parties regarding buying or selling an asset (specifically shares of stock) at a certain time at an agreed price.
Autor admin Última actualización 01/06/2017 - 11:29
Article

Threading and Memory Analysis of Financial Applications with Intel® Inspector 2017

 

Threading and Memory Analysis of Financial Applications with Intel® Inspector 2017

by

Michael D’Mello, Ravi Vemuri

Autor Michael D. (Intel) Última actualización 07/06/2017 - 12:16
Article

Financial Services Industry (FSI) - Frequently Asked Questions

Q: What are the Clock speed and IPC improvements for IVB-EP?

Autor admin Última actualización 07/06/2017 - 12:15
Article

Monte-Carlo simulation on Asian Options Pricing

This is an exercise in performance optimization on heterogeneous Intel architecture systems based on multi-core processors and manycore (MIC) coprocessors.
Autor Mike P. (Intel) Última actualización 01/06/2017 - 11:18
Article

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.
Autor Nimisha R. (Intel) Última actualización 26/01/2017 - 00:49
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