Article

Recipe: Using Binomial Option Pricing Code as Representative Pricing Derivative Method

Introduction
Criado por Última atualização em 21/03/2019 - 12:08
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.
Criado por administrar Última atualização em 14/06/2019 - 11:50
Article

Recipe: Building and Running MASNUM WAVE for Intel® Xeon Phi™ Processors

This article provides a recipe for how to obtain, compile, and run an optimized version of MASNUM WAVE (0.2 degree high resolution) workload on Intel® Xeon® processors and Intel® Xeon Phi™ processors.
Criado por Última atualização em 14/06/2019 - 11:50
Article

Recipe: Pricing Options Using Barone-Adesi Whaley Approximation

In this paper, we look at one of the successful efforts, pioneered by Barone-Adesi and Whaley, and apply the high performance parallel computing entailed in the modern microprocessors to create a program that can exceed our expectation for high performance with a suitable numerical result.
Criado por administrar Última atualização em 21/03/2019 - 12:00
Article

Recipe: Building and Running VLPL-S for Intel® Xeon Phi™ Processors

This article provides a recipe for how to obtain, compile, and run an optimized version of VLPL-S on Intel® Xeon® processors and Intel® Xeon Phi™ processors.
Criado por Última atualização em 14/06/2019 - 11:50
Article

Recipe: RELION for Intel® Xeon Phi™ 7250 processor

This article provides a recipe for how to obtain, compile, and run an optimized version of relion-1.4 on Intel® Xeon® processors and Intel® Xeon Phi™ processors.
Criado por Yu-Ping Z. (Intel) Última atualização em 14/06/2019 - 11:50
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.
Criado por administrar Última atualização em 14/06/2019 - 11:50
Article

Recipe: Optimized Caffe* for Deep Learning on Intel® Xeon Phi™ processor x200

The computer learning code Caffe* has been optimized for Intel® Xeon Phi™ processors. This article provides detailed instructions on how to compile and run this Caffe* optimized for Intel® architecture to obtain the best performance on Intel Xeon Phi processors.
Criado por Vamsi Sripathi (Intel) Última atualização em 21/03/2019 - 12:40
Article

Recipe: Building and Running YASK (Yet Another Stencil Kernel) on Intel® Processors

Yet Another Stencil Kernel (YASK), is a framework to facilitate design exploration and tuning of HPC kernels including vector folding, cache blocking, memory layout, loop construction, temporal wave-front blocking, and others.YASK contains a specialized source-to-source translator to convert scalar C++ stencil code to SIMD-optimized code.
Criado por Chuck Yount (Intel) Última atualização em 21/03/2019 - 12:00
Article

Recipe: ROME1.0/SML for the Intel® Xeon Phi™ Processor 7250

This article provides a recipe for how to obtain, compile, and run ROME1.0 SML on Intel® Xeon® processors and Intel® Xeon Phi™ processors.
Criado por Yu-Ping Z. (Intel) Última atualização em 14/06/2019 - 11:50