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Overview of Summary Statistics (SS) in Intel® MKL

 

Criado por Última atualização em 27/03/2019 - 12:20
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Optimizing Correlation Analysis of Financial Market Data Streams Using Intel® Math Kernel Library

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Optimize Financial Applications using Intel® Math Kernel Library

Intel® Math Kernel Library (Intel® MKL) contains a wealth of highly optimized math functions that are fundamental to a wide variety of Financial Applications.

Criado por Zhang, Zhang (Intel) Última atualização em 25/05/2018 - 15:30
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Non-Obvious Implementation Choices for the Monte Carlo Simulation

This article was written for the Monte Carlo Simulation of European Swaptions sample
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Monte Carlo Method for Stock Options Pricing Sample

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Criado por Última atualização em 31/05/2019 - 14:40
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Multithreaded Code Optimization in PARSEC* 3.0: BlackScholes

Learn about the Blach-Scholes benchmark, part of the benchmark suite of multithreaded programs that comprise the Princeton Application Repository for Shared-Memory Computers (PARSEC).
Criado por Artem G. (Intel) Última atualização em 04/07/2019 - 21:42
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Intel® Xeon® Processor E5-2600 V4 Product Family Technical Overview

The Intel® Xeon® processor E5-2600 v4 product family, code-named Broadwell EP, is a two-socket platform based on Intel’s most recent microarchitecture. Intel uses a “tick-tock” model associated with its generation of processors. This new generation is a “tick” based on 14nm process technology. Major architecture changes take place on a “tock,” while minor architecture changes and a die shrink...
Criado por David Mulnix (Intel) Última atualização em 06/07/2019 - 16:40
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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.
Criado por Mike P. (Intel) Última atualização em 21/03/2019 - 12:00
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Vector API Developer Program for Java* Software

This article introduces Vector API to Java* developers. It shows how to start using the API in Java programs, and provides examples of vector algorithms. It provides step-by-step details on how to build the Vector API and build Java applications using it. It provides the location for downloadable binaries for Project Panama binaries.
Criado por Neil V. (Intel) Última atualização em 06/07/2019 - 16:30