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Case Study: Computing Black-Scholes with Intel® Advanced Vector Extensions

Case study discusses Intel® Advanced Vector Extensions (Intel® AVX), gives an overview of Black-Scholes valuation.
Автор: Последнее обновление: 06.07.2019 - 16:27
Блоги

Optimization of Data Read/Write in a Parallel Application

(This work was done by Vivek Lingegowda during his internship at Intel.)

Автор: Последнее обновление: 04.07.2019 - 17:40
Article

Using Intel® C++ Composer XE for Multiple Simple Random Sampling without Replacement

Introduction

Автор: Eugeny Gladkov (Intel) Последнее обновление: 03.07.2019 - 20:00
Article

Accelerating Financial Applications on Intel® architecture

Learn more about an in-depth analysis of code modernization performance conducted by optimizing original CPU code and re-running tests on the latest GPU/CPU hardware.
Автор: George Raskulinec (Intel) Последнее обновление: 06.07.2019 - 16:40
Article

基于英特尔® 架构加速金融应用

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Автор: George Raskulinec (Intel) Последнее обновление: 06.07.2019 - 16:40
Article

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).
Автор: Artem G. (Intel) Последнее обновление: 04.07.2019 - 21:42
Article

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...
Автор: Artem G. (Intel) Последнее обновление: 04.07.2019 - 21:42
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The Unfairness of Good Syntax

The unfairness of good syntax - bad syntax is a problem; good syntax is not a solution.
Автор: Последнее обновление: 04.07.2019 - 11:17
File Wrapper

Parallel Universe Magazine - Issue 30, October 2017

Автор: админ Последнее обновление: 21.03.2019 - 12:00
Article

User Defined Induction in OpenMP* with Intel® C++ Compiler

Intel® C++ Compiler 19.0 supports General Induction, a proposed OpenMP* 5.0 feature as an extension to the existing linear clause.
Автор: Sravani K. (Intel) Последнее обновление: 31.01.2019 - 10:29