Author: Sascha Hunold
Publisher: Springer
ISBN: 3319273086
Category : Computers
Languages : en
Pages : 862
Book Description
This book constitutes the thoroughly refereed post-conference proceedings of 12 workshops held at the 21st International Conference on Parallel and Distributed Computing, Euro-Par 2015, in Vienna, Austria, in August 2015. The 67 revised full papers presented were carefully reviewed and selected from 121 submissions. The volume includes papers from the following workshops: BigDataCloud: 4th Workshop on Big Data Management in Clouds - Euro-EDUPAR: First European Workshop on Parallel and Distributed Computing Education for Undergraduate Students - Hetero Par: 13th International Workshop on Algorithms, Models and Tools for Parallel Computing on Heterogeneous Platforms - LSDVE: Third Workshop on Large Scale Distributed Virtual Environments - OMHI: 4th International Workshop on On-chip Memory Hierarchies and Interconnects - PADAPS: Third Workshop on Parallel and Distributed Agent-Based Simulations - PELGA: Workshop on Performance Engineering for Large-Scale Graph Analytics - REPPAR: Second International Workshop on Reproducibility in Parallel Computing - Resilience: 8th Workshop on Resiliency in High Performance Computing in Clusters, Clouds, and Grids - ROME: Third Workshop on Runtime and Operating Systems for the Many Core Era - UCHPC: 8th Workshop on UnConventional High Performance Computing - and VHPC: 10th Workshop on Virtualization in High-Performance Cloud Computing.
Euro-Par 2015: Parallel Processing Workshops
Author: Sascha Hunold
Publisher: Springer
ISBN: 3319273086
Category : Computers
Languages : en
Pages : 862
Book Description
This book constitutes the thoroughly refereed post-conference proceedings of 12 workshops held at the 21st International Conference on Parallel and Distributed Computing, Euro-Par 2015, in Vienna, Austria, in August 2015. The 67 revised full papers presented were carefully reviewed and selected from 121 submissions. The volume includes papers from the following workshops: BigDataCloud: 4th Workshop on Big Data Management in Clouds - Euro-EDUPAR: First European Workshop on Parallel and Distributed Computing Education for Undergraduate Students - Hetero Par: 13th International Workshop on Algorithms, Models and Tools for Parallel Computing on Heterogeneous Platforms - LSDVE: Third Workshop on Large Scale Distributed Virtual Environments - OMHI: 4th International Workshop on On-chip Memory Hierarchies and Interconnects - PADAPS: Third Workshop on Parallel and Distributed Agent-Based Simulations - PELGA: Workshop on Performance Engineering for Large-Scale Graph Analytics - REPPAR: Second International Workshop on Reproducibility in Parallel Computing - Resilience: 8th Workshop on Resiliency in High Performance Computing in Clusters, Clouds, and Grids - ROME: Third Workshop on Runtime and Operating Systems for the Many Core Era - UCHPC: 8th Workshop on UnConventional High Performance Computing - and VHPC: 10th Workshop on Virtualization in High-Performance Cloud Computing.
Publisher: Springer
ISBN: 3319273086
Category : Computers
Languages : en
Pages : 862
Book Description
This book constitutes the thoroughly refereed post-conference proceedings of 12 workshops held at the 21st International Conference on Parallel and Distributed Computing, Euro-Par 2015, in Vienna, Austria, in August 2015. The 67 revised full papers presented were carefully reviewed and selected from 121 submissions. The volume includes papers from the following workshops: BigDataCloud: 4th Workshop on Big Data Management in Clouds - Euro-EDUPAR: First European Workshop on Parallel and Distributed Computing Education for Undergraduate Students - Hetero Par: 13th International Workshop on Algorithms, Models and Tools for Parallel Computing on Heterogeneous Platforms - LSDVE: Third Workshop on Large Scale Distributed Virtual Environments - OMHI: 4th International Workshop on On-chip Memory Hierarchies and Interconnects - PADAPS: Third Workshop on Parallel and Distributed Agent-Based Simulations - PELGA: Workshop on Performance Engineering for Large-Scale Graph Analytics - REPPAR: Second International Workshop on Reproducibility in Parallel Computing - Resilience: 8th Workshop on Resiliency in High Performance Computing in Clusters, Clouds, and Grids - ROME: Third Workshop on Runtime and Operating Systems for the Many Core Era - UCHPC: 8th Workshop on UnConventional High Performance Computing - and VHPC: 10th Workshop on Virtualization in High-Performance Cloud Computing.
High-Performance Computing Using FPGAs
Author: Wim Vanderbauwhede
Publisher: Springer Science & Business Media
ISBN: 1461417910
Category : Technology & Engineering
Languages : en
Pages : 798
Book Description
High-Performance Computing using FPGA covers the area of high performance reconfigurable computing (HPRC). This book provides an overview of architectures, tools and applications for High-Performance Reconfigurable Computing (HPRC). FPGAs offer very high I/O bandwidth and fine-grained, custom and flexible parallelism and with the ever-increasing computational needs coupled with the frequency/power wall, the increasing maturity and capabilities of FPGAs, and the advent of multicore processors which has caused the acceptance of parallel computational models. The Part on architectures will introduce different FPGA-based HPC platforms: attached co-processor HPRC architectures such as the CHREC’s Novo-G and EPCC’s Maxwell systems; tightly coupled HRPC architectures, e.g. the Convey hybrid-core computer; reconfigurably networked HPRC architectures, e.g. the QPACE system, and standalone HPRC architectures such as EPFL’s CONFETTI system. The Part on Tools will focus on high-level programming approaches for HPRC, with chapters on C-to-Gate tools (such as Impulse-C, AutoESL, Handel-C, MORA-C++); Graphical tools (MATLAB-Simulink, NI LabVIEW); Domain-specific languages, languages for heterogeneous computing(for example OpenCL, Microsoft’s Kiwi and Alchemy projects). The part on Applications will present case from several application domains where HPRC has been used successfully, such as Bioinformatics and Computational Biology; Financial Computing; Stencil computations; Information retrieval; Lattice QCD; Astrophysics simulations; Weather and climate modeling.
Publisher: Springer Science & Business Media
ISBN: 1461417910
Category : Technology & Engineering
Languages : en
Pages : 798
Book Description
High-Performance Computing using FPGA covers the area of high performance reconfigurable computing (HPRC). This book provides an overview of architectures, tools and applications for High-Performance Reconfigurable Computing (HPRC). FPGAs offer very high I/O bandwidth and fine-grained, custom and flexible parallelism and with the ever-increasing computational needs coupled with the frequency/power wall, the increasing maturity and capabilities of FPGAs, and the advent of multicore processors which has caused the acceptance of parallel computational models. The Part on architectures will introduce different FPGA-based HPC platforms: attached co-processor HPRC architectures such as the CHREC’s Novo-G and EPCC’s Maxwell systems; tightly coupled HRPC architectures, e.g. the Convey hybrid-core computer; reconfigurably networked HPRC architectures, e.g. the QPACE system, and standalone HPRC architectures such as EPFL’s CONFETTI system. The Part on Tools will focus on high-level programming approaches for HPRC, with chapters on C-to-Gate tools (such as Impulse-C, AutoESL, Handel-C, MORA-C++); Graphical tools (MATLAB-Simulink, NI LabVIEW); Domain-specific languages, languages for heterogeneous computing(for example OpenCL, Microsoft’s Kiwi and Alchemy projects). The part on Applications will present case from several application domains where HPRC has been used successfully, such as Bioinformatics and Computational Biology; Financial Computing; Stencil computations; Information retrieval; Lattice QCD; Astrophysics simulations; Weather and climate modeling.
Smart Computing and Communication
Author: Meikang Qiu
Publisher: Springer Nature
ISBN: 3030341399
Category : Computers
Languages : en
Pages : 426
Book Description
This book constitutes the refereed proceedings of the 4th International Conference on Smart Computing and Communications, SmartCom 2019, held in Birmingham, UK, in October 2019. The 40 papers presented in this volume were carefully reviewed and selected from 286 submissions. They focus on both smart computing and communications fields and aimed to collect recent academic work to improve the research and practical application in the field.
Publisher: Springer Nature
ISBN: 3030341399
Category : Computers
Languages : en
Pages : 426
Book Description
This book constitutes the refereed proceedings of the 4th International Conference on Smart Computing and Communications, SmartCom 2019, held in Birmingham, UK, in October 2019. The 40 papers presented in this volume were carefully reviewed and selected from 286 submissions. They focus on both smart computing and communications fields and aimed to collect recent academic work to improve the research and practical application in the field.
FPGA Based Accelerators for Financial Applications
Author: Christian De Schryver
Publisher: Springer
ISBN: 3319154079
Category : Technology & Engineering
Languages : en
Pages : 288
Book Description
This book covers the latest approaches and results from reconfigurable computing architectures employed in the finance domain. So-called field-programmable gate arrays (FPGAs) have already shown to outperform standard CPU- and GPU-based computing architectures by far, saving up to 99% of energy depending on the compute tasks. Renowned authors from financial mathematics, computer architecture and finance business introduce the readers into today’s challenges in finance IT, illustrate the most advanced approaches and use cases and present currently known methodologies for integrating FPGAs in finance systems together with latest results. The complete algorithm-to-hardware flow is covered holistically, so this book serves as a hands-on guide for IT managers, researchers and quants/programmers who think about integrating FPGAs into their current IT systems.
Publisher: Springer
ISBN: 3319154079
Category : Technology & Engineering
Languages : en
Pages : 288
Book Description
This book covers the latest approaches and results from reconfigurable computing architectures employed in the finance domain. So-called field-programmable gate arrays (FPGAs) have already shown to outperform standard CPU- and GPU-based computing architectures by far, saving up to 99% of energy depending on the compute tasks. Renowned authors from financial mathematics, computer architecture and finance business introduce the readers into today’s challenges in finance IT, illustrate the most advanced approaches and use cases and present currently known methodologies for integrating FPGAs in finance systems together with latest results. The complete algorithm-to-hardware flow is covered holistically, so this book serves as a hands-on guide for IT managers, researchers and quants/programmers who think about integrating FPGAs into their current IT systems.
Knowledge-Based and Intelligent Information and Engineering Systems, Part IV
Author: Andreas König
Publisher: Springer Science & Business Media
ISBN: 3642238653
Category : Computers
Languages : en
Pages : 492
Book Description
The four-volume set LNAI 6881-LNAI 6884 constitutes the refereed proceedings of the 15th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2011, held in Kaiserslautern, Germany, in September 2011. Part 4: The total of 244 high-quality papers presented were carefully reviewed and selected from numerous submissions. The 46 papers of Part 4 are organized in topical sections on human activity support in knowledge society, knowledge-based interface systems, model-based computing for innovative engineering, document analysis and knowledge science, immunity-based systems, natural language visualisation advances in theory and application of hybrid intelligent systems.
Publisher: Springer Science & Business Media
ISBN: 3642238653
Category : Computers
Languages : en
Pages : 492
Book Description
The four-volume set LNAI 6881-LNAI 6884 constitutes the refereed proceedings of the 15th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2011, held in Kaiserslautern, Germany, in September 2011. Part 4: The total of 244 high-quality papers presented were carefully reviewed and selected from numerous submissions. The 46 papers of Part 4 are organized in topical sections on human activity support in knowledge society, knowledge-based interface systems, model-based computing for innovative engineering, document analysis and knowledge science, immunity-based systems, natural language visualisation advances in theory and application of hybrid intelligent systems.
Analyzing Analytics
Author: Rajesh Bordawekar
Publisher: Springer Nature
ISBN: 3031017498
Category : Technology & Engineering
Languages : en
Pages : 118
Book Description
This book aims to achieve the following goals: (1) to provide a high-level survey of key analytics models and algorithms without going into mathematical details; (2) to analyze the usage patterns of these models; and (3) to discuss opportunities for accelerating analytics workloads using software, hardware, and system approaches. The book first describes 14 key analytics models (exemplars) that span data mining, machine learning, and data management domains. For each analytics exemplar, we summarize its computational and runtime patterns and apply the information to evaluate parallelization and acceleration alternatives for that exemplar. Using case studies from important application domains such as deep learning, text analytics, and business intelligence (BI), we demonstrate how various software and hardware acceleration strategies are implemented in practice. This book is intended for both experienced professionals and students who are interested in understanding core algorithms behind analytics workloads. It is designed to serve as a guide for addressing various open problems in accelerating analytics workloads, e.g., new architectural features for supporting analytics workloads, impact on programming models and runtime systems, and designing analytics systems.
Publisher: Springer Nature
ISBN: 3031017498
Category : Technology & Engineering
Languages : en
Pages : 118
Book Description
This book aims to achieve the following goals: (1) to provide a high-level survey of key analytics models and algorithms without going into mathematical details; (2) to analyze the usage patterns of these models; and (3) to discuss opportunities for accelerating analytics workloads using software, hardware, and system approaches. The book first describes 14 key analytics models (exemplars) that span data mining, machine learning, and data management domains. For each analytics exemplar, we summarize its computational and runtime patterns and apply the information to evaluate parallelization and acceleration alternatives for that exemplar. Using case studies from important application domains such as deep learning, text analytics, and business intelligence (BI), we demonstrate how various software and hardware acceleration strategies are implemented in practice. This book is intended for both experienced professionals and students who are interested in understanding core algorithms behind analytics workloads. It is designed to serve as a guide for addressing various open problems in accelerating analytics workloads, e.g., new architectural features for supporting analytics workloads, impact on programming models and runtime systems, and designing analytics systems.
High-Performance Computing in Finance
Author: M. A. H. Dempster
Publisher: CRC Press
ISBN: 1315354691
Category : Computers
Languages : en
Pages : 648
Book Description
High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.
Publisher: CRC Press
ISBN: 1315354691
Category : Computers
Languages : en
Pages : 648
Book Description
High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.
Algorithms for Minimization Without Derivatives
Author: Richard P. Brent
Publisher: Courier Corporation
ISBN: 0486143686
Category : Mathematics
Languages : en
Pages : 210
Book Description
DIVOutstanding text for graduate students and research workers proposes improvements to existing algorithms, extends their related mathematical theories, and offers details on new algorithms for approximating local and global minima. /div
Publisher: Courier Corporation
ISBN: 0486143686
Category : Mathematics
Languages : en
Pages : 210
Book Description
DIVOutstanding text for graduate students and research workers proposes improvements to existing algorithms, extends their related mathematical theories, and offers details on new algorithms for approximating local and global minima. /div
Modern Computational Finance
Author: Antoine Savine
Publisher: John Wiley & Sons
ISBN: 1119539455
Category : Mathematics
Languages : en
Pages : 592
Book Description
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
Publisher: John Wiley & Sons
ISBN: 1119539455
Category : Mathematics
Languages : en
Pages : 592
Book Description
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
More Mathematical Finance
Author: Mark Suresh Joshi
Publisher:
ISBN: 9780987122803
Category : Business & Economics
Languages : en
Pages : 484
Book Description
The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experience to bear on issues relevant to the working quantitative analyst. "More Mathematical Finance" is Mark Joshi's fourth book. His previous books including "C++ Design Patterns and Derivatives Pricing" and "Quant Job Interview Questions and Answers" have proven to be indispensable for individuals seeking to become quantitative analysts. His new book continues this trend with a clear exposition of a range of models and techniques in the field of derivatives pricing. Each chapter is accompanied by a set of exercises. These are of a variety of types including simple proofs, complicated derivations and computer projects. Chapter 1. Optionality, convexity and volatility 1 Chapter 2. Where does the money go? 9 Chapter 3. The Bachelier model 23 Chapter 4. Deriving the Delta 29 Chapter 5. Volatility derivatives and model-free dynamic replication 33 Chapter 6. Credit derivatives 41 Chapter 7. The Monte Carlo pricing of portfolio credit derivatives 53 Chapter 8. Quasi-analytic methods for pricing portfolio credit derivatives 71 Chapter 9. Implied correlation for portfolio credit derivatives 81 Chapter 10. Alternate models for portfolio credit derivatives 93 Chapter 11. The non-commutativity of discretization 113 Chapter 12. What is a factor? 129 Chapter 13. Early exercise and Monte Carlo Simulation 151 Chapter 14. The Brownian bridge 175 Chapter 15. Quasi Monte Carlo Simulation 185 Chapter 16. Pricing continuous barrier options using a jump-diffusion model 207 Chapter 17. The Fourier-Laplace transform and option pricing 219 Chapter 18. The cos method 253 Chapter 19. What are market models? 265 Chapter 20. Discounting in market models 281 Chapter 21. Drifts again 293 Chapter 22. Adjoint and automatic Greeks 307 Chapter 23. Estimating correlation for the LIBOR market model 327 Chapter 24. Swap-rate market models 341 Chapter 25. Calibrating market models 363 Chapter 26. Cross-currency market models 389 Chapter 27. Mixture models 401 Chapter 28. The convergence of binomial trees 407 Chapter 29. Asymmetry in option pricing 433 Chapter 30. A perfect model? 443 Chapter 31. The fundamental theorem of asset pricing. 449 Appendix A. The discrete Fourier transform 457 Praise for the Concepts and Practice of Mathematical Finance: "overshadows many other books available on the same subject" -- ZentralBlatt Math "Mark Joshi succeeds admirably - an excellent starting point for a numerate person in the field of mathematical finance." -- Risk Magazine "Very few books provide a balance between financial theory and practice. This book is one of the few books that strikes that balance." -- SIAM Review
Publisher:
ISBN: 9780987122803
Category : Business & Economics
Languages : en
Pages : 484
Book Description
The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experience to bear on issues relevant to the working quantitative analyst. "More Mathematical Finance" is Mark Joshi's fourth book. His previous books including "C++ Design Patterns and Derivatives Pricing" and "Quant Job Interview Questions and Answers" have proven to be indispensable for individuals seeking to become quantitative analysts. His new book continues this trend with a clear exposition of a range of models and techniques in the field of derivatives pricing. Each chapter is accompanied by a set of exercises. These are of a variety of types including simple proofs, complicated derivations and computer projects. Chapter 1. Optionality, convexity and volatility 1 Chapter 2. Where does the money go? 9 Chapter 3. The Bachelier model 23 Chapter 4. Deriving the Delta 29 Chapter 5. Volatility derivatives and model-free dynamic replication 33 Chapter 6. Credit derivatives 41 Chapter 7. The Monte Carlo pricing of portfolio credit derivatives 53 Chapter 8. Quasi-analytic methods for pricing portfolio credit derivatives 71 Chapter 9. Implied correlation for portfolio credit derivatives 81 Chapter 10. Alternate models for portfolio credit derivatives 93 Chapter 11. The non-commutativity of discretization 113 Chapter 12. What is a factor? 129 Chapter 13. Early exercise and Monte Carlo Simulation 151 Chapter 14. The Brownian bridge 175 Chapter 15. Quasi Monte Carlo Simulation 185 Chapter 16. Pricing continuous barrier options using a jump-diffusion model 207 Chapter 17. The Fourier-Laplace transform and option pricing 219 Chapter 18. The cos method 253 Chapter 19. What are market models? 265 Chapter 20. Discounting in market models 281 Chapter 21. Drifts again 293 Chapter 22. Adjoint and automatic Greeks 307 Chapter 23. Estimating correlation for the LIBOR market model 327 Chapter 24. Swap-rate market models 341 Chapter 25. Calibrating market models 363 Chapter 26. Cross-currency market models 389 Chapter 27. Mixture models 401 Chapter 28. The convergence of binomial trees 407 Chapter 29. Asymmetry in option pricing 433 Chapter 30. A perfect model? 443 Chapter 31. The fundamental theorem of asset pricing. 449 Appendix A. The discrete Fourier transform 457 Praise for the Concepts and Practice of Mathematical Finance: "overshadows many other books available on the same subject" -- ZentralBlatt Math "Mark Joshi succeeds admirably - an excellent starting point for a numerate person in the field of mathematical finance." -- Risk Magazine "Very few books provide a balance between financial theory and practice. This book is one of the few books that strikes that balance." -- SIAM Review