Matches in SemOpenAlex for { <https://semopenalex.org/work/W2100580384> ?p ?o ?g. }
- W2100580384 abstract "This paper presents a framework for the acceleration of Monte-Carlo simulations using reconfigurable hardware. Discrete-time random walk simulations are widely used in the financial computation to calculate derivative prices and evaluate portfolio risk, but increases in model complexity and tighter time constraints now require large computer farms to meet operational demands. We present a model for accelerating such tasks with reconfigurable hardware, using an architecture that exploits parallelism at multiple levels, combining fine-grained pipelining, intra-device multi-threading and inter-device distributed processing. The architecture adopts a modular design approach, allowing components to be re-used across different applications, while also allowing automatic design space exploration to maximise performance within different devices. Using our framework, we implement two different discrete-time random walks representative of financial simulations and these show 71 times and 8 times speedup respectively when compared to a C++ software and SSE vectorised implementations" @default.
- W2100580384 created "2016-06-24" @default.
- W2100580384 creator A5057940557 @default.
- W2100580384 creator A5079250404 @default.
- W2100580384 creator A5081452934 @default.
- W2100580384 creator A5083608463 @default.
- W2100580384 date "2006-09-01" @default.
- W2100580384 modified "2023-09-26" @default.
- W2100580384 title "A Reconfigurable Simulation Framework for Financial Computation" @default.
- W2100580384 cites W1488607660 @default.
- W2100580384 cites W1525256105 @default.
- W2100580384 cites W1988697445 @default.
- W2100580384 cites W2008818007 @default.
- W2100580384 cites W2062991789 @default.
- W2100580384 cites W2076057077 @default.
- W2100580384 cites W2096281698 @default.
- W2100580384 cites W2105015508 @default.
- W2100580384 cites W2115002670 @default.
- W2100580384 cites W2120577120 @default.
- W2100580384 cites W2141116325 @default.
- W2100580384 cites W2147065211 @default.
- W2100580384 cites W2170039990 @default.
- W2100580384 cites W2432517183 @default.
- W2100580384 cites W2981264952 @default.
- W2100580384 cites W69137203 @default.
- W2100580384 cites W2116938470 @default.
- W2100580384 doi "https://doi.org/10.1109/reconf.2006.307750" @default.
- W2100580384 hasPublicationYear "2006" @default.
- W2100580384 type Work @default.
- W2100580384 sameAs 2100580384 @default.
- W2100580384 citedByCount "3" @default.
- W2100580384 crossrefType "proceedings-article" @default.
- W2100580384 hasAuthorship W2100580384A5057940557 @default.
- W2100580384 hasAuthorship W2100580384A5079250404 @default.
- W2100580384 hasAuthorship W2100580384A5081452934 @default.
- W2100580384 hasAuthorship W2100580384A5083608463 @default.
- W2100580384 hasConcept C101468663 @default.
- W2100580384 hasConcept C105795698 @default.
- W2100580384 hasConcept C111919701 @default.
- W2100580384 hasConcept C113775141 @default.
- W2100580384 hasConcept C11413529 @default.
- W2100580384 hasConcept C117896860 @default.
- W2100580384 hasConcept C120314980 @default.
- W2100580384 hasConcept C121194460 @default.
- W2100580384 hasConcept C121332964 @default.
- W2100580384 hasConcept C13164978 @default.
- W2100580384 hasConcept C142962650 @default.
- W2100580384 hasConcept C149635348 @default.
- W2100580384 hasConcept C165696696 @default.
- W2100580384 hasConcept C173608175 @default.
- W2100580384 hasConcept C19499675 @default.
- W2100580384 hasConcept C199360897 @default.
- W2100580384 hasConcept C26713055 @default.
- W2100580384 hasConcept C2776221188 @default.
- W2100580384 hasConcept C2777904410 @default.
- W2100580384 hasConcept C33923547 @default.
- W2100580384 hasConcept C38652104 @default.
- W2100580384 hasConcept C41008148 @default.
- W2100580384 hasConcept C42935608 @default.
- W2100580384 hasConcept C45374587 @default.
- W2100580384 hasConcept C68339613 @default.
- W2100580384 hasConcept C74650414 @default.
- W2100580384 hasConceptScore W2100580384C101468663 @default.
- W2100580384 hasConceptScore W2100580384C105795698 @default.
- W2100580384 hasConceptScore W2100580384C111919701 @default.
- W2100580384 hasConceptScore W2100580384C113775141 @default.
- W2100580384 hasConceptScore W2100580384C11413529 @default.
- W2100580384 hasConceptScore W2100580384C117896860 @default.
- W2100580384 hasConceptScore W2100580384C120314980 @default.
- W2100580384 hasConceptScore W2100580384C121194460 @default.
- W2100580384 hasConceptScore W2100580384C121332964 @default.
- W2100580384 hasConceptScore W2100580384C13164978 @default.
- W2100580384 hasConceptScore W2100580384C142962650 @default.
- W2100580384 hasConceptScore W2100580384C149635348 @default.
- W2100580384 hasConceptScore W2100580384C165696696 @default.
- W2100580384 hasConceptScore W2100580384C173608175 @default.
- W2100580384 hasConceptScore W2100580384C19499675 @default.
- W2100580384 hasConceptScore W2100580384C199360897 @default.
- W2100580384 hasConceptScore W2100580384C26713055 @default.
- W2100580384 hasConceptScore W2100580384C2776221188 @default.
- W2100580384 hasConceptScore W2100580384C2777904410 @default.
- W2100580384 hasConceptScore W2100580384C33923547 @default.
- W2100580384 hasConceptScore W2100580384C38652104 @default.
- W2100580384 hasConceptScore W2100580384C41008148 @default.
- W2100580384 hasConceptScore W2100580384C42935608 @default.
- W2100580384 hasConceptScore W2100580384C45374587 @default.
- W2100580384 hasConceptScore W2100580384C68339613 @default.
- W2100580384 hasConceptScore W2100580384C74650414 @default.
- W2100580384 hasLocation W21005803841 @default.
- W2100580384 hasOpenAccess W2100580384 @default.
- W2100580384 hasPrimaryLocation W21005803841 @default.
- W2100580384 hasRelatedWork W2045575721 @default.
- W2100580384 hasRelatedWork W2068258741 @default.
- W2100580384 hasRelatedWork W2096332943 @default.
- W2100580384 hasRelatedWork W2100580384 @default.
- W2100580384 hasRelatedWork W2114257558 @default.
- W2100580384 hasRelatedWork W2356033780 @default.
- W2100580384 hasRelatedWork W2750757353 @default.
- W2100580384 hasRelatedWork W2903140524 @default.
- W2100580384 hasRelatedWork W2946227552 @default.