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Near-memory Computing (NMC) promises improved performance for the applications that can exploit the features of emerging memory technologies such as 3D-stacked memory. However, it is not trivial to find such applications and specialized…
There is a great diversity of clustering and community detection algorithms, which are key components of many data analysis and exploration systems. To the best of our knowledge, however, there does not exist yet any uniform benchmarking…
Matlab is one of the most widely used mathematical computing environments in technical computing. It has an interactive environment which provides high performance computing (HPC) procedures and easy to use. Parallel computing with Matlab…
The risk of reinsurance portfolios covering globally occurring natural catastrophes, such as earthquakes and hurricanes, is quantified by employing simulations. These simulations are computationally intensive and require large amounts of…
High performance computing (HPC) is a very attractive and relatively new area of research, which gives promising results in many applications. In this paper HPC is used for pricing of American options. Although the American options are very…
Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting state-of-the-art high-performance computing platforms. In…
The current trend of multicore architectures on shared memory systems underscores the need of parallelism. While there are some programming model to express parallelism, thread programming model has become a standard to support these system…
The trend towards highly parallel multi-processing is ubiquitous in all modern computer architectures, ranging from handheld devices to large-scale HPC systems; yet many applications are struggling to fully utilise the multiple levels of…
Processing-in-Memory (PIM) has emerged as a promising computing paradigm to address the memory wall and the fundamental bottleneck of the von Neumann architecture by reducing costly data movement between memory and processing units. As with…
Variable Annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging these risks requires insurers to find the value of key risk metrics for…
In this paper, a comprehensive performance review of a MPI-based high-order spectral and mortar element method C++ toolbox is presented. The focus is put on the performance evaluation of several aspects with a particular emphasis on the…
We describe a high performance parallel implementation of a derivative pricing model, within which we introduce a new parallel method for the calibration of the industry standard SABR (stochastic-\alpha \beta \rho) stochastic volatility…
Financial derivative pricing is a significant challenge in finance, involving the valuation of instruments like options based on underlying assets. While some cases have simple solutions, many require complex classical computational methods…
A trend in high performance computers that is becoming increasingly popular is the use of symmetric multiprocessing (SMP) rather than the older paradigm of MPP. MPI codes that ran and scaled well on MPP machines can often be run on an SMP…
We explore the trade-offs of performing linear algebra using Apache Spark, compared to traditional C and MPI implementations on HPC platforms. Spark is designed for data analytics on cluster computing platforms with access to local disks…
With the increasing interest in neuromorphic computing, designers of embedded systems face the challenge of efficiently simulating such platforms to enable architecture design exploration early in the development cycle. Executing artificial…
Finely tuning MPI applications and understanding the influence of keyparameters (number of processes, granularity, collective operationalgorithms, virtual topology, and process placement) is critical toobtain good performance on…
Message Passing Interface (MPI) is widely used to implement parallel programs. Although Windowsbased architectures provide the facilities of parallel execution and multi-threading, little attention has been focused on using MPI on these…
The tremendous advance in computer technology in the past decade has made it possible to achieve the performance of a supercomputer on a very small budget. We have built a multi-CPU cluster of Pentium PC capable of parallel computations…
The MARS15 Monte Carlo code capabilities to deal with time-consuming deep penetration shielding problems and other computationally tough tasks in accelerator, detector and shielding applications, have been enhanced by a parallel processing…