Since the financial crisis of 2008, regulators have been increasingly demanding in terms of risk analysis and stress scenario simulations. In this talk, we present an approach for counterparty risk calculations based on Directed Acyclic Graphs. Calculations are arranged in a tree, where nodes are simulation parts. Nodes hold temporary data that may be reused […]

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A wide variety of image processing algorithms are typically parallel. However, depending on filter-size or neighborhood search pattern, memory access is critical for performances. We’ll show how loop reordering and memory locality fine-tuning help achieve best performance. Using Hybridizer to automate Java byte-code transformation to CUDA source code, and using new CUDA feature Run Time […]

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