Search Results - subject:"GPUs"

cuPDLP.jl : a GPU implementation of restarted primal-dual hybrid gradient for linear programming in Julia

Lu, Haihao; Yang, Jinwen - In: Operations research 73 (2025) 6, pp. 3440-3452

Persistent link: https://www.econbiz.de/10015551945

Artificial intelligence and technopreneurship innovation as key enablers for lean start-ups growth

Singh, Deepak; Shukla, Balvinder; Joshi, Manoj - In: International journal of business and globalisation : IJBG 38 (2024) 3, pp. 382-404

Persistent link: https://www.econbiz.de/10015393919

Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility

Sushko, Stepan S. - 2021

Persistent link: https://www.econbiz.de/10012940057

An efficient implementation of parallel simulated annealing algorithm in GPUs

Ferreiro, A.; García, J.; López-Salas, J.; Vázquez, C. - In: Journal of Global Optimization 57 (2013) 3, pp. 863-890

developed graphic processor units (GPUs). The programming has been carried out with compute unified device architecture (CUDA …) toolkit, specially designed for Nvidia GPUs. For this purpose, efficient versions of SA have been first analyzed and adapted … to GPUs. Thus, an appropriate sequential SA algorithm has been developed as starting point. Next, a straightforward …

Persistent link: https://www.econbiz.de/10010994051

Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs

Fernández, J.L.; Ferreiro, A.M.; García-Rodríguez, J.A. - In: Mathematics and Computers in Simulation (MATCOM) 94 (2013) C, pp. 55-75

For the calibration of the parameters in static and dynamic SABR stochastic volatility models, we propose the application of the GPU technology to the Simulated Annealing global optimization algorithm and to the Monte Carlo simulation. This calibration has been performed for EURO STOXX 50 index...

Persistent link: https://www.econbiz.de/10011051171