• GPU-computing in econophysics...

Treffer: GPU-computing in econophysics and statistical physics

Title:
GPU-computing in econophysics and statistical physics
Authors:
PREIS, T
Source:
Progress in EconophysicsThe European physical journal. Special topics. 194:87-119
Publisher Information:
Les Ullis: EDP Sciences, 2011.
Publication Year:
2011
Physical Description:
print, 108 ref
Original Material:
INIST-CNRS
Subject Terms:
Physics, Physique, Sciences exactes et technologie, Exact sciences and technology, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Sélection et gestion de portefeuilles, Portfolio theory, Informatique; automatique theorique; systemes, Computer science; control theory; systems, Logiciel, Software, Systèmes informatiques et systèmes répartis. Interface utilisateur, Computer systems and distributed systems. User interface, Carte graphique, Graphic processing unit, Unidad de proceso gráfico, Marché financier, Financial market, Mercado financiero, Modèle Ising, Ising model, Modelo Ising, Modèle statistique, Statistical model, Modelo estadístico, Physique statistique, Statistical physics, Física estadística, Processeur multicoeur, Multicore processor, Procesador MultiNúcleo, Représentation graphique, Graphics, Grafo (curva), Traitement parallèle, Parallel processing, Tratamiento paralelo
Document Type:
Fachzeitschrift Article
File Description:
text
Language:
English
Author Affiliations:
Center for Polymer Studies, Department of Physics, 590 Commonwealth Avenue, Boston, MA 02215, United States
Artemis Capital Asset Management GmbH, Gartenstr. 14, 65558 Holzheim, Germany
ISSN:
1951-6355
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=24142969
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Computer science; theoretical automation; systems

Operational research. Management
Accession Number:
edscal.24142969
Database:
PASCAL Archive

Weitere Informationen

A recent trend in computer science and related fields is general purpose computing on graphics processing units (GPUs), which can yield impressive performance. With multiple cores connected by high memory bandwidth, today's GPUs offer resources for non-graphics parallel processing. This article provides a brief introduction into the field of GPU computing and includes examples. In particular computationally expensive analyses employed in financial market context are coded on a graphics card architecture which leads to a significant reduction of computing time. In order to demonstrate the wide range of possible applications, a standard model in statistical physics ― the Ising model ― is ported to a graphics card architecture as well, resulting in large speedup values.