GPU Computing on .NET at Speed of CUDA C++

This entry was posted in category Blog on March 22, 2016 by dani

A Performance Comparison of Alea GPU C# and CUDA C++ In the last post we gave a sneak preview of the upcoming Alea GPU version 3. Alea GPU version 3 sets completely new standards for GPU development on .NET. The highlights of the new version are: Higher level abstractions such as GPU LINQ, a GPU […]

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“Auto-magic” GPU Programming

This entry was posted in category Blog on March 9, 2016 by dani

We all agree, GPUs are not as easy to program as a CPU, even though CUDA and OpenCL provide a well established abstraction of the GPU processor design. GPU support in high-level programming languages such as Java, C# or Python still leaves a lot to be desired. Only developers familiar with C++ can directly access […]

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GPUs and Domain Specific Languages for Life Insurance Modeling

This entry was posted in category Blog on March 5, 2016 by dani

The Solvency II EU Directive came into effect at the beginning of the year. It harmonizes insurance regulation in the EU with an economic and risk based approach, which considers the full balance sheet of insurers and re-insurers. In the case of life insurers and pension funds, this requires the calculation of the economic value […]

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Algo Trading with F# and GPUs

This entry was posted in category Blog on December 10, 2015 by dani

This blog post is QuantAlea’s contribution to the F# Advent Calendar. Many thanks to Sergey Tihon for organizing this series. The code for the least correlated subset problem solved below in F# with GPUs can be found on GitHub. QuantAlea has specialized in GPU computing with a strong focus on the financial services industry. You might have […]

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F# for Industrial Applications – Worth a Try?

This entry was posted in category Talk on October 23, 2015 by dani

F# is a functional first language. It is cross platform, open-source with professional development tools and backed by an active community. The popularity of F# steadily increased. It is used in specialized areas such as scientific computing, data science, machine learning, or for trading and risk applications. F# is indeed a very compelling technology. But […]

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