3 citations · 5 across the 5 of their papers we have counts for
5 papers
Fast and energy-efficient derivatives risk analysis: Streaming option Greeks on Xilinx and Intel FPGAs
Mark Klaisoongnoen, Nick Brown, Oliver Brown
Whilst FPGAs have enjoyed success in accelerating high-frequency financial workloads for some time, their use for quantitative finance, which is the use of mathematical models to a…
Low-power option Greeks: Efficiency-driven market risk analysis using FPGAs
Mark Klaisoongnoen, Nick Brown, Oliver Thomson Brown
Quantitative finance is the use of mathematical models to analyse financial markets and securities. Typically requiring significant amounts of computation, an important question is…
Optimisation of an FPGA Credit Default Swap engine by embracing dataflow techniques
Nick Brown, Mark Klaisoongnoen, Oliver Thomson Brown
Quantitative finance is the use of mathematical models to analyse financial markets and securities. Typically requiring significant amounts of computation, an important question is…
Driving asynchronous distributed tasks with events
Nick Brown, Oliver Thomson Brown, J. Mark Bull
Open-source matters, not just to the current cohort of HPC users but also to potential new HPC communities, such as machine learning, themselves often rooted in open-source. Many o…
Using machine learning to reduce ensembles of geological models for oil and gas exploration
Anna Roubícková, Lucy MacGregor, Nick Brown +2
Exploration using borehole drilling is a key activity in determining the most appropriate locations for the petroleum industry to develop oil fields. However, estimating the amount…