5 citations · 9 across the 5 of their papers we have counts for
5 papers
Evaluating Versal AI Engines for option price discovery in market risk analysis
Mark Klaisoongnoen, Nick Brown, Tim Dykes +2
Whilst Field-Programmable Gate Arrays (FPGAs) have been popular in accelerating high-frequency financial workload for many years, their application in quantitative finance, the uti…
Morpheus unleashed: Fast cross-platform SpMV on emerging architectures
Christodoulos Stylianou, Mark Klaisoongnoen, Ricardo Jesus +2
Sparse matrices and linear algebra are at the heart of scientific simulations. Over the years, more than 70 sparse matrix storage formats have been developed, targeting a wide rang…
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…