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ICPP
2008
IEEE
13 years 11 months ago
On the Design of Fast Pseudo-Random Number Generators for the Cell Broadband Engine and an Application to Risk Analysis
Numerical simulations in computational physics, biology, and finance, often require the use of high quality and efficient parallel random number generators. We design and optimi...
David A. Bader, Aparna Chandramowlishwaran, Virat ...
IPPS
2008
IEEE
13 years 11 months ago
Financial modeling on the cell broadband engine
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
Virat Agarwal, Lurng-Kuo Liu, David A. Bader