Super-charging ORE: How technology advancements have enabled improved run times using GPUs
Eric Ehlers, Principal Consultant at Acadia makes his debut hosting Ahead of the Curve podcast alongside his colleague Zeyu (Jerry) Shen.
They share their expertise in explaining how to speed up crucial processing time for running complex calculations in Open-Source Risk Engine (ORE) by utilizing GPGPU (General purpose computing on graphics processing units).
Listen time: 11 mins
Recent Videos
Video
ISDA SIMM 2.7: Challenges and Opportunities
October 29, 2024
Video
The Evolution of Model Validation: Why Governance is Essential
September 19, 2024
Video
Building a Comprehensive Market Data Utility for Risk and Pricing Calculations
September 19, 2024
Article
Capital Calculation: An analytical comparison of Standardized vs. Model-Based Approaches
September 13, 2024
Recent Videos
Video
ISDA SIMM 2.7: Challenges and Opportunities
October 29, 2024
Video
The Evolution of Model Validation: Why Governance is Essential
September 19, 2024
Video
Building a Comprehensive Market Data Utility for Risk and Pricing Calculations
September 20, 2024
Article
Capital Calculation: An analytical comparison of Standardized vs. Model-Based Approaches
September 17, 2024
Eric Ehlers, Principal Consultant at Acadia makes his debut hosting Ahead of the Curve podcast alongside his colleague Zeyu (Jerry) Shen.
They share their expertise in explaining how to speed up crucial processing time for running complex calculations in Open-Source Risk Engine (ORE) by utilizing GPGPU (General purpose computing on graphics processing units).
Listen time: 11 mins
Eric Ehlers, Principal Consultant at Acadia makes his debut hosting Ahead of the Curve podcast alongside his colleague Zeyu (Jerry) Shen.
They share their expertise in explaining how to speed up crucial processing time for running complex calculations in Open-Source Risk Engine (ORE) by utilizing GPGPU (General purpose computing on graphics processing units).
Listen time: 11 mins
Share this
Products Suites you might be interested in
Products Suites you might be interested in
Explore our video library
Explore our video library
Recent Insights
Video
ISDA SIMM 2.7: Challenges and Opportunities
October 29, 2024
Video
Building a Comprehensive Market Data Utility for Risk and Pricing Calculations
September 19, 2024
Video
The Evolution of Model Validation: Why Governance is Essential
September 19, 2024
Video
ISDA SIMM 2.7: Challenges and Opportunities
October 29, 2024
Video
Building a Comprehensive Market Data Utility for Risk and Pricing Calculations
September 19, 2024
Video
The Evolution of Model Validation: Why Governance is Essential
September 19, 2024