{"id":"https://openalex.org/W2158316079","doi":"https://doi.org/10.1109/ipdps.2008.4536320","title":"Financial modeling on the cell broadband engine","display_name":"Financial modeling on the cell broadband engine","publication_year":2008,"publication_date":"2008-04-01","ids":{"openalex":"https://openalex.org/W2158316079","doi":"https://doi.org/10.1109/ipdps.2008.4536320","mag":"2158316079"},"language":"en","primary_location":{"id":"doi:10.1109/ipdps.2008.4536320","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ipdps.2008.4536320","pdf_url":null,"source":{"id":"https://openalex.org/S4210174069","display_name":"Proceedings - IEEE International Parallel and Distributed Processing Symposium","issn_l":"1530-2075","issn":["1530-2075"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 IEEE International Symposium on Parallel and Distributed Processing","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5028454963","display_name":"Virat Agarwal","orcid":null},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Virat Agarwal","raw_affiliation_strings":["College of Computing, Georgia Institute of Technology, Atlanta, GA, USA"],"affiliations":[{"raw_affiliation_string":"College of Computing, Georgia Institute of Technology, Atlanta, GA, USA","institution_ids":["https://openalex.org/I130701444"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054188455","display_name":"Lurng-Kuo Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I4210114115","display_name":"IBM Research - Thomas J. Watson Research Center","ror":"https://ror.org/0265w5591","country_code":"US","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Lurng-Kuo Liu","raw_affiliation_strings":["IBM Thomas J. Watson Research Center, Yorktown Heights, NY, USA"],"affiliations":[{"raw_affiliation_string":"IBM Thomas J. Watson Research Center, Yorktown Heights, NY, USA","institution_ids":["https://openalex.org/I4210114115"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076610730","display_name":"David A. Bader","orcid":"https://orcid.org/0000-0002-7380-5876"},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"David A. Bader","raw_affiliation_strings":["College of Computing, Georgia Institute of Technology, Atlanta, GA, USA"],"affiliations":[{"raw_affiliation_string":"College of Computing, Georgia Institute of Technology, Atlanta, GA, USA","institution_ids":["https://openalex.org/I130701444"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5028454963"],"corresponding_institution_ids":["https://openalex.org/I130701444"],"apc_list":null,"apc_paid":null,"fwci":8.0054,"has_fulltext":false,"cited_by_count":30,"citation_normalized_percentile":{"value":0.97629994,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"12"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11181","display_name":"Advanced Data Storage Technologies","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11181","display_name":"Advanced Data Storage Technologies","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9944000244140625,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/speedup","display_name":"Speedup","score":0.8766624927520752},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8021270632743835},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.5948910117149353},{"id":"https://openalex.org/keywords/cuda","display_name":"CUDA","score":0.5430883169174194},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.5031904578208923},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.45626047253608704},{"id":"https://openalex.org/keywords/multi-core-processor","display_name":"Multi-core processor","score":0.44281625747680664},{"id":"https://openalex.org/keywords/general-purpose-computing-on-graphics-processing-units","display_name":"General-purpose computing on graphics processing units","score":0.4180677831172943},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2426357865333557},{"id":"https://openalex.org/keywords/operating-system","display_name":"Operating system","score":0.18903404474258423}],"concepts":[{"id":"https://openalex.org/C68339613","wikidata":"https://www.wikidata.org/wiki/Q1549489","display_name":"Speedup","level":2,"score":0.8766624927520752},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8021270632743835},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.5948910117149353},{"id":"https://openalex.org/C2778119891","wikidata":"https://www.wikidata.org/wiki/Q477690","display_name":"CUDA","level":2,"score":0.5430883169174194},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5031904578208923},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.45626047253608704},{"id":"https://openalex.org/C78766204","wikidata":"https://www.wikidata.org/wiki/Q555032","display_name":"Multi-core processor","level":2,"score":0.44281625747680664},{"id":"https://openalex.org/C50630238","wikidata":"https://www.wikidata.org/wiki/Q971505","display_name":"General-purpose computing on graphics processing units","level":3,"score":0.4180677831172943},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2426357865333557},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.18903404474258423},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C21442007","wikidata":"https://www.wikidata.org/wiki/Q1027879","display_name":"Graphics","level":2,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/ipdps.2008.4536320","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ipdps.2008.4536320","pdf_url":null,"source":{"id":"https://openalex.org/S4210174069","display_name":"Proceedings - IEEE International Parallel and Distributed Processing Symposium","issn_l":"1530-2075","issn":["1530-2075"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 IEEE International Symposium on Parallel and Distributed Processing","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.187.4163","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.187.4163","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cc.gatech.edu/%7Ebader/papers/FSSCell-IPDPS2008.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.46000000834465027}],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320309480","display_name":"Nvidia","ror":"https://ror.org/03jdj4y14"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W1487278226","https://openalex.org/W1533766842","https://openalex.org/W1537855935","https://openalex.org/W1575732703","https://openalex.org/W1771537750","https://openalex.org/W1965612527","https://openalex.org/W1971622339","https://openalex.org/W2017001763","https://openalex.org/W2034094818","https://openalex.org/W2043419861","https://openalex.org/W2045759226","https://openalex.org/W2048820176","https://openalex.org/W2051203581","https://openalex.org/W2059807497","https://openalex.org/W2077791698","https://openalex.org/W2079726719","https://openalex.org/W2088943630","https://openalex.org/W2095595785","https://openalex.org/W2115496473","https://openalex.org/W2115828692","https://openalex.org/W2124588455","https://openalex.org/W2124741347","https://openalex.org/W2129525667","https://openalex.org/W2137992904","https://openalex.org/W2153092996","https://openalex.org/W2160204225","https://openalex.org/W2162991651","https://openalex.org/W2165913365","https://openalex.org/W2171404670","https://openalex.org/W2282382832","https://openalex.org/W2481777865","https://openalex.org/W4237826793","https://openalex.org/W4300580367","https://openalex.org/W6683652559"],"related_works":["https://openalex.org/W1973046741","https://openalex.org/W2983282793","https://openalex.org/W1963859303","https://openalex.org/W2364044215","https://openalex.org/W2389600408","https://openalex.org/W240129890","https://openalex.org/W3048701459","https://openalex.org/W2149078538","https://openalex.org/W2080146221","https://openalex.org/W2370314112"],"abstract_inverted_index":{"High":[0],"performance":[1,30,52,73,175],"computing":[2],"is":[3,182],"critical":[4],"for":[5,46,62,139,155,185],"financial":[6,32,63,186],"markets":[7],"where":[8],"analysts":[9],"seek":[10],"to":[11,19],"accelerate":[12],"complex":[13],"optimizations":[14],"such":[15],"as":[16,80,82,149],"pricing":[17,121,126],"engines":[18],"maintain":[20],"a":[21,41,128,145,161],"competitive":[22],"edge.":[23],"In":[24],"this":[25],"paper":[26],"we":[27,111],"investigate":[28],"the":[29,35,56,88,179],"of":[31,58,70,87,105,130,147,163],"workloads":[33,64,187],"on":[34],"Sony-Toshiba-":[36],"IBM":[37],"Cell":[38],"Broadband":[39],"Engine,":[40],"heterogeneous":[42],"multicore":[43],"chip":[44],"architected":[45],"intensive":[47],"gaming":[48],"applications":[49],"and":[50,65,75,98,116,141,160,174,188],"high":[51,72],"computing.":[53],"We":[54],"analyze":[55],"use":[57],"Monte":[59,189],"Carlo":[60,190],"techniques":[61],"design":[66],"efficient":[67],"parallel":[68],"implementations":[69],"different":[71],"pseudo":[74,91],"quasi":[76],"random":[77,92],"number":[78,93],"generators":[79],"well":[81,183],"normalization":[83],"techniques.":[84],"Our":[85,123,171],"implementation":[86],"Mersenne":[89],"Twister":[90],"generator":[94],"outperforms":[95],"current":[96],"Intel":[97],"AMD":[99],"architectures":[100],"by":[101],"over":[102,131,165],"an":[103],"order":[104],"magnitude.":[106],"Using":[107],"these":[108],"new":[109],"routines,":[110],"optimize":[112],"European":[113],"option":[114],"(EO)":[115],"collateralized":[117],"debt":[118],"obligation":[119],"(CDO)":[120],"algorithms.":[122],"Cell-optimized":[124],"EO":[125],"achieves":[127],"speedup":[129,146,162],"2":[132],"in":[133],"comparison":[134],"with":[135,143,151],"using":[136,152],"RapidMind":[137,153],"SDK":[138,154],"Cell,":[140],"comparing":[142],"GPU,":[144],"1.26":[148],"compared":[150],"GPU":[156],"(NVIDIA":[157],"GeForce":[158,167],"8800),":[159],"1.51":[164],"NVIDIA":[166],"8800":[168],"(using":[169],"CUDA).":[170],"detailed":[172],"analyses":[173],"results":[176],"demonstrate":[177],"that":[178],"Cell/B.E.":[180],"processor":[181],"suited":[184],"simulation.":[191]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}
