{"id":"https://openalex.org/W2100232637","doi":"https://doi.org/10.1145/2364474.2364484","title":"Financial software on GPUs","display_name":"Financial software on GPUs","publication_year":2012,"publication_date":"2012-09-12","ids":{"openalex":"https://openalex.org/W2100232637","doi":"https://doi.org/10.1145/2364474.2364484","mag":"2100232637"},"language":"en","primary_location":{"id":"doi:10.1145/2364474.2364484","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2364474.2364484","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 1st ACM SIGPLAN workshop on Functional high-performance computing","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/A5080735312","display_name":"Cosmin E. Oancea","orcid":"https://orcid.org/0000-0001-5421-6876"},"institutions":[{"id":"https://openalex.org/I124055696","display_name":"University of Copenhagen","ror":"https://ror.org/035b05819","country_code":"DK","type":"education","lineage":["https://openalex.org/I124055696"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Cosmin E. Oancea","raw_affiliation_strings":["University of Copenhagen, Copenhagen, Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Copenhagen, Copenhagen, Denmark","institution_ids":["https://openalex.org/I124055696"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027323669","display_name":"Christian Andreetta","orcid":null},"institutions":[{"id":"https://openalex.org/I124055696","display_name":"University of Copenhagen","ror":"https://ror.org/035b05819","country_code":"DK","type":"education","lineage":["https://openalex.org/I124055696"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Christian Andreetta","raw_affiliation_strings":["University of Copenhagen, Copenhagen, Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Copenhagen, Copenhagen, Denmark","institution_ids":["https://openalex.org/I124055696"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007384332","display_name":"Jost Berthold","orcid":null},"institutions":[{"id":"https://openalex.org/I124055696","display_name":"University of Copenhagen","ror":"https://ror.org/035b05819","country_code":"DK","type":"education","lineage":["https://openalex.org/I124055696"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Jost Berthold","raw_affiliation_strings":["University of Copenhagen, Copenhagen, Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Copenhagen, Copenhagen, Denmark","institution_ids":["https://openalex.org/I124055696"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5057581786","display_name":"Alain Frisch","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Alain Frisch","raw_affiliation_strings":["LexiFi, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LexiFi, Paris, France","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5045204080","display_name":"Fritz Henglein","orcid":"https://orcid.org/0000-0001-5190-2125"},"institutions":[{"id":"https://openalex.org/I124055696","display_name":"University of Copenhagen","ror":"https://ror.org/035b05819","country_code":"DK","type":"education","lineage":["https://openalex.org/I124055696"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Fritz Henglein","raw_affiliation_strings":["University of Copenhagen, Copenhagen, Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Copenhagen, Copenhagen, Denmark","institution_ids":["https://openalex.org/I124055696"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.9291,"has_fulltext":false,"cited_by_count":19,"citation_normalized_percentile":{"value":0.91002803,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"61","last_page":"72"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9991999864578247,"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"}},"topics":[{"id":"https://openalex.org/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9991999864578247,"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"}},{"id":"https://openalex.org/T10715","display_name":"Distributed and Parallel Computing Systems","score":0.9990000128746033,"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":0.9945999979972839,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8960871696472168},{"id":"https://openalex.org/keywords/compiler","display_name":"Compiler","score":0.8413511514663696},{"id":"https://openalex.org/keywords/cuda","display_name":"CUDA","score":0.640960693359375},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.6054521203041077},{"id":"https://openalex.org/keywords/kernel","display_name":"Kernel (algebra)","score":0.5887810587882996},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.5265080332756042},{"id":"https://openalex.org/keywords/graphics","display_name":"Graphics","score":0.5153374075889587},{"id":"https://openalex.org/keywords/general-purpose-computing-on-graphics-processing-units","display_name":"General-purpose computing on graphics processing units","score":0.47595712542533875},{"id":"https://openalex.org/keywords/data-parallelism","display_name":"Data parallelism","score":0.47574660181999207},{"id":"https://openalex.org/keywords/software","display_name":"Software","score":0.44187361001968384},{"id":"https://openalex.org/keywords/parallelism","display_name":"Parallelism (grammar)","score":0.3414984345436096},{"id":"https://openalex.org/keywords/operating-system","display_name":"Operating system","score":0.26185333728790283}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8960871696472168},{"id":"https://openalex.org/C169590947","wikidata":"https://www.wikidata.org/wiki/Q47506","display_name":"Compiler","level":2,"score":0.8413511514663696},{"id":"https://openalex.org/C2778119891","wikidata":"https://www.wikidata.org/wiki/Q477690","display_name":"CUDA","level":2,"score":0.640960693359375},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.6054521203041077},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.5887810587882996},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.5265080332756042},{"id":"https://openalex.org/C21442007","wikidata":"https://www.wikidata.org/wiki/Q1027879","display_name":"Graphics","level":2,"score":0.5153374075889587},{"id":"https://openalex.org/C50630238","wikidata":"https://www.wikidata.org/wiki/Q971505","display_name":"General-purpose computing on graphics processing units","level":3,"score":0.47595712542533875},{"id":"https://openalex.org/C61483411","wikidata":"https://www.wikidata.org/wiki/Q3124522","display_name":"Data parallelism","level":3,"score":0.47574660181999207},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.44187361001968384},{"id":"https://openalex.org/C2781172179","wikidata":"https://www.wikidata.org/wiki/Q853109","display_name":"Parallelism (grammar)","level":2,"score":0.3414984345436096},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.26185333728790283},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"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":3,"locations":[{"id":"doi:10.1145/2364474.2364484","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2364474.2364484","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 1st ACM SIGPLAN workshop on Functional high-performance computing","raw_type":"proceedings-article"},{"id":"pmh:oai:pure.atira.dk:openaire_cris_publications/a779ea5d-ffcc-43cc-8e10-8815b523f315","is_oa":false,"landing_page_url":"https://curis.ku.dk/portal/da/publications/financial-software-on-gpus(a779ea5d-ffcc-43cc-8e10-8815b523f315).html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401983","display_name":"Research at the University of Copenhagen (University of Copenhagen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I124055696","host_organization_name":"University of Copenhagen","host_organization_lineage":["https://openalex.org/I124055696"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Oancea , C E , Andreetta , C , Berthold , J , Frisch , A & Henglein , F 2012 , Financial software on GPUs : between Haskell and Fortran . in FHPC\u201912 : Proceedings of the 1st ACM SIGPLAN Workshop on Functional High Performance Computing . Association for Computing Machinery , pp. 61-72 , 1st ACM SIGPLAN Workshop on Functional High-Performance Computing , K\u00f8benhavn , Denmark , 15/09/2012 . https://doi.org/10.1145/2364474.2364484","raw_type":"contributionToPeriodical"},{"id":"pmh:oai:pure.atira.dk:publications/a779ea5d-ffcc-43cc-8e10-8815b523f315","is_oa":false,"landing_page_url":"https://researchprofiles.ku.dk/da/publications/a779ea5d-ffcc-43cc-8e10-8815b523f315","pdf_url":null,"source":{"id":"https://openalex.org/S4306401983","display_name":"Research at the University of Copenhagen (University of Copenhagen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I124055696","host_organization_name":"University of Copenhagen","host_organization_lineage":["https://openalex.org/I124055696"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Oancea , C E , Andreetta , C , Berthold , J , Frisch , A & Henglein , F 2012 , Financial software on GPUs : between Haskell and Fortran . in FHPC\u201912 : Proceedings of the 1st ACM SIGPLAN Workshop on Functional High Performance Computing . Association for Computing Machinery , pp. 61-72 , 1st ACM SIGPLAN Workshop on Functional High-Performance Computing , K\u00f8benhavn , Denmark , 15/09/2012 . https://doi.org/10.1145/2364474.2364484","raw_type":"contributionToPeriodical"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.5799999833106995,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":60,"referenced_works":["https://openalex.org/W779002","https://openalex.org/W16598917","https://openalex.org/W573333494","https://openalex.org/W1464102432","https://openalex.org/W1491749365","https://openalex.org/W1494930385","https://openalex.org/W1500117749","https://openalex.org/W1514157278","https://openalex.org/W1528303475","https://openalex.org/W1532095066","https://openalex.org/W1537323515","https://openalex.org/W1558180172","https://openalex.org/W1571438983","https://openalex.org/W1602773783","https://openalex.org/W1776654319","https://openalex.org/W1782174992","https://openalex.org/W1827496441","https://openalex.org/W1853328183","https://openalex.org/W1966848517","https://openalex.org/W1980390491","https://openalex.org/W1983587116","https://openalex.org/W1984303163","https://openalex.org/W1992851788","https://openalex.org/W1996060755","https://openalex.org/W2004881145","https://openalex.org/W2032391783","https://openalex.org/W2034591560","https://openalex.org/W2052227386","https://openalex.org/W2065887019","https://openalex.org/W2077791698","https://openalex.org/W2087307736","https://openalex.org/W2089241138","https://openalex.org/W2096862145","https://openalex.org/W2104958979","https://openalex.org/W2109343155","https://openalex.org/W2110930696","https://openalex.org/W2111365507","https://openalex.org/W2126693002","https://openalex.org/W2127617483","https://openalex.org/W2129232868","https://openalex.org/W2150848984","https://openalex.org/W2155762556","https://openalex.org/W2157099283","https://openalex.org/W2163618556","https://openalex.org/W2170634604","https://openalex.org/W2214214281","https://openalex.org/W2436525433","https://openalex.org/W2543333295","https://openalex.org/W2788739648","https://openalex.org/W3104433300","https://openalex.org/W3124378240","https://openalex.org/W4231316372","https://openalex.org/W4236506628","https://openalex.org/W4300937065","https://openalex.org/W6630868873","https://openalex.org/W6634201796","https://openalex.org/W6635962571","https://openalex.org/W6670045599","https://openalex.org/W6672872569","https://openalex.org/W7006490239"],"related_works":["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/W2370314112","https://openalex.org/W1912958759","https://openalex.org/W2792081825","https://openalex.org/W2893308117"],"abstract_inverted_index":{"This":[0],"paper":[1],"presents":[2],"a":[3,56,77],"real-world":[4],"pricing":[5],"kernel":[6],"for":[7],"financial":[8],"derivatives":[9],"and":[10,14,25,74,80],"evaluates":[11],"the":[12,64],"language":[13,33],"compiler":[15,60],"tool":[16],"chain":[17],"that":[18,62],"would":[19],"allow":[20],"expressive,":[21],"hardware-neutral":[22],"algorithm":[23],"implementation":[24],"efficient":[26],"execution":[27,50],"on":[28,76],"graphics-processing":[29],"units":[30],"(GPU).":[31],"The":[32],"issues":[34],"refer":[35],"to":[36,67],"preserving":[37],"algorithmic":[38],"invariants,":[39],"e.g.,":[40],"inherent":[41],"parallelism":[42],"made":[43],"explicit":[44],"by":[45,53],"map-reduce-scan":[46],"functional":[47],"combinators.":[48],"Efficient":[49],"is":[51],"achieved":[52],"manually;":[54],"applying":[55],"series":[57],"of":[58],"generally-applicable":[59],"transformations":[61],"allows":[63],"generated-OpenCL":[65],"code":[66],"yield":[68],"speedups":[69],"as":[70,72],"high":[71],"70x":[73],"540x":[75],"commodity":[78],"mobile":[79],"desktop":[81],"GPU,":[82],"respectively.":[83]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":3}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}