BNP Paribas drastically accelerates calculation times while slashing electricity consumption with the help of a new GPU-based architecture. By John Beck
Increasing calculations per watt by more than 100-fold is an incredible achievement, and realizing it through what essentially amounts to mass-produced, widely available hardware seems almost too good to be true. Yet this is what BNP Paribas has accomplished with part of the pricing library in its global equities and commodity derivatives (GECD) division.The large library is a complex beast consisting...
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