Publications
- A Memory Centric Architecture of the Link Assessment Algorithm in Large Graphs
- Increasing Sampling Efficiency for the Fixed Degree Sequence Model with Phase Transitions
- Exploiting the Brownian Bridge Technique to improve Longstaff-Schwartz American Option Pricing on FPGA Systems
- Pricing High-Dimensional American Options on Hybrid CPU/FPGA Systems
- Bringing Flexibility to FPGA Based Pricing Systems
- Exploiting Mixed-Precision Arithmetics in a Multilevel Monte Carlo Approach on FPGAs
- Closed-Form Heston Pricers for Calibration
- Omitting Refresh - A Case Study for Commodity and Wide I/O DRAMs
- Precision-Tuning and Hybrid Pricer for Closed-Form Solution based Heston Calibration
- Exploiting Phase Transitions for the Efficient Sampling of the Fixed Degree Sequence Model
- A Custom Computing System for Finding Similarties in Complex Networks
- An Optimal Microarchitecture for Finding Similarities in Complex Networks Based on Optimal Memory Hierarchies
- A Quantitative Cross-Architecture Study of Morphological Image Processing on CPUs, GPUs, and FPGAs
- Reverse Longstaff-Schwartz American Option Pricing on hybrid CPU/FPGA Systems
- A systematic Methodology for Analyzing Closed-Form Heston Pricer regarding their Accuracy and Runtime
- Beyond the abstract machine model - How looking at real computing systems leads to new algorithmic insights and massive speedups: two case studies
- On Parallel Random Number Generation for Accelerating Hybrid Simulations of Communication Systems
- Heterogeneous Platforms for Big Data Applications
- Custom Computing Systems for Monte Carlo Option Pricing in the Heston Model
- HyPER: A Runtime Reconfigurable Architecture for Monte Carlo Option Pricing in the Heston Model
- HyPER - A Platform based Methodology to bring Flexibility to Hybrid FPGA/CPU Platforms in Finance
- RIVER: Reconfigurable Flow and Fabric for real-time Signal Processing on FPGAs
- Towards High-Performance Reconfigurable Computing: Current Challenges of a Rapid and High-Level Design Flow
- HyPER: A Runtime Reconfigurable Architecture for Monte Carlo Option Pricing in the Heston Model
- Mixed Precision Multilevel Monte Carlo on Hybrid Computing Systems
- Methodology for Rapid Accelerator Development Applied to Financial Applications
- Virtual Platforms for Fast Exploration of Computing Systems in Finance
- Investigate the high-level HDL Chisel
- Investigate the hardware description language Chisel - A case study implementing the Heston model