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Christian De Schryver
Christian De Schryver
RPTU Kaiserslautern-Landau
Bestätigte E-Mail-Adresse bei rptu.de
Titel
Zitiert von
Zitiert von
Jahr
An energy efficient FPGA accelerator for monte carlo option pricing with the heston model
C De Schryver, I Shcherbakov, F Kienle, N Wehn, H Marxen, A Kostiuk, ...
2011 International Conference on Reconfigurable Computing and FPGAs, 468-474, 2011
682011
A new hardware efficient inversion based random number generator for non-uniform distributions
C de Schryver, D Schmidt, N Wehn, E Korn, H Marxen, R Korn
2010 International Conference on Reconfigurable Computing and FPGAs, 190-195, 2010
292010
A quantitative cross-architecture study of morphological image processing on CPUs, GPUs, and FPGAs
C Brugger, L Dal'Aqua, JA Varela, C De Schryver, M Sadri, N Wehn, ...
2015 IEEE Symposium on Computer Applications & Industrial Electronics …, 2015
272015
A hardware efficient random number generator for nonuniform distributions with arbitrary precision
C De Schryver, D Schmidt, N Wehn, E Korn, H Marxen, A Kostiuk, R Korn
International Journal of Reconfigurable Computing 2012, 12-12, 2012
262012
FPGA Based Accelerators for Financial Applications
C De Schryver
Springer International Publishing 10, 978-3, 2015
252015
Mixed precision multilevel Monte Carlo on hybrid computing systems
C Brugger, C de Schryver, N Wehn, S Omland, M Hefter, K Ritter, ...
2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014
252014
A multi-level Monte Carlo FPGA accelerator for option pricing in the Heston model
C de Schryver, P Torruella, N Wehn
2013 Design, Automation & Test in Europe Conference & Exhibition (DATE), 248-253, 2013
202013
Hyper: A runtime reconfigurable architecture for monte carlo option pricing in the heston model
C Brugger, C de Schryver, N Wehn
2014 24th International Conference on Field Programmable Logic and …, 2014
132014
Exploiting mixed-precision arithmetics in a multilevel Monte Carlo approach on FPGAs
S Omland, M Hefter, K Ritter, C Brugger, C De Schryver, N Wehn, ...
FPGA based accelerators for financial applications, 191-220, 2015
112015
Energy efficient acceleration and evaluation of financial computations towards real-time pricing
C de Schryver, M Jung, N Wehn, H Marxen, A Kostiuk, R Korn
Knowledge-Based and Intelligent Information and Engineering Systems: 15th …, 2011
112011
On parallel random number generation for accelerating simulations of communication systems
C Brugger, S Weithoffer, C De Schryver, U Wasenmüller, N Wehn
Advances in Radio science 12, 75-81, 2014
102014
High-Performance Hardware Acceleration of Asset Simulations, High-Performance Computing Using FPGAs
C Schryver, H Marxen, S Weithoffer, N Wehn
Springer, New York, 2013
8*2013
A custom computing system for finding similarties in complex networks
C Brugger, V Grigorovici, M Jung, C Weis, C De Schryver, KA Zweig
2015 IEEE Computer Society Annual Symposium on VLSI, 262-267, 2015
72015
Algorithmic complexity in the Heston model: an implementation view
H Marxen, A Kostiuk, R Korn, C de Schryver, S Wurm, I Shcherbakov, ...
Proceedings of the fourth workshop on High performance computational finance …, 2011
62011
Exploiting phase transitions for the efficient sampling of the fixed degree sequence model
C Brugger, AL Chinazzo, AF John, C De Schryver, N Wehn, A Spitz, ...
Proceedings of the 2015 IEEE/ACM International Conference on Advances in …, 2015
52015
Design Methodologies for Hardware Accelerated Heterogeneous Computing Systems
C de Schryver
University of Kaiserslautern, 2014
5*2014
100% Green Computing At The Wrong Location?
F Kienle, C de Schryver
52012
Hardware accelerators for financial mathematics–methodology, results and benchmarking
C de Schryver, H Marxen, D Schmidt
Proceedings of the 1st Young Researcher Symposium (YRS), 55-60, 2011
52011
A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime
C Brugger, G Liu, C de Schryver, N Wehn
2014 Seventh Workshop on High Performance Computational Finance, 9-16, 2014
42014
A memory centric architecture of the link assessment algorithm in large graphs
C Brugger, V Grigorovici, M Jung, C De Schryver, C Weis, N Wehn, ...
IEEE Design & Test 35 (1), 7-15, 2017
32017
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