Christian De Schryver
Christian De Schryver
Verified email at eit.uni-kl.de
Title
Cited by
Cited by
Year
High-performance computing using FPGAs
W Vanderbauwhede, K Benkrid
Springer, 2013
1002013
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
582011
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
232010
FPGA Based Accelerators for Financial Applications
C De Schryver
Springer, 2015
222015
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
202014
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, 2012
192012
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
142013
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
112014
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
102015
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
International Conference on Knowledge-Based and Intelligent Information and …, 2011
102011
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: ARS 12, 75, 2014
82014
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
62015
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
52015
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
52011
Exploiting phase transitions for the efficient sampling of the fixed degree sequence model
C Brugger, AL Chinazzo, AF John, C De Schryver, A Spitz, KA Zweig
2015 IEEE/ACM International Conference on Advances in Social Networks …, 2015
42015
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
Hardware accelerators for financial mathematics-methodology, results and benchmarking
C De Schryver, H Marxen, D Schmidt
42011
Increasing sampling efficiency for the fixed degree sequence model with phase transitions
C Brugger, AL Chinazzo, AF John, C De Schryver, N Wehn, W Schlauch, ...
Social Network Analysis and Mining 6 (1), 100, 2016
22016
Precision‐tuning and hybrid pricer for closed‐form solution‐based Heston calibration
C Brugger, G Liu, C De Schryver, N Wehn
Concurrency and Computation: Practice and Experience 28 (3), 892-904, 2016
22016
Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems
JA Varela, C Brugger, C De Schryver, N Wehn, S Tang, S Omland
2015 International Conference on ReConFigurable Computing and FPGAs …, 2015
22015
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