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Super-charging ORE: How technology advancements have enabled improved run times using GPUs
Ahead of the Curve
English - March 25, 2024 15:00 - 11 minutes - 7.95 MBBusiness Technology business risk collateral management services non-cleared derivatives regulatory uncleared margin rules Homepage Download Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Upcoming Regulation: A 2024 Outlook
Eric Ehlers, Principal Consultant at Acadia makes his debut hosting Ahead of the Curve podcast alongside his colleague Zeyu (Jerry) Shen.
They share their expertise in explaining how to speed up crucial processing time for running complex calculations in Open-Source Risk Engine (ORE) by utilizing GPGPU (General purpose computing on graphics processing units).
The tutorial mentioned in the podcast will soon be available on the official ORE repo:
https://github.com/opensourcerisk/engine
In the meantime you can find the tutorial here:
https://github.com/eehlers/Engine/blob/tutorials/tutorials_index.md
Listen time: 11 mins