Super-charging ORE: How technology advancements have enabled improved run times using GPUs

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Ahead of the Curve

Acadia

38 episodes

3 months ago

Acadia presents Ahead of the Curve, a podcast that provides unique perspectives and insights into the margin and collateral industry. Hosts from Acadia’s leadership team are joined by special guest speakers from across the industry to share topical perspectives and really get ‘under the skin’ of the issues that are transforming the sector.

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Super-charging ORE: How technology advancements have enabled improved run times using GPUs

Ahead of the Curve

11 minutes 18 seconds

1 year ago

Super-charging ORE: How technology advancements have enabled improved run times using GPUs

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.mdListen time: 11 mins