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首页> 外文会议>International Conference for High Performance Computing, Networking, Storage and Analysis >Analysis and Optimization of Financial Analytics Benchmark on Modern Multi- and Many-core IA-Based Architectures
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Analysis and Optimization of Financial Analytics Benchmark on Modern Multi- and Many-core IA-Based Architectures

机译：现代多核和数量核心建筑造型金融分析基准的分析与优化

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Abstract -- In the past 20 years, computerization has driven explosive growth in the volume of financial markets and in the variety of traded financial instruments. Increasingly sophisticated mathematical and statistical methods and rapidly expanding computational power to drive them have given rise to the field of computational finance. The wide applicability of these models, their computational intensity, and their real-time constraints require high-throughput parallel architectures. In this work, we have assembled a financial analytics workload for derivative pricing, an important area of computational finance. We characterize and compare our workload's performance on two modern, parallel architectures: the Intel R Xeon R Processor 2680, and the recently announced Intel R Xeon PhiTM1 'Knights Corner' coprocessor. In addition to analysis of the peak performance of the workloads on each architecture, we also quantify the impact of several levels of compiler and algorithmic optimization. Overall, we find that large caches on both architectures, out-of-order cores on Intel R Xeon R, and large compute and memory bandwidth on Intel R Xeon PhiTM deliver high level of performance on financial analytics.
机译：摘要 - 在过去的20年中，电算化，金融市场的量和品种交易的金融工具的驱动爆发式增长。日益复杂的数学和统计方法和迅速扩大的计算能力来驱动它们已经引起了计算金融领域。这些模型的适用性广，他们的计算强度，他们的实时约束要求高吞吐量的并行架构。在这项工作中，我们已经组建了工作量衍生产品定价，计算金融领域的重要财务分析。我们表征和两个现代化，并行架构比较我们的工作量的性能：英特尔至强[R处理器[R 2680，以及最近发布的英特尔®至强®[R PhiTM1“骑士角”协处理器。除了在每个架构工作负载的峰值性能的分析，我们也量化编译器和算法优化的几个层次的影响。总体而言，我们发现在这两个架构，大缓存，乱序英特尔至强[R核心 - [R，大型计算和内存带宽的英特尔®至强®[R提供PhiTM对财务分析性能高的水平。

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