This archive contains all of the files for the webinar "Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate" delivered at the 2013 MathWorks Finance Virtual Conference.
It consists of three main components:
1. "Speeding Up Algorithms.pdf": the slide deck
2. "MVAR": The folder containing the Marginal Value at Risk demo. The script file "MVAR_demo.m" can be run in cell mode; it refers to the other functions.
3. "Variable_Annuity": The folder containing the variable annuity demo. The script file "GMWBscript.m" can be run in cell mode; it refers to the other functions.
For more discussions, go to our website at www.quantsupport.com/qss-blog.html
Michael Weidman (2023). Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate (https://www.mathworks.com/matlabcentral/fileexchange/43577-speeding-up-algorithms-when-parallel-computing-and-gpus-do-and-don-t-accelerate), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Inspired by: Modeling Variable Annuities with MATLAB
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!