Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate
Files and slides from the presentation of the same name.
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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
Cite As
Michael Weidman (2026). 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 .
Acknowledgements
Inspired by: Modeling Variable Annuities with MATLAB
General Information
- Version 1.1.0.0 (878 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
