Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs.

BSDEs, CUDA, Dynamic programming equations, Empirical regressions, GPUs, Parallel computing, Semi-linear PDEs

Quasi-Regression Monte-Carlo Scheme for Semi-Linear PDEs and BSDEs with Large Scale Parallelization on GPUs.

BSDEs, CUDA, Dynamic programming equations, Empirical regressions, GPUs, Parallel computing, Semi-linear PDEs

Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs.

Backward stochastic differential equations, CUDA, Dynamic programming equation, Em-pirical regressions, GPUs, Parallel computing

A parallel algorithm for solving BSDEs.

Backward stochastic differential equations, High performance computing, Monte-Carlo methods, Parallel computing

Optimization of checkpointing and execution model for an implementation of OpenMP on distributed memory architectures.

Checkpointing, Checkpointing-aide parallel execution (CAPE), Checkpoints, Informatique parallèle, MPI, OpenMP, OpenMP on cluster, OpenMP sur cluster, Outils de programmation parallèles, Parallel computing, Parallel progamming tools

Optimization of Checkpoints and Execution Model for an Implementation of OpenMP on Distributed Memory Architectures.

CAPE, Checkpointing-aide parallel execution, HPC, OpenMP, Parallel computing

Optimization of memory management on distributed machine.

CAPE, Chekpointing aided parallel execution, DICKPT, Discontinuous incremental checkpointing, Distributed memory system, Mémoire distribuée, Open MP, Open MP compliance, Parallel computing, Parallèlisme, UHLRC, Updated home-based lazy relaxed consistency