Christian de Schryver

发表

Loopy — An open-source TCP/IP rapid prototyping and validation framework

Norbert Wehn, Arnd Poetzsch-Heffter, Thomas Fischer, 2013, 2013 International Conference on Reconfigurable Computing and FPGAs (ReConFig).

Exploiting the brownian bridge technique to improve longstaff-schwartz american option pricing on FPGA systems

Norbert Wehn, Christian Brugger, Christian de Schryver, 2015, 2015 International Conference on ReConFigurable Computing and FPGAs (ReConFig).

100% Green Computing At The Wrong Location?

Frank Kienle, Christian de Schryver, 2012 .

A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions

Norbert Wehn, Daniel Schmidt, Ralf Korn, 2010, 2010 International Conference on Reconfigurable Computing and FPGAs.

AXI4-Stream Upsizing/Downsizing Data Width Converters for Hardware-In-the-Loop Simulations

Christian de Schryver, Luis Vega, Philipp Schlafer, 2013 .

Towards run-time flexible risk management systems on hybrid platforms

Christian de Schryver, 2015, 2015 10th International Symposium on Reconfigurable Communication-centric Systems-on-Chip (ReCoSoC).

An Energy Efficient FPGA Accelerator for Monte Carlo Option Pricing with the Heston Model

Frank Kienle, Norbert Wehn, Ralf Korn, 2011, 2011 International Conference on Reconfigurable Computing and FPGAs.

Exploiting Mixed-Precision Arithmetics in a Multilevel Monte Carlo Approach on FPGAs

Norbert Wehn, Klaus Ritter, Christian Brugger, 2015 .

Precision‐tuning and hybrid pricer for closed‐form solution‐based Heston calibration

Norbert Wehn, Christian Brugger, Christian de Schryver, 2016, Concurr. Comput. Pract. Exp..

Mixed precision multilevel Monte Carlo on hybrid computing systems

Norbert Wehn, Klaus Ritter, Christian Brugger, 2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr).

High-Bandwidth Low-Latency Interfacing with FPGA Accelerators Using PCI Express

Norbert Wehn, Christian de Schryver, Mohammadsadegh Sadri, 2015 .

Algorithmic complexity in the heston model: an implementation view

Norbert Wehn, Ralf Korn, Ivan Shcherbakov, 2011, WHPCF '11.

A multi-level Monte Carlo FPGA accelerator for option pricing in the Heston model

Norbert Wehn, Christian de Schryver, Pedro Torruella, 2013, 2013 Design, Automation & Test in Europe Conference & Exhibition (DATE).

Optimization strategies for portable code for Monte Carlo-based value-at-risk systems

Norbert Wehn, Claus Kestel, Ralf Korn, 2015, WHPCF@SC.

HyPER: A runtime reconfigurable architecture for monte carlo option pricing in the Heston model

Norbert Wehn, Christian Brugger, Christian de Schryver, 2014, 2014 24th International Conference on Field Programmable Logic and Applications (FPL).

A Custom Computing System for Finding Similarties in Complex Networks

Norbert Wehn, Christian Brugger, Katharina Anna Zweig, 2015, 2015 IEEE Computer Society Annual Symposium on VLSI.

Increasing sampling efficiency for the fixed degree sequence model with phase transitions

Norbert Wehn, Christian Brugger, Katharina Anna Zweig, 2016, Social Network Analysis and Mining.

Bringing Flexibility to FPGA Based Pricing Systems

Norbert Wehn, Christian Brugger, Christian de Schryver, 2015 .

Exploiting phase transitions for the efficient sampling of the fixed degree sequence model

Norbert Wehn, Andreas Spitz, Christian Brugger, 2015, 2015 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM).

Design methodologies for hardware accelerated heterogenous computing systems (Entwicklungsmethodiken für hardwarebeschleunigte heterogene Computersysteme)

Christian de Schryver, 2014 .

Energy Efficient Acceleration and Evaluation of Financial Computations towards Real-Time Pricing

Norbert Wehn, Ralf Korn, Matthias Jung, 2011, KES.

A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision

Norbert Wehn, Daniel Schmidt, Ralf Korn, 2012, Int. J. Reconfigurable Comput..

A Systematic Methodology for Analyzing Closed-Form Heston Pricer Regarding Their Accuracy and Runtime

Norbert Wehn, Christian Brugger, Christian de Schryver, 2014, 2014 Seventh Workshop on High Performance Computational Finance.

FPGA Based Accelerators for Financial Applications

Christian de Schryver, C. D. Schryver, 2015 .

High-Performance Hardware Acceleration of Asset Simulations

Norbert Wehn, Christian de Schryver, Stefan Weithoffer, 2013 .