2H 2015
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2H 2015

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muo.jp
07.12.2015 Views

Improving financial outcomes through faster simulations Financial Services 60

Comparative Performance Monte Carlo * European Option Pricing 30 25 20 15 10 5 0 Intel® Xeon® processor E5-2697 v2 + Java* managed code Intel® Xeon® processor E5-2697 v2 + C/C++ native Intel® Xeon Phi coprocessor 7120A + C/C++ native Intel® Xeon Phi coprocessor 7120A + Hadoop* Java: version 8 update 30+ C/C++: Intel® Parallel Composer XE 15.0 For configuration details, go here. Monte Carlo European Option Pricing Speed Up 0.69X 1 8.91X Hadoop: Cloudera* Distribution of Hadoop 5.3+ 31.25X SOURCE: INTEL MEASURED RESULTS AS OF MARCH, 2015 1 NODE Application: Monte Carlo European option Description: Implements European Option Pricing using Monte Carlo. It compares the performance of 1) Java* code, 2) C/C++ native code, 3) C/C++ offload accelerated code, 4) C/C++ accelerated code using Hadoop*. Availability: • Code and Recipe: Available here. APPROVED FOR PUBLIC PRESENTATION NEW Usage Model: Java (Managed Offload), Native on the host, Native and Accelerators, Hadoop on native and Accelerated. Highlights: • Java code can use parallelism but cannot vectorize any control flows • Native C/C++ code can take advantage of both vectorization & parallelization • Native Accelerated code offloads the whole workload to Intel® Xeon Phi Coprocessor. • Hadoop distribute the workload to 4 remote modes using mapreduce • Remote nodes accelerate the workload and send the run result back to the head note. Results: • Intel Java Stream can parallelize the workload but not vectorize • Native interface bring vectorization and parallelization to the workload • Acceleration extends the parallelism from Multicore to manycore • Hadoop map reduce can further distribute the application into 4 nodes and achieve up to 31X improvement. Software and workloads used in performance tests may have been optimized for performance only on Intel microprocessors. Performance tests, such as SYSmark and MobileMark, are measured using specific computer systems, components, software, operations and functions. Any change to any of those factors may cause the results to vary. You should consult other information and performance tests to assist you in fully evaluating your contemplated purchases, including the performance of that product when combined with other products. For more information go to http://www.intel.com/performance *Other names and brands may be claimed as the property of others 61

Improving financial outcomes through faster simulations<br />

Financial Services<br />

60

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