{"id":"W2120527484","doi":"10.1109/fpl.2008.4629953","title":"FPGA acceleration of Monte-Carlo based credit derivative pricing","year":2008,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":29,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Xeon; Monte Carlo method; Computer science; Field-programmable gate array; Software; Acceleration; Credit derivative; Valuation of options; Parallel computing; Embedded system; Finance; Operating system; Mathematics; Economics; Collateral","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003086063,0.000339399,0.0002719492,0.0004373498,0.0001901441,0.0007019198,0.0007236094,0.0002975154,0.00836336],"category_scores_gemma":[0.001242089,0.0001852752,0.0002076513,0.00053969,0.0001700145,0.0003777556,0.0001902097,0.0003397078,0.001242775],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005348978,"about_ca_system_score_gemma":0.0005592363,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00488405,"about_ca_topic_score_gemma":0.004916978,"domain_scores_codex":[0.9997339,0.00006492332,0.00001440209,0.00003024498,0.0001123388,0.00004410239],"domain_scores_gemma":[0.9994745,0.0002749759,0.00003883738,0.00007717021,0.0001076191,0.00002695174],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001354774,0.0002766963,0.007362715,0.0003460651,0.0001517453,0.000562028,0.0001477266,0.5169453,0.05089277,0.02592244,0.01306431,0.3829735],"study_design_scores_gemma":[0.00007853242,0.0001447756,0.001331041,0.00001907921,0.00001942178,0.0001402068,0.00001605984,0.9722881,0.01817772,0.001533754,0.00623479,0.00001650853],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3764109,0.001675511,0.563433,0.0006025428,0.0004104035,0.0001201781,0.0004387059,0.01442949,0.04247925],"genre_scores_gemma":[0.8635826,0.0002540188,0.1317329,0.00009280981,0.0000319534,0.00003613982,0.0002239225,0.00009617507,0.00394971],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00836336,"threshold_uncertainty_score":0.02797824,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06589558278703816,"score_gpt":0.223392450476148,"score_spread":0.1574968676891098,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}