Monte Carlo OpenACC C++ development for market volatility

$30-250 USD

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I need help in developing a project that estimates market volatility using black-scholes. This project must be implemented in C++, monte carlo based, and utilizes OPENACC for parallelism. I need to be able to run it locally on a GPU machine and on a server. Need help with all the installation, coding, running, and getting results. My understanding of the requirements is that we need: 1. Monte Carlo options volatility simulation in C++ the code must be serial implementation and OpenAcc implementation that runs on my local machine and a Linux server 2. the code must have execution time measures so I can compare the performance differences (serial vs parallel implementation) 3. the code will take options historical data from yahoo business for two cases Microsoft and Apple 4. the output should be probability ranges of option prices I will need help in verifying that it runs on my local machine and the server including troubleshooting since openacc isn't something I worked with before

C++ Programming

CUDA

ID Projek: 30031680

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3 pekerja bebas membida secara purata $259 USD untuk pekerjaan ini

@mramalingam

Hi I'm a Ph D computational scientist with an extensive experience in MCM, a good background in finance and a very good coding expertise in CUDA and its environment I can get this done for you efficiently. You may consider me with confidence Regards Muthu

$278 USD dalam 15 hari

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3.9

@AffordableCode

Hi, You invited me to your project. I am experienced with C++, Networking (TCP or UDP or HTTP) and OpenCL. I have read about Monte Carlo techniques which is a stochastic method or so. At least, it is used in radiosity computation for lighting. Point me to a website that talk about the algorithm that you want me to implement or I could research it myself if you prefer and I will do it for you as soon as possible. I will do it in the evenings as I have a job and I am busy during the day but I am very quick at doing stuffs and it may not be long before I complete it. However, I can definitely do this for you. I can do the installation, coding, running and getting results. Thanks.

$250 USD dalam 7 hari