Selected Publications

Maxeler's work with academic and industry researchers has resulted in frequent publication by our scientists and engineers in academic journals and conference presentations. Below is a selection of recent publications.

2011

Finding the Right Level of Abstraction for Minimizing Operational Expenditure

Oskar Mencer^†§, Erik Vynckier^‡, James Spooner^†, Stephen Girdlestone^† and Oliver Charlesworth^†.
^†Maxeler Technologies, ^‡Scottish Widows Investment Partnership, ^§Imperial College London

Workshop on High Performance Computational Finance at SC11, November 2011.

Rapid Computation of Value and Risk for Derivatives Portfolios

S. Weston^†, J. Spooner^‡, S. Racanière^‡ and O. Mencer^‡§.
^†J.P. Morgan, ^‡Maxeler Technologies, ^§Imperial College London

Concurrency and Computation: Practice and Experience, Special Issue Paper, July 2011, doi: 10.1002/cpe.1778.

Beyond Traditional Microprocessors for Geoscience High-Performance Computing Applications

O. Lindtjorn^†, R. G. Clapp^†, O. Pell^‡, O. Mencer^‡, M. J. Flynn^‡ and H. Fu^§.
^†Stanford University, ^‡Maxeler Technologies, ^§Tsinghua University

IEEE Micro, vol. 31, no. 2, March/April 2011.

2010

Accelerating the Computation of Portfolios of Tranched Credit Derivatives

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S. Weston^†, J-T. Marin^†, J. Spooner^‡, O. Pell^‡ and O. Mencer^‡.
^†J.P. Morgan, ^‡Maxeler Technologies

IEEE Workshop on High Performance Computational Finance, New Orleans, USA, November 2010.

FD modeling beyond 70Hz with FPGA acceleration

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D. Oriato^†, O. Pell^†, C. Andreoletti^‡ and N. Bienati^‡.
^†Maxeler Technologies, ^‡Eni E&P Division

SEG 2010 HPC Workshop, Denver, USA, October 2010.

Surviving the End of Scaling of Traditional Microprocessors in HPC

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O. Lindtjorn^†‡, R. G. Clapp^‡, O. Pell^§, O. Mencer^§ and M. J. Flynn^§.
^†Schlumberger, ^‡Stanford University, ^§Maxeler Technologies

IEEE HOT CHIPS 22, Stanford, USA, August 2010.

Fast 3D ZO CRS Stack - An FPGA Implementation of an Optimization Based on the Simultaneous Estimate of Eight Parameters

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P. Marchetti^†, D. Oriato^‡, O. Pell^‡, A.M. Cristini^§ and D. Theis^§.
^†Eni E&P Division, ^‡Maxeler Technologies, ^§CRS4

72nd European Association of Geoscientists and Engineers (EAGE) Conference, Barcelona, June 2010.

Computational acceleration of credit and interest rate derivatives

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O. Mencer^† and S. Weston^‡.
^†Maxeler Technologies, ^‡J.P. Morgan

Global Derivatives Trading and Risk Management, Paris, May 2010.

2009

Anisotropic reverse-time migration using co-processors

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W. Liu^†, T. Nemeth^†, A. Loddoch^†, J. Stefani^†, R. Ergas^†, L. Zhuo^†, B. Volz^†,
O. Pell^‡ and J. Huggett^‡.
^†Chevron, ^‡Maxeler Technologies

79th Society of Exploration Geophysicists (SEG) Meeting, Houston, October 2009.

Accelerating 3D Convolution using Streaming Architectures on FPGAs

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H. Fu^†, R. G. Clapp^†, O. Mencer^‡§ and O. Pell^§.
^†Stanford University, ^‡Imperial College London, ^§Maxeler Technologies

79th Society of Exploration Geophysicists (SEG) Meeting, Houston, October 2009.

2008

An Implementation of the Acoustic Wave Equation on FPGAs

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T. Nemeth^†, J. Stefani^†, W. Liu^†, R. Dimond^‡, O. Pell^‡ and R. Ergas^§.
^†Chevron, ^‡Maxeler Technologies, ^§formerly Chevron

78th Society of Exploration Geophysicists (SEG) Meeting, Las Vegas, November 2008.

MAXware: Acceleration in HPC

R. Dimond^†, M. Flynn^†, O. Mencer^† and O. Pell^†.
^†Maxeler Technologies

IEEE HOT CHIPS 20, Stanford, USA, August 2008.

Design Space Analysis for the Acoustic Wave Equation Implementation on FPGA Circuits

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O. Pell^†, T. Nemeth^‡, J. Stefani^‡ and R. Ergas^‡.
^†Maxeler Technologies, ^‡Chevron

70th European Association of Geoscientists and Engineers (EAGE) Conference, Rome, Italy, June 2008.

Accelerating Seismic Computations on FPGAs - From the Perspective of Number Representations

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H. Fu^†, W. Osborne^†, R.G. Clapp^‡ and O. Pell^§.
^†Imperial College London, ^‡Stanford University, ^§Maxeler Technologies

70th European Association of Geoscientists and Engineers (EAGE) Conference, Rome, Italy, June 2008.

2007

Accelerating Subsurface Offset Gathers for 3D seismic Applications using FPGAs

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O. Pell^† and R. G. Clapp^‡.
^†Maxeler Technologies, ^‡Stanford University

77th Society of Exploration Geophysicists (SEG) Meeting, San Antonio, Sept. 2007.