Monte Carlo simulations are often utilized in monetary terms evaluation due to the ability to estimate complex systems with uncertainties. However, as global markets become more volatile, the demand for real-time risk assessment has grown. This study investigates GPU-accelerated Monte Carlo simulations for real-time stock market analysis. Users can perform complex simulations in less time by taking use of GPUs’ processing power. The paper examines Monte Carlo simulations and the advantages of GPU acceleration, along with a practical example that demonstrates the approach's success in a real-world financial market.

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GPU-Accelerated Monte Carlo Simulations for Real-Time Financial Risk Analysis

  • Dhruv Kumar,
  • Tashneet Kaur,
  • Ridhamjeet Kaur,
  • Sita Rani

摘要

Monte Carlo simulations are often utilized in monetary terms evaluation due to the ability to estimate complex systems with uncertainties. However, as global markets become more volatile, the demand for real-time risk assessment has grown. This study investigates GPU-accelerated Monte Carlo simulations for real-time stock market analysis. Users can perform complex simulations in less time by taking use of GPUs’ processing power. The paper examines Monte Carlo simulations and the advantages of GPU acceleration, along with a practical example that demonstrates the approach's success in a real-world financial market.