Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
stockast.sln
Retarget solution
make
Type make clean
to clean object file and executable.
Simply run from Visual Studio or double-click the executable created inside x64\{config}\stockast.exe
By default, the program will try and utilize the maximum system threads available. In order to use a specific number of threads, set the environment vairable OMP_NUM_THREADS
equal to the number of threads you want.
Set the number of threads to be used for computation,
export OMP_NUM_THREADS=number_of_threads
For example, export OMP_NUM_THREADS=8
.
Then run the program
./stockast
./profiling.sh "number_of_threads"
For example, ./profiling.sh 8
.