HPC on Embedinker Labshttps://lab.embedinker.com/tags/hpc/Recent content in HPC on Embedinker LabsHugoen-usMon, 03 Aug 2026 10:00:00 +0000Beyond MLE: Implementing Bayesian Volatility Models in High-Performance C++. The No U-Turn Samplerhttps://lab.embedinker.com/posts/monte-carlo-simulations-volatility-model-nuts/Mon, 03 Aug 2026 10:00:00 +0000https://lab.embedinker.com/posts/monte-carlo-simulations-volatility-model-nuts/Implementation of a GARCH(1,1) volatility model using Hamiltonian Monte Carlo with No U-Turn SamplerBeyond MLE: Implementing Bayesian Volatility Models in High-Performance C++https://lab.embedinker.com/posts/monte-carlo-simulations-volatility-model/Fri, 31 Jul 2026 10:00:00 +0000https://lab.embedinker.com/posts/monte-carlo-simulations-volatility-model/Implementation of a GARCH(1,1) volatility model using Hamiltonian Monte CarloMechanical Sympathy in Quant Finance: Optimizing Monte Carlo Post-Processinghttps://lab.embedinker.com/coding/optimizing-monte-carlo-simulations-cache-alignment/Tue, 21 Jul 2026 00:00:00 +0000https://lab.embedinker.com/coding/optimizing-monte-carlo-simulations-cache-alignment/A deep dive into reducing simulation latency by aligning data structures with the L3 cache, fusing mathematical ranges, and navigating the parallelism paradox.