Forecasting Stock Prices and Accounting for Stock Market on Multicore Computers
Lesia Mochurad, Nataliya I. Boyko, Natalia Stepanivna Stanasiuk · 2020
The paper proposes an approach to solving multidimensional systems of nonlinear equations based on the use of the OpenMP parallelization mecha- nism and the multicore architecture of modern computers. The software prod- uct, which performs the main function - the parallelization of the numerical so- lution of multidimensional SNE by the Newton method, is developed. The pa- per introduces the algorithm of parallelization of the Black-Scholes algorithm based on OpenMP technology for prediction of the option on the European market is proposed. The analysis of the speed and efficiency of calculations with different number of processor cores is carried out. As a result, appropriate estimates of the acceleration and efficiency coefficients were obtained. The proposed method is easily scaled to a different number of processor cores. A number of numerical experiments were conducted. The obtained results also in- dicate the possibility of further optimization of the computational process by developing the multi-core architecture of modern computers.