Hot answers tagged hardware
8
The Pagès-Wilbertz paper is a very good one.
To answer more directly to you underlying question that is: "in which quant finance area to use hardware acceleration?"; the points to take into account are:
GPU is very good for parallel computations (already underlined in remarks)
but bad for memory sharing between the master software and the GPU-hosted ...
3
There are few surveys atm as people are still relatively secretive about it because of the various challenges a production system poses. Actually a major bank even backstepped after some initial efforts. So there is now quite some activity in the field but not so much as the initial hype suggested. You can also try asking in the dedicated Linkedin group.
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1
That depends on your application, obviously. If you intend to run Matlab or Python on a single machine, and you're looking into which graphics card to buy, multiplication vs addition should not matter much.
I that situation I would recommend an Nvidia card which features CUDA. For CUDA, there are lot of libraries available which make it easy to adapt ...
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