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visits member for 2 years, 5 months
seen Jul 27 '12 at 6:56

Jul
25
comment Reference request: Survey article on GPU in Finance
1000x speed-up is marketing hype and typical academic exaggeration (comparing to poor 1-core C code). If you measure the memory bandwidth of RAM and VRAM, you'll see that 1000x is not going to happen for the vast majority of algorithms, even if they are perfectly suitable for GPU.
Jul
23
awarded  Supporter
Jul
23
comment Reference request: Survey article on GPU in Finance
I remember reading a similar question in Wilmott forums about a year ago. The answers seemed to say that GPGPU is rarely if ever used in QF.
Jul
20
asked inflation > interest rate?