| bio | website | |
|---|---|---|
| location | California | |
| age | ||
| visits | member for | 11 months |
| seen | Jul 27 '12 at 6:56 | |
| stats | profile views | 11 |
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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. |
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Jul 23 |
awarded | Supporter |
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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. |
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Jul 20 |
asked | inflation > interest rate? |