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CUDA in Finance Workshop
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| Organization: | Wolfram Research, Inc. |
| Department: | Wolfram Technology Group |
| Organization: | Wolfram Research, Inc. |
| Department: | Kernel Technology |
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Wolfram Technology Conference 2011
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Champaign, Illinois, USA
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The addition of GPU computing capabilities to Mathematica allows for a greater fusion of high performance and symbolic computing than was previously possible. In this workshop we will show how to access the latest built-in CUDA-accelerated finance functions. In addition, Mathematica's powerful symbolic manipulation tools allow one to easily create or modify kernels on the fly based on potentially complex parameters. We will demonstrate a framework for very general GPU-accelerated stochastic calculus in Mathematica using symbolic generation of CUDA kernels. Further, we will show examples of real-world problems from the field of finance, which can see considerable performance improvement in this framework.
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http://www.wolfram.com/events/technology-conference-2011
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| CUDAInFinance.zip (1.5 MB) - ZIP archive |
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