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GTC ON-DEMAND

Finance
Presentation
Media
Accelerating Pricing Models with virtual GPUs
Speakers:
Scott Donovan
- Citadel Investment Group
Abstract:
Join Citadel to explore our three year undertaking on the feasibility of GPGPU computing for option pricing. We will discuss our 140X performance boost and the hurdles we had to overcome to integrate GPUs into our existing infrastructure. Please note that our talk will not get into the details of the model (that's proprietary information), but we will share our innovative solution to drive a grid of virtual GPUs.
 
Topics:
Finance, HPC and AI
Type:
Talk
Event:
GTC Silicon Valley
Year:
2010
Session ID:
2033
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