FE 529 GPU Computing in Finance
In this course the students will learn the basics of CUDA programming using financial data and applications. They will learn how to use C++, Matlab and R to access the GPU in their computer and to use the Stevens GPU cluster. The course is designed for Nvidia CUDA but the basics are easily transferable to Open CL.
Prerequisite
FE 522 and (Grad Student or (Junior or Senior))