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.

Credits

1

Prerequisite

FE 522 and (Grad Student or (Junior or Senior))

Distribution

School of Business

Typically Offered Periods

Fall Semester Spring Semester Summer Session 2