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Financial Computations on the GPU

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This Major Qualifying Project investigates the performance benefits of using the Graphics Processing Unit for algorithmic trading. The accomplished work includes the design, development and rigorous testing of a financial application to analyze real-time market data. Comprehensive analysis and an elaborate discussion of the results show that the GPU outperforms the CPU by several factors.

  • This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
Last modified
  • 2021-01-26
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Identifier
  • E-project-042909-110651
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Year
  • 2009
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Date created
  • 2009-04-29
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Major
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Permanent link to this page: https://digital.wpi.edu/show/kp78gj065