Conefessions of a Speed Junkie
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Overview: This is our attempt to shed some light on what we believe is a rapidly approaching paradigm shift in parallel computing; General Purpose Graphics Processing Unit computing (GPGPU). Recent advances from GPU vendors have paved the way for significant performance gains in the area of financial modeling. Our site will quickly get the reader up to speed with these advances by explaining the basic concepts, providing code examples, and providing links to additional information.