[R-SIG-Finance] Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?
Gero Schwenk
gero.schwenk at web.de
Fri Oct 16 20:10:56 CEST 2009
Hi, dear finance modelers!
I want to employ some systematic approach to explore promising
predictors for trading models. Therefore I think about experimenting
with parallel-processing on GPU's (Nvidia graphics accellerators) -
these are quite cheap (150-300€) and contain usually more than 240
processing units.
There is a package called "gputools" (
http://cran.r-project.org/web/packages/gputools/index.html ) which seems
to originate from the bioinformatics-community and implements very
interesting functionality for exploratory analysis and large scale
predictive modeling. Among these are calculation of distance metrics for
clustering, tests for granger causality, approximation of the mutual
information, calculation of correlation coefficients, estimating and
predicting support vector machines and support vector regression.
Now my question: Does anybody have experience using this package or GPU-
resp. parallel-processing for exploration? Or do you use other
environments, resp. approaches?
Thanks & a good evening!
Gero
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