[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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