JP Morgan and NVIDIA have announced that NVIDIA's (graphics) processors have been used successfully to accelerate derivative-focused risk computations by about 40X, when compared to running solely on classic processors (CPUs). Right now, JP Morgan computational center runs with a hybrid setup that includes both CPUs and GPUs. Traditionally, those computations were run overnight so that useful data could be used for the next trading day.
Ubergizmo, NVIDIA GPUs Accelerate Financial Computations by 40X
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