Faculty Advisor

Abraham, Jon P

Faculty Advisor

Agu, Emmanuel O.

Abstract

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.

Publisher

Worcester Polytechnic Institute

Date Accepted

October 2008

Major

Computer Science

Major

Actuarial Mathematics

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Advisor Department

Computer Science

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