Exploratory analyses: Experience using gputools-package for Nvidia graphics-accellerators?
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