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A Price-Volume Model For A Single-Period Stock Market, Yun Chen-Shue
A Price-Volume Model For A Single-Period Stock Market, Yun Chen-Shue
HIM 1990-2015
The intention of this thesis is to provide a primitive mathematical model for a financial market in which tradings affect the asset prices. Currently, the idea of a price-volume relationship is typically used in the form of empirical models for specific cases. Among the theoretical models that have been used in stock markets, few included the volume parameter. The thesis provides a general theoretical model with the volume parameter for the intention of a broader use. The core of the model is the correlation between trading volume and stock price, indicating that volume should be a function of the stock …
Gpu Accelerated Approach To Numerical Linear Algebra And Matrix Analysis With Cfd Applications, Adam Phillips
Gpu Accelerated Approach To Numerical Linear Algebra And Matrix Analysis With Cfd Applications, Adam Phillips
HIM 1990-2015
A GPU accelerated approach to numerical linear algebra and matrix analysis with CFD applications is presented. The works objectives are to (1) develop stable and efficient algorithms utilizing multiple NVIDIA GPUs with CUDA to accelerate common matrix computations, (2) optimize these algorithms through CPU/GPU memory allocation, GPU kernel development, CPU/GPU communication, data transfer and bandwidth control to (3) develop parallel CFD applications for Navier Stokes and Lattice Boltzmann analysis methods. Special consideration will be given to performing the linear algebra algorithms under certain matrix types (banded, dense, diagonal, sparse, symmetric and triangular). Benchmarks are performed for all analyses with baseline …