Bank of America Corporation
SYSTEM FOR COMPUTING RESOURCE VALUATION USING A GRAPHICS PROCESSING UNIT-BASED DISCRETE FOURIER TRANSFORM ALGORITHM

Abstract:

A system provides for computing resource valuation using a graphics processing unit-based discrete Fourier transform algorithm. The system may, via DFT, transform resource valuation equations into their constituent operations, which may in turn be resolved in parallel using a multi-core graphics processing unit. In this way, the system may allow for highly expedient and efficient resolution of resource valuation calculations.