The Workshop is entitled  Quantitative Finance and Accelerated Computing, tand is aught by academic and industry researchers and practitioners from NVIDIA, Wells Fargo, UC Santa Barbara, and Bloomberg, including CFMAR faculty Ruimeng Hu and Mike Ludkovski. Designed for students and quant practitioners with strong backgrounds in mathematics and deep learning, this hands-on workshop bridges cutting-edge GPU-accelerated computing with real-world financial applications. With 6+ hours of lectures and 4+ hours of labs participants will learn how to address computational bottlenecks in large-scale optimization problems faced by quants, such as model calibration, derivative valuation, and market making. The labs and the final project will utilize NVIDIA’s Brev machine learning cloud platform and feature real market data.