High-Performance Computing on Wall Street.

Financial institutions could achieve a two- orders-of-magnitude optimization by utilizing parallel computing for their applications. If programmers can meet the software challenges, parallelization could dramatically reshape computational finance for years to come.

Detalles Bibliográficos
Publicado en:Computer (00189162) Vol. 43; no. 12; p. 53
Autores principales: Spiers, Brad, Wallez, Denis
Formato: Artículo
Publicado: IEEE 12/01/2010
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: High-Performance Computing on Wall Street.
      aug:
        au:
          Spiers, Brad
          Wallez, Denis
        affil: Bank of America Merrill Lynch
      su:
        Financial institutions
        Financial engineering
        Computer programming
        Parallel programs (Computer programs)
        Computer software
        Securities industry
      sug:
        subj:
          Financial institutions
          Financial engineering
          Computer programming
          Parallel programs (Computer programs)
          Computer software
          Securities industry
      keyword:
        Computational finance
        Computational modeling
        Field programmable gate arrays
        Finance
        High-performance computing
        Mathematical model
        Monte Carlo methods
        Multicore processing
        Parallelization
        Portfolios
      ab: Financial institutions could achieve a two- orders-of-magnitude optimization by utilizing parallel computing for their applications. If programmers can meet the software challenges, parallelization could dramatically reshape computational finance for years to come.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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