DocumentCode
1399604
Title
High-Performance Computing on Wall Street
Author
Spiers, Brad ; Wallez, Denis
Volume
43
Issue
12
fYear
2010
Firstpage
53
Lastpage
59
Abstract
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.
Keywords
financial data processing; parallel processing; computational finance; financial institution; high-performance computing; parallel computing; software challenge; two orders of magnitude optimization; wall street; Computational modeling; Field programmable gate arrays; Finance; Mathematical model; Monte Carlo methods; Multicore processing; Portfolios; Computational finance; High-performance computing; Parallelization;
fLanguage
English
Journal_Title
Computer
Publisher
ieee
ISSN
0018-9162
Type
jour
DOI
10.1109/MC.2010.349
Filename
5662549
Link To Document