Title :
High-Performance Computing on Wall Street
Author :
Spiers, Brad ; Wallez, Denis
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;
DOI :
10.1109/MC.2010.349
