Parallel Computing Applications and Financial Modelling

Parallel Computing Applications and Financial Modelling

At Queen Mary, University of London, we have over twenty years of experience in Parallel Computing Applications, mostly on "massively parallel systems", such as the Distributed Array Processors (DAPs). The applications in which we were involved included design of numerical subroutine libra...

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Main Authors: Heather M. Liddell, D. Parkinson, G.S. Hodgson, P. Dzwig
Format: Article
Language:English
Published: Hindawi Limited 2004-01-01
Series:Scientific Programming
Online Access:http://dx.doi.org/10.1155/2004/404575
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spelling doaj-f1ee434b6a1946959ad88c6374172bb42021-07-02T07:52:20ZengHindawi LimitedScientific Programming1058-92441875-919X2004-01-01122819010.1155/2004/404575Parallel Computing Applications and Financial ModellingHeather M. Liddell0D. Parkinson1G.S. Hodgson2P. Dzwig3Department of Computer Science, Queen Mary, University of London, Mile End Road, London E1 4NS, UKDepartment of Computer Science, Queen Mary, University of London, Mile End Road, London E1 4NS, UKDepartment of Computer Science, Queen Mary, University of London, Mile End Road, London E1 4NS, UKDepartment of Computer Science, Queen Mary, University of London, Mile End Road, London E1 4NS, UKAt Queen Mary, University of London, we have over twenty years of experience in Parallel Computing Applications, mostly on "massively parallel systems", such as the Distributed Array Processors (DAPs). The applications in which we were involved included design of numerical subroutine libraries, Finite Element software, graphics tools, the physics of organic materials, medical imaging, computer vision and more recently, Financial modelling. Two of the projects related to the latter are described in this paper, namely Portfolio Optimisation and Financial Risk Assessment.http://dx.doi.org/10.1155/2004/404575
collection DOAJ
language English
format Article
sources DOAJ
author Heather M. Liddell
D. Parkinson
G.S. Hodgson
P. Dzwig
spellingShingle Heather M. Liddell
D. Parkinson
G.S. Hodgson
P. Dzwig
Parallel Computing Applications and Financial Modelling
Scientific Programming
author_facet Heather M. Liddell
D. Parkinson
G.S. Hodgson
P. Dzwig
author_sort Heather M. Liddell
title Parallel Computing Applications and Financial Modelling
title_short Parallel Computing Applications and Financial Modelling
title_full Parallel Computing Applications and Financial Modelling
title_fullStr Parallel Computing Applications and Financial Modelling
title_full_unstemmed Parallel Computing Applications and Financial Modelling
title_sort parallel computing applications and financial modelling
publisher Hindawi Limited
series Scientific Programming
issn 1058-9244
1875-919X
publishDate 2004-01-01
description At Queen Mary, University of London, we have over twenty years of experience in Parallel Computing Applications, mostly on "massively parallel systems", such as the Distributed Array Processors (DAPs). The applications in which we were involved included design of numerical subroutine libraries, Finite Element software, graphics tools, the physics of organic materials, medical imaging, computer vision and more recently, Financial modelling. Two of the projects related to the latter are described in this paper, namely Portfolio Optimisation and Financial Risk Assessment.
url http://dx.doi.org/10.1155/2004/404575
work_keys_str_mv AT heathermliddell parallelcomputingapplicationsandfinancialmodelling
AT dparkinson parallelcomputingapplicationsandfinancialmodelling
AT gshodgson parallelcomputingapplicationsandfinancialmodelling
AT pdzwig parallelcomputingapplicationsandfinancialmodelling
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