THE APPLICATIONS AND TRENDS OF HIGH PERFORMANCE COMPUTING IN FINANCE
Large-scale parallel simulation and modeling have changed our world. Today, supercomputers are not just for research and scientific exploration; they have become an integral part of many industries, among which finance is one of the strongest growth factors for supercomputers, driven by ever increasing data volumes, greater data complexity and significantly more challenging data analysis. In this paper, a modest application of the developments of high-performance computing in finance is studied deeply. Attentions are not only focused on the what benefits the parallel algorithm bring to the financial research, but also on the practical applications of the High-Performance Computing in real financial markets, especially some recent advances is highlighted. On that basis, some suggestions about the challenges and development directions of HPCs in finance are proposed.
High-Performance Computing supercomputing in finance options pricing dynamic portfolio risk management
LI hong LU Zhong-hua CHI Xue-bin
Supercomputing Center, Computer Network Information Center, Chinese Academy of Sciences, Beijing, 10 Supercomputing Center, Computer Network Information Center, Chinese Academy of Sciences, Beijing, 10
国际会议
香港
英文
193-197
2010-08-12（万方平台首次上网日期，不代表论文的发表时间）