Parallel Computing Applications and Financial Modelling | Zendy

Heather M. Liddell | Zendy; D. Parkinson | Zendy; G. S. Hodgson | Zendy; Peter Dzwig | Zendy

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Parallel Computing Applications and Financial Modelling

Author(s) -

Heather M. Liddell,

D. Parkinson,

G. S. Hodgson,

Peter Dzwig

Publication year - 2004

Publication title -

scientific programming

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.269

H-Index - 36

eISSN - 1875-919X

pISSN - 1058-9244

DOI - 10.1155/2004/404575

Subject(s) - computer science , subroutine , massively parallel , portfolio , software , graphics , computational science , queen (butterfly) , mathematical finance , financial modeling , finance , graphics processing unit , computer graphics , parallel computing , software engineering , computer graphics (images) , programming language , hymenoptera , botany , economics , biology

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

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