Multiscale dataflow computing in finance

Oskar Mencer; Brian Boucher; Gary Robinson; Jon Gregory; Georgi Gaydadjiev

doi:10.1201/9781315372006

Multiscale dataflow computing in finance

Oskar Mencer, Brian Boucher, Gary Robinson, Jon Gregory, Georgi Gaydadjiev

Data-Intensive Systems

Research output: Chapter in Book/Conference proceedings/Edited volume › Chapter › Scientific › peer-review

Abstract

Computer technology has become an essential driver for the financial industry in almost all of its areas. Advances in hardware and software technology, novel numerical methods, financial models, and algorithms have made computers a key technology that became essential for all financial institutions. High-performance computing (HPC) systems are widely used to price financial products or to quickly calculate the risk of complex portfolios. Often, the available computational power determines the types of problems that can be practically solved. Being able to handle a more complex problem or to obtain the results faster than all other organizations directly translates into a competitive advantage.

Original language	English
Title of host publication	High-Performance Computing in Finance
Subtitle of host publication	Problems, Methods, and Solutions
Editors	M.A.H. Dempster, J. Kanniainen, J. Keane, E. Vynckier
Publisher	Taylor and Francis
Chapter	15
Pages	441-470
Number of pages	30
ISBN (Electronic)	9781482299670
ISBN (Print)	9781482299663
DOIs	https://doi.org/10.1201/9781315372006
Publication status	Published - 1 Jan 2018

Access to Document

10.1201/9781315372006

https://www.taylorfrancis.com/books/e/9781482299670/chapters/10.1201%2F9781315372006-15Licence: Other

Cite this

@inbook{c308180fd88d4ba496eae1818d873245,

title = "Multiscale dataflow computing in finance",

abstract = "Computer technology has become an essential driver for the financial industry in almost all of its areas. Advances in hardware and software technology, novel numerical methods, financial models, and algorithms have made computers a key technology that became essential for all financial institutions. High-performance computing (HPC) systems are widely used to price financial products or to quickly calculate the risk of complex portfolios. Often, the available computational power determines the types of problems that can be practically solved. Being able to handle a more complex problem or to obtain the results faster than all other organizations directly translates into a competitive advantage.",

author = "Oskar Mencer and Brian Boucher and Gary Robinson and Jon Gregory and Georgi Gaydadjiev",

year = "2018",

month = jan,

day = "1",

doi = "10.1201/9781315372006",

language = "English",

isbn = "9781482299663",

pages = "441--470",

editor = "M.A.H. Dempster and J. Kanniainen and J. Keane and E. Vynckier",

booktitle = "High-Performance Computing in Finance",

publisher = "Taylor and Francis",

address = "United Kingdom",

}

Multiscale dataflow computing in finance. / Mencer, Oskar; Boucher, Brian; Robinson, Gary et al.
High-Performance Computing in Finance: Problems, Methods, and Solutions. ed. / M.A.H. Dempster; J. Kanniainen; J. Keane; E. Vynckier. Taylor and Francis, 2018. p. 441-470.

Research output: Chapter in Book/Conference proceedings/Edited volume › Chapter › Scientific › peer-review

TY - CHAP

T1 - Multiscale dataflow computing in finance

AU - Mencer, Oskar

AU - Boucher, Brian

AU - Robinson, Gary

AU - Gregory, Jon

AU - Gaydadjiev, Georgi

PY - 2018/1/1

Y1 - 2018/1/1

N2 - Computer technology has become an essential driver for the financial industry in almost all of its areas. Advances in hardware and software technology, novel numerical methods, financial models, and algorithms have made computers a key technology that became essential for all financial institutions. High-performance computing (HPC) systems are widely used to price financial products or to quickly calculate the risk of complex portfolios. Often, the available computational power determines the types of problems that can be practically solved. Being able to handle a more complex problem or to obtain the results faster than all other organizations directly translates into a competitive advantage.

AB - Computer technology has become an essential driver for the financial industry in almost all of its areas. Advances in hardware and software technology, novel numerical methods, financial models, and algorithms have made computers a key technology that became essential for all financial institutions. High-performance computing (HPC) systems are widely used to price financial products or to quickly calculate the risk of complex portfolios. Often, the available computational power determines the types of problems that can be practically solved. Being able to handle a more complex problem or to obtain the results faster than all other organizations directly translates into a competitive advantage.

UR - http://www.scopus.com/inward/record.url?scp=85046920482&partnerID=8YFLogxK

U2 - 10.1201/9781315372006

DO - 10.1201/9781315372006

M3 - Chapter

AN - SCOPUS:85046920482

SN - 9781482299663

SP - 441

EP - 470

BT - High-Performance Computing in Finance

A2 - Dempster, M.A.H.

A2 - Kanniainen, J.

A2 - Keane, J.

A2 - Vynckier, E.

PB - Taylor and Francis

ER -

Multiscale dataflow computing in finance

Abstract

Access to Document

Other files and links

Fingerprint

Cite this