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- Title
Parallel computing applications and financial modelling.
- Authors
Liddell, Heather M.; Parkinson, D.; Hodgson, G. S.; Dzwig, P.
- Abstract
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.
- Subjects
PARALLEL computers; ARRAY processors; COMPUTERS; INVESTMENTS; RISK assessment
- Publication
Scientific Programming, 2004, Vol 12, Issue 2, p81
- ISSN
1058-9244
- Publication type
Article
- DOI
10.1155/2004/404575