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High-Performance Computing on Wall Street
December 2010 (vol. 43 no. 12)
pp. 53-59
ASCII Text
x 
 
Brad Spiers, Denis Wallez, "High-Performance Computing on Wall Street," Computer, vol. 43, no. 12, pp. 53-59, December, 2010.
 
 
BibTex
x
 
@article{ 10.1109/MC.2010.349,
author = {Brad Spiers and Denis Wallez},
title = {High-Performance Computing on Wall Street},
journal ={Computer},
volume = {43},
number = {12},
issn = {0018-9162},
year = {2010},
pages = {53-59},
doi = {http://doi.ieeecomputersociety.org/10.1109/MC.2010.349},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - MGZN
JO - Computer
TI - High-Performance Computing on Wall Street
IS - 12
SN - 0018-9162
SP53
EP59
EPD - 53-59
A1 - Brad Spiers,
A1 - Denis Wallez,
PY - 2010
KW - Computational finance
KW - High-performance computing
KW - Parallelization
VL - 43
JA - Computer
ER -
 
Brad Spiers, Bank of America Merrill Lynch
Denis Wallez, Bank of America Merrill Lynch
Financial institutions could achieve a two- orders-of-magnitude optimization by utilizing parallel computing for their applications. If programmers can meet the software challenges, parallelization could dramatically reshape computational finance for years to come.

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Index Terms:
Computational finance, High-performance computing, Parallelization
Citation:
Brad Spiers, Denis Wallez, "High-Performance Computing on Wall Street," Computer, vol. 43, no. 12, pp. 53-59, Dec. 2010, doi:10.1109/MC.2010.349
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