Issue No.12 - December (2010 vol.43)
Brad Spiers , Bank of America Merrill Lynch
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MC.2010.349
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.
Computational finance, High-performance computing, Parallelization
Brad Spiers, "High-Performance Computing on Wall Street", Computer, vol.43, no. 12, pp. 53-59, December 2010, doi:10.1109/MC.2010.349