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Eighth International Conference on High-Performance Computing in Asia-Pacific Region (HPCASIA'05)
Applying Web Service and Windows Clustering for High Volume Risk Analysis
Beijing, China
November 30-December 03
ISBN: 0-7695-2486-9
ASCII Text
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Sivadon Chaisiri, Juta Pichitlamken, Putchong Uthayopas, Thanapol Rojanapanpat, Suphachan Phakhawirotkul, Theewara Vorakosit, "Applying Web Service and Windows Clustering for High Volume Risk Analysis," High Performance Computing and Grid in Asia Pacific Region, International Conference on, pp. 131-138, Eighth International Conference on High-Performance Computing in Asia-Pacific Region (HPCASIA'05), 2005.
 
 
BibTex
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@article{ 10.1109/HPCASIA.2005.23,
author = {Sivadon Chaisiri and Juta Pichitlamken and Putchong Uthayopas and Thanapol Rojanapanpat and Suphachan Phakhawirotkul and Theewara Vorakosit},
title = {Applying Web Service and Windows Clustering for High Volume Risk Analysis},
journal ={High Performance Computing and Grid in Asia Pacific Region, International Conference on},
volume = {0},
year = {2005},
isbn = {0-7695-2486-9},
pages = {131-138},
doi = {http://doi.ieeecomputersociety.org/10.1109/HPCASIA.2005.23},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - CONF
JO - High Performance Computing and Grid in Asia Pacific Region, International Conference on
TI - Applying Web Service and Windows Clustering for High Volume Risk Analysis
SN - 0-7695-2486-9
SP131
EP138
A1 - Sivadon Chaisiri,
A1 - Juta Pichitlamken,
A1 - Putchong Uthayopas,
A1 - Thanapol Rojanapanpat,
A1 - Suphachan Phakhawirotkul,
A1 - Theewara Vorakosit,
PY - 2005
KW - null
VL - 0
JA - High Performance Computing and Grid in Asia Pacific Region, International Conference on
ER -
 
Sivadon Chaisiri, Kasetsart University, Thailand
Juta Pichitlamken, Kasetsart University, Thailand
Putchong Uthayopas, Kasetsart University, Thailand
Thanapol Rojanapanpat, Kasetsart University, Thailand
Suphachan Phakhawirotkul, Kasetsart University, Thailand
Theewara Vorakosit, Kasetsart University, Thailand
We present the development of a distributed system to calculate the Value at Risk (VaR) measure when a large number of users are presented. A scalable architecture based on Windows clustering and web services is proposed. In addition, we develop a load balancing algorithm to distribute the workload among the compute nodes in the Windows cluster. The experimental results show that our system can substantially speed up the VaR calculation. In addition, it offers a good scalability. This work provides an example of how to deploy a standard web service and Windows clustering technology to offer a cost-effective and scalable solution for demanding financial applications in practice.
Citation:
Sivadon Chaisiri, Juta Pichitlamken, Putchong Uthayopas, Thanapol Rojanapanpat, Suphachan Phakhawirotkul, Theewara Vorakosit, "Applying Web Service and Windows Clustering for High Volume Risk Analysis," hpcasia, pp.131-138, Eighth International Conference on High-Performance Computing in Asia-Pacific Region (HPCASIA'05), 2005
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