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High Performance Computing and Grid in Asia Pacific Region, International Conference on (2005)
Beijing, China
Nov. 30, 2005 to Dec. 3, 2005
ISBN: 0-7695-2486-9
pp: 131-138
Theewara Vorakosit , Kasetsart University, Thailand
Thanapol Rojanapanpat , Kasetsart University, Thailand
Putchong Uthayopas , Kasetsart University, Thailand
Juta Pichitlamken , Kasetsart University, Thailand
Sivadon Chaisiri , Kasetsart University, Thailand
Suphachan Phakhawirotkul , Kasetsart University, Thailand
ABSTRACT
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.
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CITATION
Theewara Vorakosit, Thanapol Rojanapanpat, Putchong Uthayopas, Juta Pichitlamken, Sivadon Chaisiri, Suphachan Phakhawirotkul, "Applying Web Service and Windows Clustering for High Volume Risk Analysis", High Performance Computing and Grid in Asia Pacific Region, International Conference on, vol. 00, no. , pp. 131-138, 2005, doi:10.1109/HPCASIA.2005.23
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