Multiscale dataflow computing in finance

Oskar Mencer, Brian Boucher, Gary Robinson, Jon Gregory, Georgi Gaydadjiev

Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientificpeer-review


Computer technology has become an essential driver for the financial industry in almost all of its areas. Advances in hardware and software technology, novel numerical methods, financial models, and algorithms have made computers a key technology that became essential for all financial institutions. High-performance computing (HPC) systems are widely used to price financial products or to quickly calculate the risk of complex portfolios. Often, the available computational power determines the types of problems that can be practically solved. Being able to handle a more complex problem or to obtain the results faster than all other organizations directly translates into a competitive advantage.

Original languageEnglish
Title of host publicationHigh-Performance Computing in Finance
Subtitle of host publicationProblems, Methods, and Solutions
EditorsM.A.H. Dempster, J. Kanniainen, J. Keane, E. Vynckier
PublisherTaylor & Francis
Number of pages30
ISBN (Electronic)9781482299670
ISBN (Print)9781482299663
Publication statusPublished - 1 Jan 2018


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