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Finding the right level of abstraction for minimizing operational expenditure 找到合适的抽象级别，以最小化运营支出
High Performance Computational Finance Pub Date : 2011-11-13 DOI: 10.1145/2088256.2088262
O. Mencer, E. Vynckier, James Spooner, S. Girdlestone, Oliver Charlesworth
{"title":"Finding the right level of abstraction for minimizing operational expenditure","authors":"O. Mencer, E. Vynckier, James Spooner, S. Girdlestone, Oliver Charlesworth","doi":"10.1145/2088256.2088262","DOIUrl":"https://doi.org/10.1145/2088256.2088262","url":null,"abstract":"In this paper we are examining the impact of modern programming language abstractions on total cost of ownership (TCO) of a financial computing operation. Our analysis is based on static and dynamic analysis of example financial software, based on our loop-flow graph (LFG) concept and our custom dynamic hotspot tool called MaxSpot. Our results show that, if the required throughput of an application is high enough, then operational expenditure is minimized by minimizing runtime and not programming effort.","PeriodicalId":241950,"journal":{"name":"High Performance Computational Finance","volume":"148 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133825225","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
FinRC: challenges and opportunities for high-performance reconfigurable computing (HPRC) in computational finance FinRC:计算金融中高性能可重构计算(HPRC)的挑战与机遇
High Performance Computational Finance Pub Date : 2011-11-13 DOI: 10.1145/2088256.2088265
H. Lam, G. Cooke
{"title":"FinRC: challenges and opportunities for high-performance reconfigurable computing (HPRC) in computational finance","authors":"H. Lam, G. Cooke","doi":"10.1145/2088256.2088265","DOIUrl":"https://doi.org/10.1145/2088256.2088265","url":null,"abstract":"High-performance computing (HPC) for many computeintensive application domains, including computational finance, is at a major crossroads. Conventional computing no longer can depend upon exploiting increased clock rate and instructionlevel parallelism to sustain performance required for the emerging compute-intensive applications. Performance is now achieved through explicit parallelism using multicore and manycore CPU and GPU processors. Increasingly, conventional HPC is ill-equipped to address escalating performance demands without resorting to massively large, energy-hungry, and expensive machines, where developers simply throw thousands (and soon millions) of processor cores at each new and demanding problem. This presentation focuses upon the principal challenges and opportunities for HPC for computational finance, why and how high-performance reconfigurable computing (HPRC) is poised to make a major impact on accelerating these applications.","PeriodicalId":241950,"journal":{"name":"High Performance Computational Finance","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125807426","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Practical experiences on the gridification of financial applications 金融应用的格栅化实践经验
High Performance Computational Finance Pub Date : 2011-11-13 DOI: 10.1145/2088256.2088269
Eduardo Javier Huerta Yero, F. Lucchese
{"title":"Practical experiences on the gridification of financial applications","authors":"Eduardo Javier Huerta Yero, F. Lucchese","doi":"10.1145/2088256.2088269","DOIUrl":"https://doi.org/10.1145/2088256.2088269","url":null,"abstract":"Although grid technologies have been embraced by academia and industry as a viable solution to build integrated systems out of heterogeneous resources, a number of challenges still hamper their widespread acceptance and use. One particular challenge has proven difficult to overcome: the transition of legacy code into grid environments. The ability to adapt legacy applications to benefit from grid resources is vital to the success of grid technologies, since re-writing them is not a practical solution in many settings. Financial institutions are perhaps the most clear case, since they use complex, sensitive and resource-demanding software that can greatly benefit from grid technologies but cannot afford to be significantly re-written. This paper describes the efforts conducted to modify legacy financial applications to be executed under a commercial grid middleware named Sparsi Maestro. We describe the steps involved in the transition of a legacy application into the grid environment and present two examples of actual financial applications that have undergone that process.","PeriodicalId":241950,"journal":{"name":"High Performance Computational Finance","volume":"75 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127258386","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Domain specific languages and the acceleration of computational finance 特定领域语言和计算金融的加速
High Performance Computational Finance Pub Date : 2011-11-13 DOI: 10.1145/2088256.2088258
E. Kant
{"title":"Domain specific languages and the acceleration of computational finance","authors":"E. Kant","doi":"10.1145/2088256.2088258","DOIUrl":"https://doi.org/10.1145/2088256.2088258","url":null,"abstract":"Although there is a long history of using domain specific languages (DSLs) in a variety of applications, including finance, few are used to accelerate computational finance. This talk summarizes the general advantages and difficulties of using domain specific languages and presents a sample of DSLs in computational finance. The most flexible and comprehensive of these systems focus on developing good domain models, transform specifications to a variety of target languages via intermediate representations, and are implemented in languages that combine functional, declarative, object-oriented, and pattern-matching features.\u0000 This talk also includes a description of SciFinance, a domain-specific system that produces pricing codes for arbitrary financial products in OpenMP and NVIDIA CUDA as well as in pure C++ or C. Companion modules can also produce interfaces in Excel, Java, .NET, and .COM. The SciFinance system, implemented in Mathematica, tranforms systems of equations, constraints, and financial descriptors (and optional numerical method choices) into highly efficient simulation codes by applying refinement and optimization rules to a network of objects and equations. Numerical methods include Monte Carlo and partial differential equation techniques with specializations for parallel/distributed target architectures. Also covered in the talk are practical issues such as validation, and challenges for going beyond the current state-of-the-art.","PeriodicalId":241950,"journal":{"name":"High Performance Computational Finance","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134455007","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Exascale computing challenges and their application to a production datacenter 百亿亿级计算挑战及其在生产数据中心的应用
High Performance Computational Finance Pub Date : 2011-11-13 DOI: 10.1145/2088256.2088259
C. H. Finan
{"title":"Exascale computing challenges and their application to a production datacenter","authors":"C. H. Finan","doi":"10.1145/2088256.2088259","DOIUrl":"https://doi.org/10.1145/2088256.2088259","url":null,"abstract":"In this talk I will outline the main challenges to achieving useable Exascale computer systems and discuss some of the approaches being taken to address them. These include the requirement to cut the power needed by the system, ensure the reliability of the system and specify programming models that will effectively utilize the system's potential. I will then draw on an example based on the computational core of an investment house fixed incomes desk. This example highlights a system that can reliably use a hybrid set of computational resources to price complicated bonds and to measure their risk profile. This is one type of code that can take advantage of any reasonable system with only minor modification.","PeriodicalId":241950,"journal":{"name":"High Performance Computational Finance","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115801459","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Low latency requirements for financial services industry 金融服务行业的低延迟需求
High Performance Computational Finance Pub Date : 2008-11-01 DOI: 10.1109/WHPCF.2008.4745396
M. Kohari
{"title":"Low latency requirements for financial services industry","authors":"M. Kohari","doi":"10.1109/WHPCF.2008.4745396","DOIUrl":"https://doi.org/10.1109/WHPCF.2008.4745396","url":null,"abstract":"Summary form only given. The trading volatility being experienced in the current markets has continued to increase over the past few years. Predictive response to real-time market conditions is necessary in order for financial services clients to survive and thrive in the most dynamic market conditions. We will discuss the infrastructure requirements and the necessary application awareness to best take advantage of a dynamic market environment.","PeriodicalId":241950,"journal":{"name":"High Performance Computational Finance","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131485210","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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