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Scientific Programming
Volume 12 (2004), Issue 2, Pages 81-90
http://dx.doi.org/10.1155/2004/404575

Parallel Computing Applications and Financial Modelling

Heather M. Liddell, D. Parkinson, G.S. Hodgson, and P. Dzwig

Department of Computer Science, Queen Mary, University of London, Mile End Road, London E1 4NS, UK

Received 19 July 2004; Accepted 19 July 2004

Copyright © 2004 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

At Queen Mary, University of London, we have over twenty years of experience in Parallel Computing Applications, mostly on "massively parallel systems", such as the Distributed Array Processors (DAPs). The applications in which we were involved included design of numerical subroutine libraries, Finite Element software, graphics tools, the physics of organic materials, medical imaging, computer vision and more recently, Financial modelling. Two of the projects related to the latter are described in this paper, namely Portfolio Optimisation and Financial Risk Assessment.