Multi-variate finance kernels in the blue gene supercomputer

2008 Workshop on High Performance Computational Finance, WHPCF 2008

Volumn , Issue , 2008, Pages

  Daly, David ^a   Kyung, Dong Ryu ^a   Moreira, José E ^a  

^a IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTERS; DECISION MAKING; FINANCE; KNOWLEDGE BASED SYSTEMS; SUPERCOMPUTERS;

APPLICATION AREAS; BLUE GENES; COMPUTATIONAL FINANCES; COMPUTATIONAL RESOURCES; CORRELATION MATRICES; HIGH-PERFORMANCE COMPUTING; MULTI-VARIATE ANALYSIS; ON-LINE OPERATIONS; REAL-TIME OPERATIONS; UNIVARIATE ANALYSIS;

MULTIVARIANT ANALYSIS;

EID: 62949210791     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WHPCF.2008.4745399     Document Type: Conference Paper

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