In recent years, grid technology has emerged as an important tool for solving compute‐
intensive problems within the scientific community and in industry. To further the …

With the extensive use of the 3D computer graphics technology, the computation and the
processing data are rapidly increased. Computer animation rendering is a long time …

This paper introduces a research project that aims to speed-up and size-up some gas
storage valuations, based on a Stochastic Dynamic Programming algorithm. Such …

This paper introduces the distribution of a stochastic control algorithm which is applied to
gas storage valuation, and presents its experimental performances on two PC clusters and …

Feature selection is a key issue in many machine learning applications and the need to test
lots of candidate features is real while computational time required to do so is often huge. In …

Computing in financial services consists of a combination of time-critical computations
completed during trading hours, such as Monte Carlo simulations for option pricing, and …

This paper presents the structure and functionality of zFunction, which is an adaptive
distributed computing platform that supports a user-friendly programming model for …

Time is gold. This is particularly true in financial markets because every second is passing
you can't go back to change previous actions. Any delays are generally unacceptable as the …

As experience with independent and embarassingly parallel computations in a grid
environment mature, it has become possible to explore parallel computing on grids with …

Pricing and hedging of higher order derivatives such as multidimensional (up to 100
underlying assets) European and first generation exotic options represent mathematically …