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Proceedings of the 2nd Workshop on High Performance Computational Finance

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1.Requirements for systemic risk management in the financial sector

机译：金融部门系统风险管理的要求
- 作者：Donna N. Dillenberger;Alan J. King;Francis N. Parr
- 会议名称：《Proceedings of the 2nd Workshop on High Performance Computational Finance》 | 2009年
- banking;
- mortgage-backed securities;
- systemic risk;
2.Distributed calculations on fixed-income securities

机译：固定收益证券的分布式计算
- 作者：Timothy J. Williams
- 会议名称：《Proceedings of the 2nd Workshop on High Performance Computational Finance》 | 2009年
- data cache;
- database;
- distributed calculation;
- fixed-income securities;
- mortgage-backed securities;
- pricing;
- valuation;
3.Acceleration of market value-at-risk estimation

机译：加速市场风险评估
- 作者：Matthew Dixon;Jike Chong;Kurt Keutzer
- 会议名称：《Proceedings of the 2nd Workshop on High Performance Computational Finance》 | 2009年
4.GPU based sparse grid technique for solving multidimensional options pricing PDEs

机译：基于GPU的稀疏网格技术，用于解决多维期权定价PDE
- 作者：Abhijeet Gaikwad;Ioane Muni Toke
- 会议名称：《》 | 2009年
5.Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware

机译：使用IBM中间件在商品硬件上实现大批量，低延迟的市场数据处理系统
- 作者：Xiaolan J. Zhang;Henrique Andrade;Bugra Gedik;Richard King;John Morar;Senthil Nathan;Yoonho Park;Raju Pavuluri;Edward Pring;Randall Schnier;Philippe Selo;Michael Spicer;Volkmar Uhlig;Chitra Venkatramani
- 会议名称：《Proceedings of the 2nd Workshop on High Performance Computational Finance》 | 2009年
- IBM middleware;
- commodity hardware;
- implementation;
- market data processing;
6.Low cost high performance uncertainty quantification

机译：低成本高性能不确定性量化
- 作者：C. Bekas;A. Curioni;I. Fedulova
- 会议名称：《Proceedings of the 2nd Workshop on High Performance Computational Finance》 | 2009年
- inverse covariance matrices;
- iterative refinement;
- iterative solvers;
- massive parallelism;
- quadratic cost;
- stochastic estimation;
7.Cost vs. performance of VaR on accelerator platforms

机译：加速器平台上VaR的成本与性能
- 作者：Mukul Majmudar;Ciprian Docan;Manish Parashar;Christopher Marty
- 会议名称：《Proceedings of the 2nd Workshop on High Performance Computational Finance》 | 2009年