Computing for Finance [electronic resource]
Hpc; Finance; Credit Portfolio; Financial Service Industry; Credit Exposures; Credit Risk; Capital; Cash Flow; Business Value; Price Of Realism; Hpc Problems; Monte Carlo Simulation.
Saved in:
| Online Access: |
Online Access (via OSTI) |
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| Format: | Government Document Electronic eBook |
| Language: | English |
| Published: |
Washington, D.C. : Oak Ridge, Tenn. :
United States. Department of Energy. ; distributed by the Office of Scientific and Technical Information, U.S. Department of Energy,
2010.
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| 245 | 0 | 0 | |a Computing for Finance |h [electronic resource] |
| 260 | |a Washington, D.C. : |b United States. Department of Energy. ; |a Oak Ridge, Tenn. : |b distributed by the Office of Scientific and Technical Information, U.S. Department of Energy, |c 2010. | ||
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| 500 | |a 03/24/2010. | ||
| 500 | |a "CERN FILE ID: 20111005263" | ||
| 520 | 3 | |a The finance sector is one of the driving forces for the use of distributed or Grid computing for business purposes. The speakers will review the state-of-the-art of high performance computing in the financial sector, and provide insight into how different types of Grid computing - from local clusters to global networks - are being applied to financial applications. They will also describe the use of software and techniques from physics, such as Monte Carlo simulations, in the financial world. There will be four talks of 20min each. The talk abstracts and speaker bios are listed below. This will be followed by a Q&A; panel session with the speakers. From 19:00 onwards there will be a networking cocktail for audience and speakers. This is an EGEE / CERN openlab event organized in collaboration with the regional business network rezonance.ch. A webcast of the event will be made available for subsequent viewing, along with powerpoint material presented by the speakers. Attendance is free and open to all. Registration is mandatory via www.rezonance.ch, including for CERN staff. 1. Overview of High Performance Computing in the Financial Industry Michael Yoo, Managing Director, Head of the Technical Council, UBS Presentation will describe the key business challenges driving the need for HPC solutions, describe the means in which those challenges are being addressed within UBS (such as GRID) as well as the limitations of some of these solutions, and assess some of the newer HPC technologies which may also play a role in the Financial Industry in the future. Speaker Bio: Michael originally joined the former Swiss Bank Corporation in 1994 in New York as a developer on a large data warehouse project. In 1996 he left SBC and took a role with Fidelity Investments in Boston. Unable to stay away for long, he returned to SBC in 1997 while working for Perot Systems in Singapore. Finally, in 1998 he formally returned to UBS in Stamford following the merger with SBC and has remained with UBS for the past 9 years. During his tenure at UBS, he has had a number of leadership roles within IT in development, support and architecture. In 2006 Michael relocated to Switzerland to take up his current role as head of the UBS IB Technical Council, responsible for the overall technology strategy and vision of the Investment Bank. One of Michael's key responsibilities is to manage the UBS High Performance Computing Research Lab and he has been involved in a number of initiatives in the HPC space. 2. Grid in the Commercial WorldFred Gedling, Chief Technology Officer EMEA and Senior Vice President Global Services, DataSynapse Grid computing gets mentions in the press for community programs starting last decade with Seti@Home. Government, national and supranational initiatives in grid receive some press. One of the IT-industries' best-kept secrets is the use of grid computing by commercial organizations with spectacular results. Grid Computing and its evolution into Application Virtualization is discussed and how this is key to the next generation data center. Speaker Bio: Fred Gedling holds the joint roles of Chief Technology Officer for EMEA and Senior Vice President of Global Services at DataSynapse, a global provider of application virtualisation software. Based in London and working closely with organisations seeking to optimise their IT infrastructures, Fred offers unique insights into the technology of virtualisation as well as the methodology of establishing ROI and rapid deployment to the immediate advantage of the business. Fred has more than fifteen years experience of enterprise middleware and high-performance infrastructures. Prior to DataSynapse he worked in high performance CRM middleware and was the CTO EMEA for New Era of Networks (NEON) during the rapid growth of Enterprise Application Integration. His 25-year career in technology also includes management positions at Goldman Sachs and Stratus Computer. Fred holds a First Class Bsc (Hons) d.. | |
| 520 | 0 | |a Hpc; Finance; Credit Portfolio; Financial Service Industry; Credit Exposures; Credit Risk; Capital; Cash Flow; Business Value; Price Of Realism; Hpc Problems; Monte Carlo Simulation. | |
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