An Interactive Visualization Environment for Financial Modeling on Heterogeneous Computing Systems

System Configuration

The User Interface in AVS

SUMMARY

Financial modeling represents a promising industry application of high performance computing. In previous work, parallel stock option pricing models were developed for the Connection Machine-2 and DECmpp-12000. These parallel model run approximately two orders of magnitude faster than sequential models on high-speed workstations. To further develop this application, a portable, workstation based, interactive visualization environment was developed for a heterogeneous computing environment. Application Visualization System (AVS) was used to integrate massively parallel processing, workstation based visualization, an interactive system control, and distributed I/O modules. A preliminary performance analysis of this distributed model is discussed.

SIMULATION ON-DEMAND DEMO

More Information about NPAC's Financial Modeling Project

REFERENCES

1. G. Cheng, K. Mills and G. Fox, " An Interactive Visualization Environment for Financial Modeling on Heterogeneous Computing Systems," Proc. of the 6th SIAM Conference on Parallel Processing for Scientific Computing, R. F. Sincovec, eds., SIAM, Norfolk, VA, March 1993.
2. Mills, K., Vinson, M. and Cheng, G., " A Large Scale Comparison of Option Pricing Models with Historical Market Data," in Proc. of the 4th Symposium on the Frontiers of Massively Parallel Computation, McLean, VA, IEEE Computer Society Press, October 1992.
3. Mills, K., Cheng, G., Vinson, M., Ranka, S. and Fox, G.," Software Issues and Performance of a Stock Option Pricing Model on the Connection Machine-2 and DECmpp-12000," in Proc. of Fifth Australian Supercomputing Conference, Melbourne, Australia, December, 1992.