Download or read book High Performance Computing in Finance written by M. A. H. Dempster and published by CRC Press. This book was released on 2018-02-21 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.
Download or read book Numerical Mathematics and Advanced Applications written by F. Brezzi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 981 pages. Available in PDF, EPUB and Kindle. Book excerpt: An invaluable instrument for gaining a wide-ranging perspective on the latest developments in mathematical aspects of scientific computing, discovering new applications and the most recent developments in long-standing applications. Provides an insight into the state of the art of Numerical Mathematics and, more generally, into the field of Advanced Applications.
Download or read book Software for Exascale Computing SPPEXA 2013 2015 written by Hans-Joachim Bungartz and published by Springer. This book was released on 2016-09-14 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: The research and its outcomes presented in this collection focus on various aspects of high-performance computing (HPC) software and its development which is confronted with various challenges as today's supercomputer technology heads towards exascale computing. The individual chapters address one or more of the research directions (1) computational algorithms, (2) system software, (3) application software, (4) data management and exploration, (5) programming, and (6) software tools. The collection thereby highlights pioneering research findings as well as innovative concepts in exascale software development that have been conducted under the umbrella of the priority programme "Software for Exascale Computing" (SPPEXA) of the German Research Foundation (DFG) and that have been presented at the SPPEXA Symposium, Jan 25-27 2016, in Munich. The book has an interdisciplinary appeal: scholars from computational sub-fields in computer science, mathematics, physics, or engineering will find it of particular interest.
Download or read book Proceedings of Sixth International Congress on Information and Communication Technology written by Xin-She Yang and published by Springer Nature. This book was released on 2021-09-16 with total page 1030 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers selected high-quality research papers presented at the Sixth International Congress on Information and Communication Technology, held at Brunel University, London, on February 25–26, 2021. It discusses emerging topics pertaining to information and communication technology (ICT) for managerial applications, e-governance, e-agriculture, e-education and computing technologies, the Internet of things (IoT) and e-mining. Written by respected experts and researchers working on ICT, the book offers a valuable asset for young researchers involved in advanced studies. The book is presented in four volumes.
Download or read book Recent Developments in Computational Finance written by Thomas Gerstner and published by World Scientific. This book was released on 2013 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
Download or read book Large Scale Scientific Computing written by Ivan Lirkov and published by Springer Nature. This book was released on 2022-03-17 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes revised selected papers from the 13th International Conference on Large-Scale Scientific Computing, LSSC 23021, which was held in Sozopol, Bulgaria, during June 7-11, 2021. The 60 papers included in this book were carefully reviewed and selected from a total of 73 submissions. The volume also includes two invited talks in full paper length. The papers were organized in topical sections as follows: Fractional diffusion problems: numerical methods, algorithms and applications; large-scale models: numerical methods, parallel computations and applications; application of metaheuristics to large-scale problems; advanced discretizations and solvers for coupled systems of partial differential equations; optimal control of ODEs, PDEs and applications; tensor and matrix factorization for big-data analysis; machine learning and model order reduction for large scale predictive simulations; HPC and big data: algorithms and applications; and contributed papers.
Download or read book ICIAM 91 written by Robert E. O'Malley and published by SIAM. This book was released on 1992-01-01 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings -- Computer Arithmetic, Algebra, OOP.
Download or read book Advances in High Performance Computing written by Ivan Dimov and published by Springer Nature. This book was released on 2020-08-07 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Every day we need to solve large problems for which supercomputers are needed. High performance computing (HPC) is a paradigm that allows to efficiently implement large-scale computational tasks on powerful supercomputers unthinkable without optimization. We try to minimize our effort and to maximize the achieved profit. Many challenging real world problems arising in engineering, economics, medicine and other areas can be formulated as large-scale computational tasks. The volume is a comprehensive collection of extended contributions from the High performance computing conference held in Borovets, Bulgaria, September 2019. This book presents recent advances in high performance computing. The topics of interest included into this volume are: HP software tools, Parallel Algorithms and Scalability, HPC in Big Data analytics, Modelling, Simulation & Optimization in a Data Rich Environment, Advanced numerical methods for HPC, Hybrid parallel or distributed algorithms. The volume is focused on important large-scale applications like Environmental and Climate Modeling, Computational Chemistry and Heuristic Algorithms.
Download or read book The Journal of Computational Finance written by and published by . This book was released on 2008 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonlinear Economic Dynamics and Financial Modelling written by Roberto Dieci and published by Springer. This book was released on 2014-07-26 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.
Download or read book Computational Science and Its Applications ICCSA 2003 written by Vipin Kumar and published by Springer Science & Business Media. This book was released on 2003-05-08 with total page 982 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three-volume set, LNCS 2667, LNCS 2668, and LNCS 2669, constitutes the refereed proceedings of the International Conference on Computational Science and Its Applications, ICCSA 2003, held in Montreal, Canada, in May 2003. The three volumes present more than 300 papers and span the whole range of computational science from foundational issues in computer science and mathematics to advanced applications in virtually all sciences making use of computational techniques. The proceedings give a unique account of recent results in computational science.
Download or read book Numerical Solution of Stochastic Differential Equations with Jumps in Finance written by Eckhard Platen and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitative methods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.
Download or read book High Performance Computing Technology Methods and Applications written by J.J. Dongarra and published by Elsevier. This book was released on 1995-09-13 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: High Performance Computing is an integrated computing environment for solving large-scale computational demanding problems in science, engineering and business. Newly emerging areas of HPC applications include medical sciences, transportation, financial operations and advanced human-computer interface such as virtual reality. High performance computing includes computer hardware, software, algorithms, programming tools and environments, plus visualization. The book addresses several of these key components of high performance technology and contains descriptions of the state-of-the-art computer architectures, programming and software tools and innovative applications of parallel computers. In addition, the book includes papers on heterogeneous network-based computing systems and scalability of parallel systems. The reader will find information and data relative to the two main thrusts of high performance computing: the absolute computational performance and that of providing the most cost effective and affordable computing for science, industry and business. The book is recommended for technical as well as management oriented individuals.
Download or read book Sparse Grids and Applications Miami 2016 written by Jochen Garcke and published by Springer. This book was released on 2018-06-20 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of choice. This volume of LNCSE presents selected papers from the proceedings of the fourth workshop on sparse grids and applications, and demonstrates once again the importance of this numerical discretization scheme. The articles present recent advances in the numerical analysis of sparse grids in connection with a range of applications including computational chemistry, computational fluid dynamics, and big data analytics, to name but a few.
Download or read book Advanced Numerical Methods in Applied Sciences written by Luigi Brugnano and published by MDPI. This book was released on 2019-06-20 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of scientific computing tools is currently customary for solving problems at several complexity levels in Applied Sciences. The great need for reliable software in the scientific community conveys a continuous stimulus to develop new and better performing numerical methods that are able to grasp the particular features of the problem at hand. This has been the case for many different settings of numerical analysis, and this Special Issue aims at covering some important developments in various areas of application.
Download or read book Iterative Methods for Sparse Linear Systems written by Yousef Saad and published by SIAM. This book was released on 2003-04-01 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Computing -- General.
Download or read book Novel Methods in Computational Finance written by Matthias Ehrhardt and published by Springer. This book was released on 2017-09-19 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
