High Performance Computing: Use of large CPU grids, GPUs and supercomputers for financial computation.

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• Michael Elliott and Andrey Zhezherun, JPMorgan
• Wednesday 12 November 2014, 13:00-00:00
• FW26, Computer Laboratory.

If you have a question about this talk, please contact Jan Samols.

JPMorgan processes millions of transactions daily in global financial markets, ranging from simple securities trades to sophisticated financial derivatives. Managing these transactions requires complex mathematical models that are very computationally expensive. This talk explores how non-traditional methods such as large CPU grids, GPU programming and supercomputers can be used to accelerate these calculations.

Food provided!

This talk is part of the Technical Talks - Department of Computer Science and Technology series.

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