Research Project 12

RP12. Distributed computing in finance (Binghuan Lin)

Leading Partner: Techila. Supervisor: Rainer Wehkamp

This RP supports other RPs to use and implement distributed computing to overall speed up the computations. Therefore, this RP potentially contributes all the other RPs. The specific questions of this RP are the following: What are the potential financial applications of the distributed computing in the financial industry and academia? In which cases is distributed computing inappropriate and other technologies should be used? How should the distributed computing scheme be developed to correspond to the need of the users in the area of finance? The RP especially focuses on the ease of use and integration to business practices.

Results

Deliverables

DELIVERABLE 5.5 on project 12 (B. Lin, Techila Techonologies)

  • Lin, B., Wehkamp, R. & Kannianen, J. (2015), "Practitioner's Guide on the Use of Cloud Computing in Finance" [download]

Presentations

  • Lin, B. "Applications of Particle Simulation Methods in Finance", 4th workshop on estimation of models in asset and liability, , Malaga, Spain, October, 2014.
  • Yang, J.; Lin, B.; Luk, W. & Nahar, T. “Particle Filtering-based Maximum Likelihood Estimation for Financial Parameter Estimation”, 24th International Conference on Field Programmable Logicand Applications (FPL), Munich, Germany, 2-4 September 2014.
    Yang, J.; Lin, B.; Luk, W. & Nahar, T. “Parallel Implementation of Particle Filtering-based Maximum Likelihood Estimation of Jump Diffusion Model”, The 18th European Conference on Mathematics for Industry (ECMI), Taormina, Italy, 9-13 June 2014.


Final conference

Binghuan Lin (Techila Technologies): Distributed computing in finance