High Performance Computing for Financial Engineering

In the modern world, information plays a pivotal role in shaping the lives of everyone. It assumes greater significance in the financial world where access to timely and accurate information is a critical success factor. The multitude of data thus produced consumes a lot of resources to be analyzed and interpreted in a useful manner.

Today, principles of finance are combined with advanced mathematical structures to form useful financial products, strategies and models that are tested and implemented with the use of advanced quantitative techniques. Use of computing technology is pervasive throughout this process. However, the traditional paradigm of sequential processing has failed in addressing the time-critical and resource intensive nature of requirements in financial mathematics. The excessive time consumed by such resource-intensive processing can be very disadvantageous in the fast-paced financial world.

Therefore this project intends to optimize the performance of financial modelling, forecasting and computation by using parallel processing within a cluster computing environment.

Please keep in mind that HPC4Finance is not in active development. If you find any issue, please raise a issue or contact via dev group

Downloadable artifacts will be available soon. The executables can be built by the source

There are three main components:

• HPC4FServer
• Finance models
• Excel Plugin

Refer QuickInstallationGuide to start with HPC4Finance.