An Interactive Visualization Environment for Financial Modeling on Heterogeneous Computing Systems
نویسندگان
چکیده
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.
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