How about parallel computing with finance

Robert G. Brown rgb at phy.duke.edu
Wed Dec 6 07:32:30 EST 2000


On Wed, 6 Dec 2000, liuxg wrote:

> Hi, all£¡
>      Now using parallel computing in the solutiong of
> computionally-intensive probolems has been widely accepted
> in physics,chemistry,biology,engineering etc. I'm inerested
> in its application in economics and finance based linux cluster.
>      I know some peoples are busying in it , such as research in
> www.doc.ic.ac.uk, but I need more info abou the field . Does anybody
> can help me ?

Market Driven (a small startup I'm associated with) has a neural engine
that is parallelized that is used to build predictive models on a small
beowulf in house. It also has the expertise to build more advanced
parallelized tools if/when the demands of the market require them.

The engine can be applied to all sorts of things in business and finance
(and medicine and science and...).  Our primary applications to date
have been in scientific marketing, but we've also done a pilot project
on predicting outcomes for (possible) breast cancer patients based on
data from physical and radiological exams, for example.  I wrote the
engine itself, so we have complete control and the ability to customize
it and tune it for any particular application that might arise, or to
custom integrate it with any given customer's application that requires
a powerful modeling engine.  My primary partner is a database guru and
our employees are skilled in database and web stuff both (and we can all
cut code), so we can do custom integrations and more with comparative
ease.

Modeling is just one place where beowulf technology is useful in
business, but it is a very important one.  In some cases models can be
built over weeks and applied over months; in others (for example, to
drive an ongoing direct phone sales campaign) the turnaround based on
real time feedback needs to be hours or at most overnight.  In this case
being able to parallelize means that an analysis that might take days
(we build >>serious<< networks:-) is cut down to hours.

  Hope this helps,

      rgb

-- 
Robert G. Brown	                       http://www.phy.duke.edu/~rgb/
Duke University Dept. of Physics, Box 90305
Durham, N.C. 27708-0305
Phone: 1-919-660-2567  Fax: 919-660-2525     email:rgb at phy.duke.edu




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