An Interactive Visualization Environment for Financial Modeling on Heterogeneous Computing Systems

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 preliminaryperformance analysis of this distributed modelis discussed.

• Type: Conference
• Year: 1993
• Where: PPSC
• Authors: Gang Cheng, Kim Mills, Geoffrey Fox
• Keywords: Interactive Visualization Environment, Parallel Stock Option, PPSC 1993, PPSC 2001, Workstation Based Visualization