High Performance Computing: Use of large CPU grids, GPUs and supercomputers for financial computation.
- đ¤ Speaker: Michael Elliott and Andrey Zhezherun, JPMorgan
- đ Date & Time: Wednesday 12 November 2014, 13:00 - 00:00
- đ Venue: FW26, Computer Laboratory
Abstract
JPMorgan processes millions of transactions daily in global financial markets, ranging from simple securities trades to sophisticated financial derivatives. Managing these transactions requires complex mathematical models that are very computationally expensive. This talk explores how non-traditional methods such as large CPU grids, GPU programming and supercomputers can be used to accelerate these calculations.
Food provided!
Series This talk is part of the Technical Talks - Department of Computer Science and Technology series.
Included in Lists
- All Talks (aka the CURE list)
- bld31
- Cambridge Centre for Data-Driven Discovery (C2D3)
- Cambridge talks
- Chris Davis' list
- Department of Computer Science and Technology talks and seminars
- FW26, Computer Laboratory
- Guy Emerson's list
- Interested Talks
- ndk22's list
- ob366-ai4er
- rp587
- School of Technology
- Technical Talks - Department of Computer Science and Technology
- Trust & Technology Initiative - interesting events
- yk449
Note: Ex-directory lists are not shown.
![[Talks.cam]](/static/images/talkslogosmall.gif)

Michael Elliott and Andrey Zhezherun, JPMorgan
Wednesday 12 November 2014, 13:00-00:00