High performance computing in quantitative finance: A review from the pseudo-random number generator perspective.
Michael MascagniYue QiuLin-Yee HinPublished in: Monte Carlo Methods Appl. (2014)
Keyphrases
- high performance computing
- random number generator
- scientific computing
- random number
- computational science
- massively parallel
- parallel computing
- computing systems
- computing resources
- national laboratory
- molecular dynamics
- fault tolerance
- grid computing
- computational intelligence
- energy efficiency
- intelligent agents
- computing environments
- pseudorandom
- fault tolerant
- energy consumption
- intelligent systems