Supercomputing for Finance: A Gentle Introduction (Presentation Slides)

20 Pages Posted: 30 Jan 2017 Last revised: 1 Feb 2017

See all articles by Marcos Lopez de Prado

Marcos Lopez de Prado

Cornell University - Operations Research & Industrial Engineering; AQR Capital Management, LLC

Date Written: January 29, 2017

Abstract

This presentation introduces key concepts needed to operate a high-performance computing cluster.

Keywords: multi-threading, asynchronicity, callback, parallelism, distributed computing, scheduling

JEL Classification: G0, G1, G2, G15, G24, E44

Suggested Citation

López de Prado, Marcos, Supercomputing for Finance: A Gentle Introduction (Presentation Slides) (January 29, 2017). Available at SSRN: https://ssrn.com/abstract=2907803 or http://dx.doi.org/10.2139/ssrn.2907803

Marcos López de Prado (Contact Author)

Cornell University - Operations Research & Industrial Engineering ( email )

237 Rhodes Hall
Ithaca, NY 14853
United States

HOME PAGE: http://www.orie.cornell.edu

AQR Capital Management, LLC

One Greenwich Plaza
Greenwich, CT 06830
United States

HOME PAGE: http://www.aqr.com

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