Portfolio and investment risk analysis on global grids

6Citations
Citations of this article
11Readers
Mendeley users who have this article in their library.

Abstract

The financial services industry today produces and consumes huge amounts of data and the processes involved in analysing these data have large and complex resource requirements. The need to analyse the data using such processes and get meaningful results in time, can be met only up to a certain extent by current computer systems. Most service providers attempt to increase efficiency and quality of their service offerings by stacking up more hardware and employing better algorithms for data processing. However, there is a limit to the gains achieved by using such an approach. One viable alternative would be to use emerging technologies such as the Grid. Grid computing and its application to various domains have been actively studied by many groups for more than a decade now. In this paper we explore the use of the Grid in the financial services domain; an area which we believe has not been adequately looked into. © 2007 Elsevier Inc. All rights reserved.

Cite

CITATION STYLE

APA

Moreno-Vozmediano, R., Nadiminti, K., Venugopal, S., Alonso-Conde, A. B., Gibbins, H., & Buyya, R. (2007). Portfolio and investment risk analysis on global grids. Journal of Computer and System Sciences, 73(8), 1164–1175. https://doi.org/10.1016/j.jcss.2007.02.005

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free