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hencre
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Posts: 2
Joined: September 13th, 2006, 2:39 pm

Complex Financial Problem

September 14th, 2006, 2:09 pm

Im looking for a complex financial problem?Description1) It should be time consuming.Say I submit the problem at night, the computational period onMainframe Server or any powerful machine is around 3-10+ hours.2) Every Finance Manager is looking for an answer to such a problem (Its a day-to-day or common problem)References to web-sites providing information would be great !!!!Thanks in advance.
 
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KackToodles
Posts: 4100
Joined: August 28th, 2005, 10:46 pm

Complex Financial Problem

September 17th, 2006, 5:49 pm

no such problem, because the best problems are conceptual and do not require intensive computer computation.
 
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joshblak
Posts: 95
Joined: May 18th, 2006, 1:09 pm

Complex Financial Problem

September 18th, 2006, 1:30 am

Calibrating some of the more complex basket credit models might be of interest. But as KackToodles said, the majority of the effort will be spent in conceptually attacking the problem rather than the final computation.
 
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Traden4Alpha
Posts: 23951
Joined: September 20th, 2002, 8:30 pm

Complex Financial Problem

September 18th, 2006, 12:38 pm

For extra credit, write the code to be distributed across the network of PCs that sit idle on trader's desks overnight. For extra extra credit find a way to use the high-end GPUs in the graphics card to help do the computation.
 
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Zub
Posts: 115
Joined: December 13th, 2005, 1:04 pm

Complex Financial Problem

September 18th, 2006, 12:41 pm

How about writing the code in PostScript and letting the printers do the computation an nighttime? ;-)
 
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Collector
Posts: 4950
Joined: August 21st, 2001, 12:37 pm

Complex Financial Problem

September 18th, 2006, 1:53 pm

There is a model trader on Wall Street using the computer powers of at least a few 100 PC's (Unix boxes?).....running overnight... he used to claim he had the most powerful "computer" on WS
Last edited by Collector on September 17th, 2006, 10:00 pm, edited 1 time in total.