High-Performance Computing in Finance: Problems, Methods, and Solutions
暫譯: 金融中的高效能運算：問題、方法與解決方案

Dempster, M. a. H., Kanniainen, Juho, Keane, John

High-Performance Computing in Finance: Problems, Methods, and Solutions
  • 出版商: CRC
  • 出版日期: 2020-09-30
  • 售價: $2,500
  • 貴賓價: 9.5 折 $2,375
  • 語言: 英文
  • 頁數: 614
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 0367657341
  • ISBN-13: 9780367657345

    • 海外代購書籍(需單獨結帳)

相關主題

商品描述

High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing- that can be used without much expertise and expense - to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave's quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.

商品描述(中文翻譯)

高效能運算（High-Performance Computing, HPC）提供更高的計算性能，以解決科學、工程和金融領域的問題。根據不同需求，有各種HPC資源可供選擇，從雲端運算——這種方式不需要太多專業知識和費用——到更具針對性的硬體，例如現場可編程閘陣列（Field-Programmable Gate Arrays, FPGAs）或D-Wave的量子電腦系統。金融領域的高效能運算是第一本提供金融領域HPC的最先進介紹的書籍，涵蓋了學術上和實務上相關的問題。

作者簡介

Michael Dempster is Professor Emeritus, Centre for Financial Research, University of Cambridge. He has held research and teaching appointments at leading universities globally and is founding Editor-in-Chief of Quantitative Finance. His numerous papers and books have won several awards and he is Honorary Fellow of the IFoA, Member of the Academia dei Lincei and Managing Director of Cambridge Systems Associates.

 

 

Juho Kanniainen is Professor of Financial Engineering at Tampere University of Technology, Finland. He has served as Coordinator of two international EU-programmes, HPC in Finance (www.hpcfinance.eu) and Big Data in Finance (www.bigdatafinance.eu). His research is broadly in quantitative finance focusing on computationally expensive problems and data-driven approaches.

 

John Keane is Professor of Data Engineering in the School of Computer Science at the University of Manchester, UK. As part of the UK Government's Foresight Project, The Future of Computer Trading in Financial Markets, he co-authored a commissioned economic impact assessment review. He has been involved in both the EU HPC in Finance and Big Data in Finance programmes. His wider research interests are data and decision analytics, and related performance aspects.

 

Erik Vynckier is board member of Foresters Friendly Society, partner of InsurTech Venture Partners and Chief Investment Officer of Eli Global, following a career in banking, insurance, asset management and petrochemical industry. He co-founded EU initiatives on high performance computing and big data in finance. Erik graduated as MBA at London Business School and as chemical engineer at Universiteit Gent.

作者簡介(中文翻譯)

邁克爾·登普斯特是劍橋大學金融研究中心的名譽教授。他曾在全球多所頂尖大學擔任研究和教學職位，並且是Quantitative Finance的創始主編。他的多篇論文和書籍獲得了多項獎項，並且是英國精算學會的榮譽會員、意大利林切伊學院的成員，以及劍橋系統協會的董事總經理。

尤霍·坎尼艾寧是芬蘭坦佩雷科技大學的金融工程教授。他曾擔任兩個國際歐盟計畫的協調員，分別是HPC in Finance (www.hpcfinance.eu) 和 Big Data in Finance (www.bigdatafinance.eu)。他的研究主要集中在量化金融，專注於計算成本高昂的問題和數據驅動的方法。

約翰·基恩是英國曼徹斯特大學計算機科學學院的數據工程教授。作為英國政府的前瞻計畫之一，金融市場中的計算機交易未來，他共同撰寫了一份委託的經濟影響評估報告。他參與了歐盟的HPC in Finance和Big Data in Finance計畫。他的更廣泛研究興趣包括數據和決策分析及相關的績效方面。

埃里克·維恩基爾是Foresters Friendly Society的董事會成員、InsurTech Venture Partners的合夥人，以及Eli Global的首席投資官，擁有銀行、保險、資產管理和石化行業的職業背景。他共同創立了關於金融高效能計算和大數據的歐盟倡議。埃里克在倫敦商學院獲得MBA學位，並在根特大學獲得化學工程學位。

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