How about parallel computing with finance

[Yoon Jae Ho]

for BPN model, my transformed script(not parallel) which is written to gauss matrix language

(the popular software for the Economist) will hint you to lead the programming to the parallel code.

the site is located in the 

http://www.american.edu/academic.depts/cas/econ/gaussres/optimize/nnet_ho.src

I think it needs one more step to make a matrix form to parallel form ..

Have a nice day

from 

Yoon Jae Ho
Economist
http://ie.korea.ac.kr/~supercom/   Korea Beowulf

Imagination is more important than Knowledge  A.Einstein



----- Original Message ----- 
From: Horatio B. Bogbindero <wyy at cersa.admu.edu.ph>
To: Robert G. Brown <rgb at phy.duke.edu>
Cc: liuxg <beowulf at eyou.com>; <beowulf at beowulf.org>
Sent: Wednesday, December 06, 2000 10:39 PM
Subject: Re: How about parallel computing with finance


> 
> i would just like to know about building neural networks in clusters.
> i am not into neural network but some people here in the university
> maybe interested. however, we do not know where to start. i would to know
> where i can get some sample NN code. maybe for something trivial.
> 
> thanks.
> 
> On Wed, 6 Dec 2000, Robert G. Brown wrote:
> 
> > On Wed, 6 Dec 2000, liuxg wrote:
> > 
> > > Hi, all！
> > >      Now using parallel computing in the solutiong of
> > > computionally-intensive probolems has been widely accepted
> > > in physics,chemistry,biology,engineering etc. I'm inerested
> > > in its application in economics and finance based linux cluster.
> > >      I know some peoples are busying in it , such as research in
> > > www.doc.ic.ac.uk, but I need more info abou the field . Does anybody
> > > can help me ?
> > 
> > Market Driven (a small startup I'm associated with) has a neural engine
> > that is parallelized that is used to build predictive models on a small
> > beowulf in house. It also has the expertise to build more advanced
> > parallelized tools if/when the demands of the market require them.
> > 
> > The engine can be applied to all sorts of things in business and finance
> > (and medicine and science and...).  Our primary applications to date
> > have been in scientific marketing, but we've also done a pilot project
> > on predicting outcomes for (possible) breast cancer patients based on
> > data from physical and radiological exams, for example.  I wrote the
> > engine itself, so we have complete control and the ability to customize
> > it and tune it for any particular application that might arise, or to
> > custom integrate it with any given customer's application that requires
> > a powerful modeling engine.  My primary partner is a database guru and
> > our employees are skilled in database and web stuff both (and we can all
> > cut code), so we can do custom integrations and more with comparative
> > ease.
> > 
> > Modeling is just one place where beowulf technology is useful in
> > business, but it is a very important one.  In some cases models can be
> > built over weeks and applied over months; in others (for example, to
> > drive an ongoing direct phone sales campaign) the turnaround based on
> > real time feedback needs to be hours or at most overnight.  In this case
> > being able to parallelize means that an analysis that might take days
> > (we build >>serious<< networks:-) is cut down to hours.
> > 
> >   Hope this helps,
> > 
> >       rgb
> > 
> > -- 
> > Robert G. Brown                        http://www.phy.duke.edu/~rgb/
> > Duke University Dept. of Physics, Box 90305
> > Durham, N.C. 27708-0305
> > Phone: 1-919-660-2567  Fax: 919-660-2525     email:rgb at phy.duke.edu
> > 
> > 
> > 
> > 
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> > 
> 
>  
> ---------------------
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