High Performance Computing in Financial Services
The terms Microsoft and High Performance computing are no longer incompatible. Microsoft has been working on a HPC initiative for a while, and now Microsoft HPC on Windows 2008 is hitting the street in the form of clients doing proofs of concept. and liking the opportunity to do more using the toolset Windows 2008 can provide.
So far this is taking place in the actuarial sciences/Insurance and investment banking sectors where data is being analyzed in the multiple GB per node, and even todays computer arrays need to be grown, made faster, and jobs need to be scheduled at the sub second level. Since the Banking/Investment/Insurance sectors are becoming blurred, this capability spans all firms. For a great deal of detail on this topic, I turn to David Dorfman, our Financial Services expert in this area. His blog on specific HPC applications and actuarial sciences can be found here:
http://windowshpc.net/Blogs/Finance/default.aspx
