A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance.
Sebastien Bezzine, Virginie Galtier, Stéphane Vialle, Françoise Baudé, Mireille Bossy, Viet Dung Doan, Ludovic Henrio · 2006
This paper introduces a Grid software architecture offering fault tolerance, dynamic and aggressive load balancing and two complementary parallel programming paradigms. Experiments with financial applications on a real multi-site Grid assess this solution. This architecture has been designed to run industrial and financial applications, that are frequently time constrained and CPU consuming, feature both tightly and loosely coupled parallelism requiring generic programming paradigm, and adopt client-server business architecture. 1. Introduction and Project Overview The presented work aims at designing and implementing a Grid architecture and some Grid applications for financial risk analysis. This research takes place within the ’ANR