NDLI: Applying Web service and Windows clustering for high volume risk analysis

Content Provider	IEEE Xplore Digital Library
Author	Chaisiri, S. Pichitlamken, J. Uthayopas, P. Rojanapanpat, T. Phakhawirotkul, S. Vorakosit, T.
Copyright Year	2005
Description	Author affiliation: High Performance Comput. & Networking Center, Kasetsart Univ., Bangkok (Chaisiri, S.; Pichitlamken, J.; Uthayopas, P.; Rojanapanpat, T.; Phakhawirotkul, S.; Vorakosit, T.)
Abstract	We present the development of a distributed system to calculate the Value at Risk (VaR) measure when a large number of users are presented. A scalable architecture based on Windows clustering and Web services is proposed. In addition, we develop a load balancing algorithm to distribute the workload among the compute nodes in the Windows cluster. The experimental results show that our system can substantially speed up the VaR calculation. In addition, it offers a good scalability. This work provides an example of how to deploy a standard Web service and Windows clustering technology to offer a cost-effective and scalable solution for demanding financial applications in practice
Starting Page	8
Ending Page	138
File Size	584722
Page Count	131
File Format	PDF
ISBN	0769524869
DOI	10.1109/HPCASIA.2005.23
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2005-11-30
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Web services Risk analysis Application software Reactive power High performance computing Credit cards Software systems Operating systems Costs Portfolios
Content Type	Text
Resource Type	Article

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