This blog post will explore the technical attributes of computationally demanding high performance computing (HPC) workloads within the financial services sector. By examining the key characteristics of your workloads, we will guide you …
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Explore a hands-on quantum algorithm that illustrates how quantum techniques like Monte Carlo estimation can outperform classical methods. Read our new blog for the details. Read the Post on the AWS Blog Channel
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Financial professionals: Simulate realistic market conditions with Simudyne’s agent-based modeling on AWS and Red Hat OpenShift. Learn how HKEX leverages these insights. Read the Post on the AWS Blog Channel
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You can boost the performance of your compute grids by strategically distributing your binaries. Our experts looked at lots of strategies for fast & efficient compute grid operations – to save you some work. Read the Post on the AWS …
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This post was contributed by Kirill Bogdanov and Alan Parry, CTO at YellowDog Large compute grids are critical components of any financial services industry (FSI) organisation today. They’re used in daily operations from pricing products, …
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Struggling with long compute times for numerical simulations in finance? See how AWS makes it simple to leverage the cloud for large-scale financial modeling. We walk through a real example using QuantLib and Monte Carlo methods. Read the …
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In this post, we’ll walk you through how banks and other financial services firms migrate or burst their grid workloads onto AWS using AWS ParallelCluster and the Slurm scheduler. Read the Post on the AWS Blog Channel
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FSI customers frequently start with a blank page when writing their plans for shifting HPC workloads into the cloud. Our solution architects saw a pattern tho - lots of customers trying to solve the same problems we’d witnessed …
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