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Reduce execution time of the Monte Carlo simulation used by financial institutions to model valuations of derivatives and risk management by utilizing multi-core's computational ability.
In the world of finance, every millisecond counts, so investment into ultra high-performance hardware has been increasing. However, hardware efficiency and streamlining of management costs have recently become issues.
Fixstars' strength is in multi-core programming utilizing our hardware and parallel processing knowhow, which can then be applied to provide multi-core solutions in the financial engineering field.
Accelerated the Mitsubishi Research Institute Inventory's Data Monitoring for Asset-based Lending System
Accelerated the Mizuho Securities Derivatives System [Case Study]
Reduced Execution Time
Execution times for identical programs on Intel® CPUs take dozens of times longer than on multi-core processor
Reduced Hardware Costs
Hardware costs and operation costs (data center, electricity, and maintenance bills) can be reduced to 1/7 to 1/10 of existing costs.
Middleware
Fixstars owns the cluster framework of multiple multi-core servers that run Monte Carlo simulations used in making calculations such as for derivatives.
Application Development Technology
Algorithm porting is made easy with Fixstars middleware. The engineering team with knowledge and experience in both financial engineering and multi-core programming is capable of quickly implementing original algorithms.
Accelerating the Monte Carlo Simulation using Cell/B.E.
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