We are designing new parallel algorithms and frameworks for financial computations.
The goal of this project is to design high-performance parallel algorithms for solving important problems in finance. Some topics of interest include designing new algorithms for analyzing financial networks, fast multi-agent systems for modeling financial markets, and parallel primitives for quantitive finance. We will study how our algorithms perform both in terms of running time as well as solution quality. We will also design high-level programming abstractions to make it easy to generalize our techniques to other problems and domains.
If you would like to contact us about our work, please refer to our members below and reach out to one of the group leads directly.