Affiliations: Department of Computer Science, Queen Mary, University
of London, Mile End Road, London E1 4NS, UK. E-mail:
heather@dcs.qmul.ac.uk
Abstract: At Queen Mary, University of London, we have over twenty years of
experience in Parallel Computing Applications, mostly on "massively parallel
systems", such as the Distributed Array Processors (DAPs). The applications in which we were involved included design of
numerical subroutine libraries, Finite Element software, graphics tools, the
physics of organic materials, medical imaging, computer vision and more
recently, Financial modelling. Two of the projects related to the latter are
described in this paper, namely Portfolio Optimisation and Financial Risk
Assessment.
