Why I like ISC...

"ISC has evolved over 20 years to the only European key event addressing all aspects of High Performance Computing. It is strongly recommended for executives from research, academia and industry who want mangement-style updates in a very professional and compact but also entertaining way."
Dr. Frank Baetke, Global HPC-Technology Program Manager, Hewlett-Packard

Why I like ISC...

"ISC has evolved over 20 years to the only European key event addressing all aspects of High Performance Computing. It is strongly recommended for executives from research, academia and industry who want mangement-style updates in a very professional and compact but also entertaining way."
Dr. Frank Baetke, Global HPC-Technology Program Manager, Hewlett-Packard

Why I like ISC...

"HPC practitioners in academia, government and industry are harnessing advanced computing to push the envelope of science and technology. Every year, ISC brings this dedicated community together to share the insights, celebrate the accomplishments and map out the future."
Kyril Faenov, General Manager HPC, Microsoft Corporation

Why I like ISC...

"Europe is not the continent to produce the majority of supercomputers - its contribution focusses on super algorithms and applications. ISC is the place where both fields merge in Europe and consequently a must for the annual agenda."
Prof. Dr. Frank Behrendt, Berlin Institute of Technology, Department of Energy Engineering

Why I like ISC...

"As a national supercomputing center, we need to update ourselves with recent HPC technology and applications. ISC is the best place for this purpose because every year ISC invites excellent speakers and combines exciting topics and exhibition. It is also reasonable size conference, I love it."
Dr. Sik Lee, Team Leader, KISTI Supercomputing Center, Korea

Why I like ISC...

"ISC provides an ideal mix of focused technical presentations, exhibitor demonstrations, and time to mingle with other participants. Attendance is small enough to have a discussion and diverse enough to get a variety of viewpoints, especially those of the key international HPC players."
Dona Crawford, Associate Director Computation, Lawrence Livermore National Laboratory

Why I like ISC...

"I have been attending ISC since 1987, I remember that being an exciting time for high-performance computing as it is today. The ISC conference has, since its beginning, been a venue for a stimulating program with the leading experts in the HPC area."
Dr. Jack Dongarra, Distinguished Professor, University of Tennessee

Why I like ISC...

"ISC offers a platform on which users from science, industry as well as vendors and industry observers have a chance to meet and discuss, unlike almost any other place in the world. As an industry representative, I have gained tremendous value from attending the event."
Dave Turek, Vice President, Deep Computing, IBM

Why I like ISC...

"I often find that I learn more at ISC compared to IEEE/ACM SCxx. The combination of more concentrated technical focus, combined with the great hospitality of the organizers, creates a unique experience. You've got to be there to really understand the draw of the event."
Dr. Horst Simon, Associate Laboratory Director, Lawrence Berkeley National Laboratory

Why I like ISC...

"I like ISC because this is where HPC Europe meets the world. ISC is the place to discuss cross-Atlantic issues and keep in touch with Asia. I like its unique atmosphere of work and recreation. ISC is where scientists meet to enjoy discussions and build communities."
Prof. Dr.-Ing. Michael Resch, Director, HLRS Stuttgart

Why I like ISC...

"ISC is the most important HPC event in Europe. ISC combines scientific and technical issues in an unique way, and makes this event most productive and enjoyable."
Dr. Andreas Adelmann, Staff Scientist, Paul Scherrer Institute (PSI)

Why I like ISC...

"I attended ISC'07 for the first time and it was a good decision. As a developing center, CHPC benefited greatly from the Hot-Seat session, where technology manufacturers were grilled. This session makes it easy for new entrants into HPC to understand the dynamics and technicalities on deciding on technologies to implement."
Dr. Happy Sithole, Director, CHPC, South Africa

Why I like ISC...

"For Cray, the ISC conference in June is a great event. ISC is a 'must attend' event, with an atmosphere more intimate and conducive to useful dialogues than larger HPC conferences in the U.S. ISC combines excellent organization, attractive suroundings, an exciting agenda and an uncompromised commitment to HPC."
Dr. Ulla Thiel, Vice President Europe, Cray

Why I like ISC...

"ISC has always been my favorite. The continuously highest international quality, the great selection of world-class speakers, the ideal mix of high-level research, business and industry talks, and Hans Meuer's unique gift to maintain a familiar atmosphere make this a unique conference and a 'must participate'!"
Prof. Dr. Wolfgang Gentzsch, EU Project DEISA

Why I like ISC...

"ISC has established itself as the key European HPC event while maintaining a technically focused atmosphere. We look forward to Intel's continued association with ISC for many years to come."
Stephan Gillich, HPC Marketing Manager EMEA, Intel

Abstract

Service-Oriented Middleware for Distributed Financial Monte-Carlo Simulations on the Cell Broadband Engine

Mathias Dalheimer
Computer Science Researcher
Fraunhofer ITWM, Germany


Financial Monte-Carlo simulations are computationally intensive applications that must meet tight deadlines in terms of job completion times. The completion time might have a huge impact on financial profits made from decisions derived from the simulation results. Therefore, there is a huge interest in being able to perform faster simulations. The decisions often depend on complex portfolios of simulations. Distribution of the workload amongst different computing resources becomes a must for providing low completion times. Investigating the possibilities of efficiently running financial simulations on modern multicore systems becomes a necessity.

In this article we present our experiments with a high-performance implementation of an Asian options evaluation code on the Cell Broadband Engine (CBE). We handle workload distribution with our PHASTGrid middleware while using a well-known algorithm implemented on both the CBE and Intel x86 multicore architectures. We report results concerning the performance and scalability of our approach. In addition to the Monte-Carlo simulation, we also use different applications and compare our middleware to Globus.



Sponsors

The ongoing success of the International Supercomputer Conference is due in large part to our sponsors. We are pleased to highlight that Intel is the premier sponsor for ISC'08. The list of co-sponsors includes many of the major players in the HPC world. » more

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