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Complexity of Distributed Covariance Calculations

Title data

Fridgen, Gilbert ; Hackenbroch, Wolfgang:
Complexity of Distributed Covariance Calculations.
2007
Event: 7th International Conference on Optimization: Techniques and Applications (ICOTA) , 12.-15.12.2007 , Kobe, Japan.
(Conference item: Conference , Paper )

Official URL: Volltext

Abstract in another language

Risk/return management has evolved as one of the key success factors for enterprises especially in the financial services industry. It is highly demanding in terms of business requirements and technical resources, making it an almost ideal application for distributed computing concepts like e.g. grid computing. In this paper we focus on a specific problem—the estimation of covariance matrices that provide a powerful tool for decisions on investments. In this context we analyze different network topologies that the corresponding calculations can be performed on. We derive complexity classes for a distributed calculation scenario on these topologies. As a general result we find an upper and lower bound for the complexity of a distributed calculation in an arbitrary network structure. These results not only provide a different view on grid resource allocation but also make a contribution towards better understanding the business value of grid computing.

Further data

Item Type: Conference item (Paper)
Refereed: Yes
Keywords: Grid Computing, Risk Management, Parallel Algorithms
Institutions of the University: Faculties > Faculty of Law, Business and Economics > Department of Business Administration
Faculties > Faculty of Law, Business and Economics > Department of Business Administration > Professorship Business Informations Systems and sustainable IT management
Faculties > Faculty of Law, Business and Economics > Department of Business Administration > Professorship Business Informations Systems and sustainable IT management > Professorship Business Informations Systems and sustainable IT management- Univ.-Prof. Dr. Gilbert Fridgen
Research Institutions
Research Institutions > Affiliated Institutes
Research Institutions > Affiliated Institutes > Fraunhofer Project Group Business and Information Systems Engineering
Research Institutions > Affiliated Institutes > FIM Research Center Finance & Information Management
Faculties
Faculties > Faculty of Law, Business and Economics
Result of work at the UBT: No
DDC Subjects: 000 Computer Science, information, general works > 004 Computer science
300 Social sciences > 330 Economics
Date Deposited: 01 Apr 2015 11:37
Last Modified: 01 Apr 2015 11:37
URI: https://eref.uni-bayreuth.de/id/eprint/7869