Concurrent evaluation of a directed acylic graph

Abstract

A useful class of problems can be expressed as dependency graphs that are continuously evaluated while "immersed" in a real time data stream that updates values of input nodes. A number of computational finance problems contain such structure. A refactoring approach is explored for the migration of legacy applications to exploit shared memory parallel… (More)
DOI: 10.1145/1953611.1953618

4 Figures and Tables

Topics

  • Presentations referencing similar topics