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Matlab [eng]
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MATLAB is a software package for
numerical computation and visualization of data in scientific and
technological matters. The Matlab suite for parallel and distributed
computing is used in the HPC lab. Parallel Computing Toolbox with
MATLAB Release 2009a/b permits to execute programs on up to eight
cores per server. Thus, MATLAB users can leverage the power of
multicore servers without much programming effort. The MATLAB
Distributed Computing Server supports the Microsoft HPC Server 2008
environment and allows to integrate the MathWorks tools for
parallel computing into existing distributed computing environments of
the IWI. Users can switch the applications with the MATLAB
Distributed Computing Server to greater resources, like clusters
and grids. For more extensive calculations, 10 servers, each with 8
cores, are available.
Installation:
Matlab version 7.9.0.529 (R2009b)
Additional toolboxes: Financial, Statistics, Optimization, Parallel Computing, Spreadsheet Link, MATLAB Compiler, MATLAB Builder EX
Uses:
With the help of Monte Carlo simulations a large kind of performance measures are calculated by different distributions. The aim of the investigations is to furnish the (numerical) evidence, that for most of the distribution models used in Finance, the various performance measures in a given set of investment funds are identical.
Installation:
Matlab version 7.9.0.529 (R2009b)
Additional toolboxes: Financial, Statistics, Optimization, Parallel Computing, Spreadsheet Link, MATLAB Compiler, MATLAB Builder EX
Uses:
With the help of Monte Carlo simulations a large kind of performance measures are calculated by different distributions. The aim of the investigations is to furnish the (numerical) evidence, that for most of the distribution models used in Finance, the various performance measures in a given set of investment funds are identical.
