WO2007038477A3 - Hybrid multi-thread and multi-process computer simulation system and methods - Google Patents

Hybrid multi-thread and multi-process computer simulation system and methods Download PDF

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Publication number
WO2007038477A3
WO2007038477A3 PCT/US2006/037409 US2006037409W WO2007038477A3 WO 2007038477 A3 WO2007038477 A3 WO 2007038477A3 US 2006037409 W US2006037409 W US 2006037409W WO 2007038477 A3 WO2007038477 A3 WO 2007038477A3
Authority
WO
WIPO (PCT)
Prior art keywords
problem modules
solutions
complexity
thread
methods
Prior art date
Application number
PCT/US2006/037409
Other languages
French (fr)
Other versions
WO2007038477A2 (en
Inventor
Mikhail Zborovskiy
Dimitri Turchin
Original Assignee
Morgan Stanley
Mikhail Zborovskiy
Dimitri Turchin
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Morgan Stanley, Mikhail Zborovskiy, Dimitri Turchin filed Critical Morgan Stanley
Priority to JP2008533506A priority Critical patent/JP5366550B2/en
Priority to EP06804146A priority patent/EP1934919A4/en
Publication of WO2007038477A2 publication Critical patent/WO2007038477A2/en
Publication of WO2007038477A3 publication Critical patent/WO2007038477A3/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F9/00—Arrangements for program control, e.g. control units
    • G06F9/06—Arrangements for program control, e.g. control units using stored programs, i.e. using an internal store of processing equipment to receive or retain programs
    • G06F9/46—Multiprogramming arrangements
    • G06F9/50—Allocation of resources, e.g. of the central processing unit [CPU]
    • G06F9/5005—Allocation of resources, e.g. of the central processing unit [CPU] to service a request
    • G06F9/5027—Allocation of resources, e.g. of the central processing unit [CPU] to service a request the resource being a machine, e.g. CPUs, Servers, Terminals
    • G06F9/505—Allocation of resources, e.g. of the central processing unit [CPU] to service a request the resource being a machine, e.g. CPUs, Servers, Terminals considering the load
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Abstract

A method for performing a calculation that includes determining solutions for a plurality of problem modules. The problem modules are of differing complexities, and their solutions are combined to determine a solution to the calculation. The method may include directing each of the problem modules to at least one master server, estimating a complexity for each of the problem modules, determining a threshold complexity level, sending problem modules having a complexity exceeding the threshold complexity level to at least one slave server and obtaining solutions for the problem modules therefrom, determining solutions for problem modules having a complexity not exceeding the threshold complexity level in the master server(s), and combining the solutions for the problem modules to determine the solution for the calculation.
PCT/US2006/037409 2005-09-27 2006-09-26 Hybrid multi-thread and multi-process computer simulation system and methods WO2007038477A2 (en)

Priority Applications (2)

Application Number Priority Date Filing Date Title
JP2008533506A JP5366550B2 (en) 2005-09-27 2006-09-26 Hybrid multi-thread and multi-process computer simulation system and method
EP06804146A EP1934919A4 (en) 2005-09-27 2006-09-26 Hybrid multi-thread and multi-process computer simulation system and methods

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US72123905P 2005-09-27 2005-09-27
US60/721,239 2005-09-27

Publications (2)

Publication Number Publication Date
WO2007038477A2 WO2007038477A2 (en) 2007-04-05
WO2007038477A3 true WO2007038477A3 (en) 2009-04-30

Family

ID=37900376

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2006/037409 WO2007038477A2 (en) 2005-09-27 2006-09-26 Hybrid multi-thread and multi-process computer simulation system and methods

Country Status (4)

Country Link
US (2) US7734525B2 (en)
EP (1) EP1934919A4 (en)
JP (1) JP5366550B2 (en)
WO (1) WO2007038477A2 (en)

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US7778954B2 (en) * 1998-07-21 2010-08-17 West Publishing Corporation Systems, methods, and software for presenting legal case histories
US7558755B2 (en) * 2005-07-13 2009-07-07 Mott Antony R Methods and systems for valuing investments, budgets and decisions
JP5366550B2 (en) * 2005-09-27 2013-12-11 モルガン・スタンレー Hybrid multi-thread and multi-process computer simulation system and method
EP2342692A4 (en) * 2008-09-11 2012-07-25 Medidata Solutions Inc Protocol complexity analyzer
US20100131300A1 (en) * 2008-11-26 2010-05-27 Fred Collopy Visible insurance
US10102578B2 (en) * 2014-03-24 2018-10-16 State Street Bank And Trust Company Techniques for automated call cross trade imbalance execution
EP3126971B1 (en) * 2014-03-30 2020-04-29 Universiteit Gent Program execution on heterogeneous platform

Citations (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20050119965A1 (en) * 2000-05-25 2005-06-02 Omar Kathwari Solutions server

Family Cites Families (11)

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US6192388B1 (en) * 1996-06-20 2001-02-20 Avid Technology, Inc. Detecting available computers to participate in computationally complex distributed processing problem
US6061662A (en) * 1997-08-15 2000-05-09 Options Technology Company, Inc. Simulation method and system for the valuation of derivative financial instruments
US6792399B1 (en) * 1999-09-08 2004-09-14 C4Cast.Com, Inc. Combination forecasting using clusterization
US7590739B2 (en) * 1999-11-22 2009-09-15 Akamai Technologies, Inc. Distributed on-demand computing system
US7620581B2 (en) * 2001-10-16 2009-11-17 Sungard Systems International Inc. Financial instrument portfolio credit exposure evaluation
US20030135448A1 (en) * 2002-01-10 2003-07-17 Scott Aguias System and methods for valuing and managing the risk of credit instrument portfolios
US7093004B2 (en) * 2002-02-04 2006-08-15 Datasynapse, Inc. Using execution statistics to select tasks for redundant assignment in a distributed computing platform
JP4029934B2 (en) * 2003-07-24 2008-01-09 インターナショナル・ビジネス・マシーンズ・コーポレーション Distributed computing system
US7401256B2 (en) * 2004-04-27 2008-07-15 Hitachi, Ltd. System and method for highly available data processing in cluster system
JP5366550B2 (en) * 2005-09-27 2013-12-11 モルガン・スタンレー Hybrid multi-thread and multi-process computer simulation system and method
US7953603B2 (en) * 2005-12-21 2011-05-31 International Business Machines Corporation Load balancing based upon speech processing specific factors

Patent Citations (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20050119965A1 (en) * 2000-05-25 2005-06-02 Omar Kathwari Solutions server

Also Published As

Publication number Publication date
JP5366550B2 (en) 2013-12-11
WO2007038477A2 (en) 2007-04-05
JP2009510615A (en) 2009-03-12
US7734525B2 (en) 2010-06-08
US20070208649A1 (en) 2007-09-06
US20100223204A1 (en) 2010-09-02
EP1934919A4 (en) 2011-03-30
EP1934919A2 (en) 2008-06-25
US8924275B2 (en) 2014-12-30

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