[inria-00387324, v2] A financial engineering benchmark for performance analysis of grid middlewares

Doan, Viet Dung Et Al

Description

INSTITUTNATIONALDERECHERCHEENINFORMATIQUEETENAUTOMATIQUEA financial engineering benchmark for performanceanalysis of grid middlewaresVietDungDoan —AbhijeetGaikwad—MireilleBossy—FrançoiseBaude—FrédéricAbergelN°365Version2-June2009ThèmesCOMetNUMapport technique inria-00387324, version 2 - 18 Jun 2009ISSN0249 0803 ISRNINRIA/RT 365 FR+ENGinria-00387324, version 2 - 18 Jun 2009theocumarisosedPbdecomplextraleaCenresultEcoleerifyrSystèmeslauxaAppliquéestheMathématiquescomparabledeareoratoireendorsLabandareareI3Scomputational-middlewCNRSidealeNiceofealuatedmiddlewersitéaUnivneolisevtiptionedAnbSophiaproblemsINRIAevthepricingalgorithms.fordata,algorithmsgridArnancialsevengineeringvbsomeencdevhmarksforcriticalpconerformanceisanalysishmarkofthegridosedmiddlewotharestheVietThisDungardsDoanarenoand,middlewAbhijeetareGaikwgadtooseal,pMireilylebBossyandpropp,theFinrançoiseelopBaudeoftothese,theFalsorédéricnanceAbhniquesergelFyrThèmes,COMgrietsolutionsNUMiteSystèmesselectcommtunicannancialtstecantwithSystèmesdemandnrequests.umériquesri-ProrepjetspresenOasisbandtoTquanoscaofRapperheadortyteconhniquethroughputnand°times365gridhVto-ersionduc2a-endenJunerepro2009pof30ThepageencstAbstract:anPricingidandresphedgingsofthigherects ...

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• Publié par: Sonab
• Nombre de lectures: 35
• Langue: English

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INSTITUTNATIONALDERECHERCHEENINFORMATIQUEETENAUTOMATIQUE
A financial engineering benchmark for performance
analysis of grid middlewares
VietDungDoan —AbhijeetGaikwad—MireilleBossy—FrançoiseBaude—Frédéric
Abergel
N°365
Version2-June2009
ThèmesCOMetNUM
apport
technique

inria-00387324, version 2 - 18 Jun 2009
ISSN0249 0803 ISRNINRIA/RT 365 FR+ENGinria-00387324, version 2 - 18 Jun 2009∗ † ∗ ∗
†
∗
†
UnitéderechercheINRIASophiaAntipolis
2004,routedesLucioles,BP93,06902SophiaAntipolisCedex(France)
Téléphone: [phone]—Télécopie: [phone]
er,pmiddlewerformanceortanalysisbofogridbmiddlewyaresvideVietaDungtimeDoantifyencapplication.,gridAbhijeetionGaikwdesignaddevbcan,rMireilionleAnotherBossyencengineeringimp,onFwran?oiseducibleBaudehmarksnancialect,hFther?d?rictheAbresultsergeltationAfromTh?mestraleCOMisetanNUMappcopSyst?mesforcommbutionunicanttsevethetgridSyst?mesofnofum?riquesisProijetst,OasiserformancandpropTforoscamiddlewRappaforemenortTheteccanhniquevnand?of365wofsVhelpersionv2ial-hmarksJuneet2009yaris30ailable,pagebstoAbstract:candidatePricingelopandicahedgingthatofuphighercomputationalorderpricingderivtativourestosucnancialhsuiteasandmeectsultidimensionalv(upbtoare100theundesystemrturnaroundlyingnancialassets)approacEuropstepeaprongandindeprst,genfaireratianalysisoares.nbexoticself-sucienoptionsaluatingrepresernwithtitmathe-non-funcmaticallyaspcomplexofanerformancedecomputationallymiddlewintotensivottleneceinproblems.implemenThesystem.performanceoalsowmathematicsernoforderGridnancialcomputingerspromisesthetotheirgivMoreoebthederivcrealapabilithencyusedtoEcolehandlePsucsolutionshvinittensecumcomputations.eItsomehasselectbidealeentandevat-nancialtractivletcost-eectivsecanseowithlcriticaludemandtcomplexionrequests.forconhighri-poferformancerepscienisticpresencomputingaforbthehmarklasttodecade.aluateHoquanwtheeofvoer,erheadnon-functionalosedfeaytmiddlewureonsothofthroughputgridthecomputingandsucthehtimesasasuppgridortThisforhheterogenaeitto-yards,ducfaultntolerance,adeploareyendenabiliycomparable,reproloadandbalancingpandeecienoftmiddlewresourceTheutilizationosedhaencvareetnotevbaneengwiiddareelyrespappliedtoinsthetionedcomputationaltnancaleects.domain.resultInsucthisprepanalysisortbwusedeypresenaretendorsourndwborkkstproblemshtheiratandex-tationploresthesucBesidehpissuesanalysis,andeaimsprotothedemonprosandtrateumericalbinenetstofromthetheapplicationapplicationelopoftogriderifytecimplemenhniquesoftonanccomputationalalgorithms.nance.vFtheseuencraretheedrthemomarkrdata,fore,hmarkalsobecomputationalbythepropnancecommunitnotoalgorithmsosepricingvelparallelAnforolisUnivINRIASophiaersit?tip-Syst?mesdeNiceLabCNRSdeI3SAppliqu?eseoratoire,Math?matiqueswithauxseveralCengridedmiddleware
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inria-00387324, version 2 - 18 Jun 20093Av/RenancialencengineoferielynygsucbwenchmarkConformpperformancviderseell-understoanalysisroftgridandmiddslsuiteewaortseselop5ycoordes,ttp://www.netlib.org/bwoforkloadskthatharacterizationmaaynancialrepasrehindedesigningstsebn2tducevbariediccomputationsaandjectivareThedevtoelopidedandwiathelydierentothprogrammingTparadigms.middlewSomeencexamplesvarecanSTREAMaect8nce,,evLares,INP.ArepCKws:9motiandFinancialMPIlBencenche-encmarkspresen10in,concludeSPECFin11InandduciblemostypmopularrulesNASSucPoarallelreprobpenctohmarka12l.ouldAtkteymeasuremenissue,,hotwmetricseverformanceer,Alisawhetherhthesehbhenctmlhmarkswcan365bofeusinguseddasmariThesyforkthetheGridfactorssettings.pTheradoptionquanofivthesetbtencyhmarks.marestyiraiseissevleralSectionfundamendiscusstalationquestionserQuanabhmarkoutosetheirsapplicabilithyIn,eandcompwthearysSectionoftheinhmarkterpretingGridtheWresults.SectionInherQuanerenBenctlyMotiv,toGrideriable,isobaresults,complexdlewinctegrationfoofthesevscieneralerimenfunctionallytodivperseacompofonenexptsevwhicmetricsh,materpretyresultshinderconevialuacationtsioneofmetricsantifyycapacindividualofcompareonenofttlikyeutmiddle-alwSucare.proFforurtofhmiddlewermore,tintheorderetoutilizehaencvee9fairhmark/evject/mpiblibaluation,ec.org/mpi2007anhyobtmlenc?hmarkectswusageouldGridhaaresvweotobaccounhtkforernels.heterogeneitayailabilitofofresouhrernelscenablees,cpresenceofofthatvirapplicationtuaelfoorganizationsmaandthetheirtitdivterseealuaresourceionaccessdierenpmiddlewolicies,scalabilitdynamicitofyalgorithmsdue.toTheinherenofthsharedsnatureortoforganizedthefoGrid.loSucinh2isseutheesvinbturnSuphatvBenceSuiteledproptoguidebroaderineimplicationsforupsuconbmethohmark.dologSectioniwedescribstheusedonenbofehindbehmavkaluatinguite.middlew4arestsaspreliminarydiscussedencinusage[1,a13Programming]test..eIninour5.wSupork,thoancialwhmarkev2.1er,ationforordertheprosakvereproofandsimplicitjectivycomparablewanemid-assumearetheenbhmarkencusth-llmarkwaregeneralrunofontdedicatedexpGridtation.nohdes.olsThustus,rwvideewprimarilyyfoconductingcusducibleonerimenquantotifyingaluateperformanceerformanceobofelynancialandapplications,inacbhievhmarkableinscdesirablealabilitext.tnancya,appli-easedevoferdeplohymenbtableacrossgeneratelargethanquanumtheberformanceeriofyheterogeneousGrresourcesmiddlewandthroughtheirtsecdeploienabilityutilization.scalabilitThe,goalcompofaourionwcapacitorketc.presenhtedcaninvidetbasishpituningsapplicationreptheortare.isternatoivdesign,andmiddlewdevrelopproSupcoulderQuansuctbFinancialhmarksBencmakhmark8Suite,ttp://www.gridstream.org/ahtoencol10forttp://hcl.ucd.ie/proresearc11hersttp://www.spthat/press/release.hwish12tottp://www.nas.nasa.goinsvurces/Softeare/npb.hsRtigatenvariousasp
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