A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance.

Authors:
Sebastien Bezzine;Virginie Galtier;Stephane Vialle;Francoise Baude;Mireille Bossy;Viet Dung Doan;Ludovic Henrio
Affiliations:
Supelec, France;Supelec, France;Supelec, France;Univ. Nice Sophia Antipolis, France;Univ. Nice Sophia Antipolis, France;Univ. Nice Sophia Antipolis, France;Univ. Nice Sophia Antipolis, France
Venue:
E-SCIENCE '06 Proceedings of the Second IEEE International Conference on e-Science and Grid Computing
Year:
2006

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Abstract

This paper introduces a Grid software architecture offering fault tolerance, dynamic and aggressive load balancing and two complementary parallel programming paradigms. Experiments with financial applications on a real multi-site Grid assess this solution. This architecture has been designed to run industrial and financial applications, that are frequently time constrained and CPU consuming, feature both tightly and loosely coupled parallelism requiring generic programming paradigm, and adopt client-server business architecture.