In 2007, Khazret Sapenov implemented Mathworks MATLAB/LSF solution to run financial
computations (risk modeling, portfolio optimization, pricing/structure, tech
trading, Black-Sholes and other complex mathematical models) in Amazon Elastice Compute Cloud. He also lead an initiative of creating an adapter to allow scientists and
analysts execute distributed computation in cloud, thus reducing costs,
improving performance and decision making. There were also suggestions to use Octave and Star-P for same purposes. |