A Generic Distributed Architecture for Business Computations. Application to Financial Risk Analysis

Author

Defrance, Arnaud ; Vialle, Stéphane ; Wauquier, Morgann ; Akim, Philippe ; Dewnarain, Denny ; Loutou, Razak ; Methari, Ali

fYear

2006

fDate

38838

Firstpage

1

Lastpage

8

Abstract

This paper introduces a generic n-tier distributed architecture for business applications, and its basic component: a computing server distributed on a PC cluster. Design of this distributed server is relevant of both cluster programming and business standards: it mixes TCP client-server mechanisms, MPI programming and database accesses from cluster nodes. The main topics investigated in this paper are the design of a generic distributed TCP server based on the MPI paradigm, and the experimentation and optimization of concurrent accesses to databases from cluster nodes. Finally, this new distributed architecture has been integrated in the industrial Summit environment, and a Hedge application (a famous risk analysis computation) has been implemented and performances have been measured on laboratory and industrial testbeds. They have validated the architecture, exhibiting interesting speed up

Keywords

application program interfaces; client-server systems; distributed databases; parallel architectures; risk analysis; transport protocols; Hedge application; MPI programming; PC cluster programming; TCP client-server mechanisms; business computations; database access; financial risk analysis; generic n-tier distributed architecture; industrial Summit environment; optimization; Computer applications; Computer architecture; Computer industry; Design optimization; Distributed computing; Distributed databases; Parallel architectures; Performance evaluation; Personal communication networks; Risk analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Distributed Frameworks for Multimedia Applications, 2006. The 2nd International Conference on

Conference_Location

Pulau Pinang

Print_ISBN

1-4244-0409-6

Type

conf

DOI

10.1109/DFMA.2006.296915

Filename

4077740