Prof. Salvatore J. Stolfo
Department of Computer Science, Columbia University, New York, NY 10027
sal@cs.columbia.edu
Member of the Polytechnic University Center for Advanced Technology
ALEXSYS - Mortgage-backed Security Trading in Parallel.
One test program developed to demonstrate PARADISER
not only provided a benchmark to evaluate
different parallelization strategies (each having different scaling
characteristics), but the application itself was very useful and
quite lucrative. The
ALEXSYS program is not only being
used by Citicorp in its mortgage backed security trading unit,
it is also licensed to Thompson Financial
Systems, Inc. who expects to deploy it to over 200 installations.
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