The code & sample app can be found on Github
Risk Management in finance is one of the most common case studies
for Grid Computing, and Value-at-Risk is most widely used risk measure.
In this article I’m going to show how to
scale-out Value-at-Risk calculation to multiple nodes with latest Akka middleware.
In Part 1 I’m describing the problem and
single-node solution, and in Part 2 I’m scaling it to multiple nodes.
[Part 1] Introduction to Value at Risk calculation
Go to Part 2 where VaR calculation scaled-out to multiple nodes.