Synopsis
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 2/2] Scale-out VaR calculation to multiple nodes
Go to Part 1 where Value at Risk calculator defined.