Hi Juergen and Björn, > sophisticated mathematical models -> costly comutations -> did you have > thought about grid computing, computing power on demand and highly scalable. > In short you can prepare a job containg the stuff needed to do your > calculations. Transfer it on the grid and run it. Data can be loaded from a > database or from some where else via some special and secure data channels > and can be stored back. It depends on your onw configruation how many CPU > and sub jbs in parallel are runnig ... > > Ok it is a little bit off topic but i think interesting. Becasue you can > trigger such jobs from calc difectly and can feed the data into the sheets > for later use ... Or using webs wervices to get furher necessary data, stock > trades ...
The models are always probabilistic and, almost always, we use Monte Carlo simulations to run them. This is, indeed, very good for concurrency: In the heart of the algorithm there is a for loop where each iteration is (or might be) completely independent from the others. Normally those computations are done by an in-house developed library. An add-in link the library to the spreasheet application which works more as user interface. Only simpler computations (if any) are done by the spreadsheet application itself. There are other front-ends as well. In line with Juergen's suggestion, for instance, we have XML parsers which load the data necessary to the simulation from a database and generating XML reports with the results. There are, indeed, libraries exploiting the concurrency but, unfortunately, I've no hands-on experience. More recently people started to look at GPU computing as well. This is still a very new topic with promising results. Once I came across an article on Bloomberg's experience with GPUs computing. They were very pleased with the scalability. Apparently, it's faster, cheaper and greener than a farm of servers. Talking about feeding data into the sheet, I have a question about the type XVolatileResult (hope this is the right forum). Suppose, for instance, that the Monte Carlo simulation takes 10 minutes. I was wondering if we could use XVolatileResults to present in a cell the progress of the simulation before it finishes. With Excel we can just launch, wait and pray that something important is happening (some libraries use a console window to monitor the progress). If so, then can we stop the computation before it finishes? Regards, Cassio. --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
