The Tufts High Performance Compute (HPC) cluster delivers 35,845,920 cpu hours and 59,427,840 gpu hours of free compute time per year to the user community.
Teraflops: 60+ (60+ trillion floating point operations per second) cpu: 4000 cores gpu: 6784 cores Interconnect: 40GB low latency ethernet
For additional information, please contact Research Technology Services at tts-research@tufts.edu
Marco Sammon
Marco Sammon recently finished their undergraduate degree in Quantitative Economics, and is continuing their work on their Senior Honors Thesis with Professor Marcelo Bianconi. Two parts of their research in mathematical finance require intense computing power: solving systems of Black-Scholes equations for implied volatility/implied risk-free rates, and fitting a SUR regression to explain factors that influence the difference between market prices and Black-Scholes prices. Before using the cluster, it took them weeks to process just a few days worth of options data. Now, they are able to work on many days of options data simultaneously, greatly expediting the process. This is important, as it allows them to aggregate a larger time series of data, which allows for much richer analysis.
For additional information, please contact Research Technology Services at tts-research@tufts.edu