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Articles by PengHeProfessor (Article: 1, Tip/Trick: 1)

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Average article rating: 4.31

High Performance Computing
Parallel Processing
31 Aug 2014   Updated: 2 Sep 2014   Rating: 4.31/5    Votes: 12   Popularity: 4.49
Licence: CPOL    Views: 34,113     Bookmarked: 27   Downloaded: 361
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A high performance monte carlo simulation framework for financial derivative pricing

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Programming Languages
C#
10 Oct 2020   Updated: 10 Oct 2020   Rating: 5.00/5    Votes: 4   Popularity: 3.01
Licence: CPOL    Views: 7,334     Bookmarked: 1   Downloaded: 71
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Optimal piecewise regression via DP

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Software Developer (Senior)
United States United States
I have been developing low latency high throughput services and platforms in financial trading industry and financial/market risk systems since 2004, mostly in C++ and python, some in C#.net and Java.