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Open  Source  Cloud  Solu.ons   Hybrid  Cloud:  Private  with  Burst  Capacity  

Orchestrate  and  Accelerate  Applica.ons

Denis  Caromel,  CEO  Ac.veEon  

Cloud computing et Virtualisation : applications au domaine de la Finance

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Company

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ActiveEon Overview

q  ActiveEon, a software company born of INRIA, founded in 2007, HQ in the French scientific park Sophia Antipolis

q  Co developing with INRIA ProActive Parallel Suite®, a Professional Open Source middleware for parallel, distributed, multi-core computing

q  Core mission: Scale Beyond Limits

q  Providing a full range of services for ProActive Parallel Suite

q  Worldwide production customers and users:

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A Wide Range of Services

q  Training and Certification §  Accelerate learning process

q Consulting §  Optimize your infrastructure and

maximize ROI q  Technical Support - Subscription

§  The guarantee of a quick and efficient assistance

q  Integration-Development §  Get ActiveEon’s products fine tuned

to your specific needs q Partnerships

§  With OEMs and ISVs

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Ac)veEon      V O S T O K

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Moscow, Techno Park

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ActiveEon accepted in Skolkovo Foundation

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Moscow International Finance Center, Travaille avec Paris EuroPlace. Techno de l'info, pour la Finance.

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ProAc.ve  Parallel  Suite

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Cloud  &  Grid  IaaS

Scheduling  &  Orchestra.on  

HPC  Workflow  &  Paralleliza.on

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The ProActive PACA Grid Platform

Production Platform operated by:

Total: q 1 368 Cores (soon 1 428) q 480 GPU CUDA Cores q 30TB Storage (soon 150 TB)

Publically Available Today

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ProAc.ve  Parallel  Suite

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Technology & Solutions

Cloud  &  Grid  IaaS Physical  Machines  (Servers,  Clusters,  Desktops)  and  Virtual  (Hyper-­‐V,  VMware,  KVM,  Xen;  OpenStack)  Dynamic  Policies,  Full  accoun)ng  of  resource  usage  Public  Cloud  Burst  (EC2,  Azure,  Data  Centers)  

Orchestra.on  &  Scheduling  Mul)-­‐Applica)on  &  Mul)-­‐Tenant  Portal  with  Data  Management,  Remote  Visualiza)on  APIs  (Java,  REST,  CLI)  Integra)on  in  exis)ng  Applica)ons  and  Web  Portals  

HPC  Workflow  &  Paralleliza.on Studio  for  HPC,  Workflow  Visualiza)on  Na)ve  Tasks  (MPI,  OpenMP,  Mul)-­‐thread,  GPU)  Java  APIs  for  Paralleliza)on  &  Distribu)on  Matlab  &  Scilab  Distributed  Compu)ng  

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Workflow Studio

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Orchestration Portal with Graphical Workflow Visu

Financial Stress Tests

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ProActive Parallel Suite @ DEXIA, Belfius

•  Run Monte Carlo Simulations to predict losses in credit portfolio value due to evolutions in credit parameters

•  Compute how much value a portfolio loses/gains in each simulation in order to price a portfolio

•  The simulation software runs as a

back-end server and exposes itself as a service addressable by a front-end.

•  Deployed on Citrix servers also used for Virtualization of Desktop PCs

Users need reactivity Speed up simulations Distribute the computations

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ProActive Parallel Suite @ DEXIA, Belfius

Ø  100% Virtual Infrastructure

VM Virtual Machine

Virtual Machine

ProActive Scheduling

ProActive Resourcing

Computing Nodes

User Session

User Session

VM

UC: Acceleration of Financial Valuations

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C++ library developed by Pricing Partners Pricing solution dedicated to highly complex derivatives,

Greek computation

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How Does it Work? Price-it Computing Distribution

Price-it Excel

ProActiveScheduler

Pool of sharedresources

Automatic execution via job scheduler

Regular Price-it ExcelInterface

Price-it Excel

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Accelerated Price-it Performances

Use Case: Bermuda Vanilla, Model American MC

Test conditions: §  One computation

is split in 130 tasks that are distributed

§  Each task uses 300ko

Sequential Distributed

More than 3 times faster with only 4 nodes!

4 nodes 5 nodes 6 nodes 7 nodes 8 nodes 9 nodes

Even 6 times faster with 9 nodes!

q  Increased Productivity: Reduces Price-it Execution Time by 6 or more!

Algorithmic Trading

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Integration: Scilab and Matlab, Applications

Dedicated resources

LSF

Sta.c  Policy

Amazon EC2

EC2

Dynamic  Workload  Policy

Desktops

Desktops

Timing  Policy  12/24

Oasis INRIA Finance Related Activities

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OASIS Team Previous work (Doan, 2010)

American/Bermudian basket option pricing in highly distributed & heterogeneous environment (Cloud architecture)

●  Use of Monte Carlo pricing methods ●  Optimal exercise boundary computation (Ibanez & Zapatero)

●  Classification of continuation and exercise values (Picazo)

Use of ProActive for simplified deployment and source

code independence

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Currently developed (Benguigui, 2012)

High performance computing in hybrid architecture (Cloud/GPU)

q  “Optimal” exploitation of GPU (SIMT parallelism, fast access memory use, coalesced memory access, dynamic resource allocation,...)

q  Hybrid GPU/Cloud deployment (problem decomposition for fine/coarse grained parallel approach, dynamically/abstractly resource exploitation,..)

q  Validation on large-scale parallel platform