Laurier is a founding member of SHARCNET (www.sharcnet.ca), a
consortium of universities and colleges operating a network of
high-performance compute clusters in south western, central and
The Shared Hierarchical Academic Research Computing Network (SHARCNET) is a world?class consortium of 16 Ontario colleges and universities in a “cluster of clusters” of high performance computers linked by advanced fiber optics. Its unique infrastructure enables computational research in areas such as science, engineering and business.
Established in 2001, SHARCNET provides leading?edge computational equipment to accelerate the production of research results for academic and industry partners. Its members seek linkages between academic researchers and corporate partners in new business opportunities; to attract and retain the best students, researchers and companies; and to create new opportunities for further building Canada’s knowledge?based economy.
SHARCNET is committed to developing an effective High Performance Computing (HPC) culture in Canada. Its key strategic areas of focus include: genomics, bioinformatics and biocomputation; physics and chemistry of advanced materials; fluid dynamics in engineering, aerospace, astrophysics and geophysics; earth systems and environmental earth sciences; economics, business and finance; and High Performance Computing, visualization, networks and grid computing.
People at Laurier
A main branch of my current and projected research involves the application and development of new analytical and numerical methodologies for pricing and hedging generally exotic options in multidimensional asset space. Due to the numerically intensive nature of pricing path-dependent options, particularly in many underlying dimensions, a significant part of this research involves the development of parallel algorithms to be implemented on the SHARCNET high performance computing (HPC) clusters. HPC, which is largely in its infancy with respect to its use in mathematical finance, is particularly well-suited for tackling such high dimensional simulation problems.
Dr. G. (Joe) Campolieti
Associate Professor; SHARCNET Research Chair 2002-2004,
Department of Mathematics