NCSI: An Exploration of Parallel Computation in Physics and Finance Using LittleFe

Status	Completed
Mentor Name	Beau Christ
Mentor's XSEDE Affiliation	New XSEDE Affiliate
Mentor Has Been in XSEDE Community	Less than 1 year
Project Title	An Exploration of Parallel Computation in Physics and Finance Using LittleFe
Summary	A hands-on exploration of parallel computing concepts using LittleFe. Topics to be explored include MPI, OpenMP, Parallel R, knowledge of the Unix command line, and data analytics and visualization. These tools and technologies will be applied to basic algorithms within computational physics and computational finance.
Job Description	This is a Learner position for two students to gain hands-on experience with parallel computing, with both students having no previous experience will parallelism. Both students will also gain an in-depth knowledge of the Unix command line, and will learn about other resources available within the XSEDE community. One student will experience an introduction to computational physics, investigating what LittleFe is, what physics-based modules are included, and what it takes to develop and run a physics simulation using LittleFe. In addition, the student will learn basic parallel computing (MPI or OpenMP using C) and how it applies to one or two computational-physics algorithms chosen by the student. The other student will experience an introduction to computational finance, with a specific investigation using parallel packages in R. The student will explore computational-finance algorithms including risk management. Financial datasets will be examined, and R will be used to analyze the data and produce visualizations. Both students will document their work, and the mentor may use their findings in a High Performance Computing course to assist other students desiring an insight into computational finance or computational physics.
Computational Resources	Hands-on use of a LittleFe parallel cluster.
Contribution to Community
Position Type	Learner
Training Plan	The mentor will be providing resources and hands-on instruction to both students. Both students will be given access to a LittleFe cluster. The mentor will be meeting a minimum of once a week with both students to provide guidance, instruction, and discuss progress made by the students. Both students will have (at a minimum) a course on computer programming.
Student Prerequisites/Conditions/Qualifications
Duration	Summer
Start Date	06/04/2018
End Date	08/09/2018