High Performance Computing in Finance and Insurance

The HPCFaI (High Performance Computing in Finance and Insurance) Team within the Research Institute for Computational Methods is especially engaged in

  1. The Application of Supercomputing in Finance and Insurance

  2. Quantitative Finance

  3. Evolutionary Computing

    • Genetic Algorithms,
    • Genetic Programming and
    • Evolution Strategies

  4. Numerical Methods for Solving Stochastic Differential Equations

  5. Monte Carlo Methods in Finance and Insurance

  6. Stochastic Simulations

  7. Financial Risk Management


We continuously aim for highly sophisticated solutions fulfilling all the requirements of our corporate partners.

For futher information please do not hesitate to directly contact our project sites or  researchers.