Workshop on High Performance Computational Finance at SC10


http://research.ihost.com/whpcf

Sunday, November 14th, 2010

Ernest N. Morial Convention Center, New Orleans, LA, USA

In conjunction with

The purpose of this workshop is to bring together practitioners, researchers, vendors, and scholars from the complementary fields of computational finance and high performance computing, in order to promote an exchange of ideas, discuss future collaborations and develop new research directions. Financial companies increasingly rely on high performance computers to analyze high volumes of financial data, automatically execute trades, and manage risk. As financial market data continues to grow in volume and complexity, and algorithmic trading grows in popularity, there is increased demand for computational power. A critical component of migrating to energy efficient accelerator platforms is the collective appraisal of implementation support infrastructure needed to develop compute intensive financial applications. Implementation support infrastructure for accelerator platforms will therefore be the theme for this year's workshop.

We seek contributions with a systems-oriented view of the problem. In addition to submissions that cover aspects of implementation support infrastructure for financial applications, we also encourage submissions that deal with aspects of theory and algorithms. From that perspective, topics of interest to this workshop include, but are not restricted to:

Submitted papers for the workshop proceedings must be no more than 8 pages in length. Authors are encouraged to use IEEE two column format. Each submission will receive at least three reviews and authors of selected submissions will have 30 minutes to present their work at the workshop. Papers should be submitted in electronic form to mfdixon@ucdavis.edu.

We are commemorating the third successive year of this workshop at SC with a special journal issue. Proceeding submissions will be considered for publication in a special issue of the Wiley Journal of Concurrency and Computation: Practice and Experience. Further details of this special issue are listed under "WHPCF'10" at this journal's information web site.

Important dates

Organizers

Matthew Dixon (UC Davis), David Daly, Maria Eleftheriou, Jose Moreira and Kyung Ryu

IBM Thomas J. Watson Research Center

 

Technical Program

Digital Proceedings

 

Program Committee

Invited Keynote Speakers

Past Workshops