Workshop on High Performance Computational Finance at SC09
http://research.ihost.com/whpcf
Sunday,
November 15th, 2009
Oregon Convention Center ,
Portland , OR ,
USA
In conjunction with
We cordially invite you to submit a paper to the Workshop on High
Performance Computational Finance at SC09.
The workshop will be held on the 15th of November, 2009 at the SC09 International Conference for
High Performance Computing, Networking, Storage and Analysis, in
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 becomes increasingly popular, there is increased demand for computational power. Recent events in the world economy have demonstrated a great need for better models and tools to perform risk analysis and risk management. Therefore, we are selecting risk management as a focus area for the 2009 workshop.
We seek contributions with a systems-oriented view of the problem. In addition to submissions that cover aspects of theory and algorithms, we also encourage submissions that deal with more practical and infrastructure aspects. From that perspective, topics of interest to this workshop include, but are not restricted to:
- Modeling and tools for risk analysis and risk management
- Use of hardware accelerators (FPGA, Cell, GPUs) in computational finance
- Financial applications of high performance computing: risk algorithms, algorithmic trading, arbitrage
- High-bandwidth/low-latency streaming of market data
- Cluster computing for computational finance
- Financial data center engineering
- System software infrastructure for computational finance
- Computational algorithms for finance
- Move from capacity to capability computing in financial applications
- System architectures for computational finance
Submitted papers must be no more than 8 pages in length. Authors are
encouraged to use ACM 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
Important dates
- Deadline for submissions: August 28th, 2009
- Author notification: September 18th, 2009
- Final version due: October 2nd, 2009
Organizers
David Daly,