WHPCF: High Performance Computational Finance

FacebookTwitterLinkedInGoogle

 

Past:   Proceedings on DBLP

Future:  Post a CFP for 2011 or later   |   Invite the Organizers Email

 
 

All CFPs on WikiCFP

Event When Where Deadline
WHPCF 2010 Workshop on High Performance Computational Finance at SC10
Nov 14, 2010 - Nov 14, 2010 New Orleans, USA Sep 3, 2010
WHPCF 2008 Workshop on High Performance Computational Finance
Nov 16, 2008 - Nov 16, 2008 Austin, TX, USA Aug 29, 2008
 
 

Present CFP : 2010

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:

System software infrastructure for computational finance
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
Computational algorithms for finance
Move from capacity to capability computing in financial applications
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

Deadline for submissions: September 3rd, 2010
Author notification: October 1st, 2010
Final version due: October 15th, 2010

Organizers

Matthew Dixon (UC Davis), David Daly, Maria Eleftheriou, Jose Moreira and Kyung Ryu
IBM Thomas J. Watson Research Center

Program Committee
Mark Joshi, Centre for Actuarial Studies, University of Melbourne
Oskar Mencer, Imperial College and Maxeler Technologies
Erik Doeff, TD Securities
Moiz Kohari, Novell
Mikhail Smelyanskiy, Intel
John Dermody, Goldman Sachs
Srinidhi Varadarajan, Virginia Tech
Philip Yu, University of Illinois at Chicago
Invited Keynote Speakers
Claudio Albanese, Level 3 Finance and King's College London
David Thomas, Imperial College
TBC
 

Related Resources

ISC HPC 2021   ISC HIGH PERFORMANCE 2021 DIGITAL
ICMLC--ACM, Ei and Scopus 2022   ACM--2022 14th International Conference on Machine Learning and Computing (ICMLC 2022)--Ei Compendex, Scopus
HPCCT--ACM, EI, Scopus 2022   ACM--2022 6th High Performance Computing and Cluster Technologies Conference (HPCCT 2022)--EI Compendex, Scopus
ACM--HPCCT--EI, Scopus 2022   ACM--2022 6th High Performance Computing and Cluster Technologies Conference (HPCCT 2022)--EI Compendex, Scopus
Artificial Intelligence at the Edge 2021   High Performance Computing and Artificial Intelligence at the Edge
ISC HPC 2022   International Supercomputing Conference
MLHMI--Ei Compendex and Scopus 2022   2022 3rd International Conference on Machine Learning and Human-Computer Interaction (MLHMI 2022)--Ei Compendex, Scopus
DCHPC 2022   The Second International Conference on Distributed Computing and High Performance Computing (DCHPC 2022)
ICCDE--ACM, Ei and Scopus 2022   ACM--2022 8th International Conference on Computing and Data Engineering (ICCDE 2022)--EI Compendex, Scopus
WIHPQC 2021   First International Workshop on Integrating High-Performance Computing with Quantum Computing