WHPCF: High Performance Computational Finance

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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
 

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