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WHPCF 2008 : Workshop on High Performance Computational Finance

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Conference Series : High Performance Computational Finance
 
Link: http://research.ihost.com/whpcf/
 
When Nov 16, 2008 - Nov 16, 2008
Where Austin, TX, USA
Submission Deadline Aug 29, 2008
Notification Due Sep 19, 2008
Final Version Due Oct 3, 2008
Categories    computational finance
 

Call For Papers

We cordially invite you to submit a paper to the Workshop on High Performance Computational Finance at SC08. The workshop will be held on the 16th of November, 2008 at the SC08 International Conference for High Performance Computing, Networking, Storage and Analysis, in Austin, Texas.

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 are major consumers of high performance computing, used increasingly 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. The goal is to process all the data while at the same time reducing the overall latency from trend development to execution. These challenges are exacerbated by a distinguishing characteristic of computational finance: response to market changes has to happen in real time and outperform the competition. We expect that this workshop will foster innovation in this important area.

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:

* 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

Submitted papers must be no more than 8 pages in length. 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 kryu@us.ibm.com.

Important dates

* Deadline for submissions: August 29th, 2008
* Author notification: September 19th, 2008
* Final version due: October 3rd, 2008

Registration
Registration for the workshop is through SC08. SC08 this year will offer a workshop-only registration option at a greatly discounted rate. For more information please see the SC08 registration page.

Organizers

David Daly, Maria Eleftheriou, José Moreira and Kyung Ryu

IBM Thomas J. Watson Research Center

Program Committee

Gianfranco Bilardi, University of Padova

David Cohen, Goldman Sachs

Erik Doeff, TD Securities

Moiz Kohari, Novell

Scott Rose, UBS

Srinidhi Varadarajan, Virginia Tech

Philip Yu, University of Illinois at Chicago

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