SC12 Home > SC12 Schedule > SC12 Presentation - 5th Workshop on High Performance Computational Finance

SCHEDULE: NOV 10-16, 2012

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5th Workshop on High Performance Computational Finance

SESSION: 5th Workshop on High Performance Computational Finance

EVENT TYPE: Workshops

TIME: 9:00AM - 5:30PM

Organizer(s):Andrew Sheppard, Mikhail Smelyanskiy, Matthew Dixon, David Daly, Jose Moreira

ROOM:250-AB

ABSTRACT:
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, develop common benchmarks and methodologies, 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. Recent years have seen the dramatic increase in compute capabilities across a variety of parallel systems. The systems have also become more complex with trends towards heterogeneous systems consisting of general-purpose cores and acceleration devices. The workshop will enable the dissemination of recent advances and learnings in the application of high performance computing to computational finance among researchers, scholars, vendors and practitioners, and to encourage and highlight collaborations between these groups in addressing high performance computing research challenges. Workshop website: http://www.cs.usfca.edu/~mfdixon/whpcf12/

Chair/Organizer Details:

Andrew Sheppard - Fountainhead

Mikhail Smelyanskiy - Intel Corporation

Matthew Dixon - Thomson Reuters

David Daly - IBM

Jose Moreira - IBM

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5th Workshop on High Performance Computational Finance

SESSION: 5th Workshop on High Performance Computational Finance

EVENT TYPE:

TIME: 9:00AM - 5:30PM

Organizer(s):Andrew Sheppard, Mikhail Smelyanskiy, Matthew Dixon, David Daly, Jose Moreira

ROOM:250-AB

ABSTRACT:
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, develop common benchmarks and methodologies, 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. Recent years have seen the dramatic increase in compute capabilities across a variety of parallel systems. The systems have also become more complex with trends towards heterogeneous systems consisting of general-purpose cores and acceleration devices. The workshop will enable the dissemination of recent advances and learnings in the application of high performance computing to computational finance among researchers, scholars, vendors and practitioners, and to encourage and highlight collaborations between these groups in addressing high performance computing research challenges. Workshop website: http://www.cs.usfca.edu/~mfdixon/whpcf12/

Chair/Organizer Details:

Andrew Sheppard - Fountainhead

Mikhail Smelyanskiy - Intel Corporation

Matthew Dixon - Thomson Reuters

David Daly - IBM

Jose Moreira - IBM

Add to iCal  Click here to download .ics calendar file

Add to Outlook  Click here to download .vcs calendar file

Add to Google Calendarss  Click here to add event to your Google Calendar