[hpc-announce] Call for Papers - WHPCF'13: Sixth Workshop on High Performance Computational Finance

Jose Moreira jmoreira at us.ibm.com
Mon Aug 26 14:50:07 CDT 2013

WHPCF'13: Sixth Workshop on High Performance Computational Finance

 Monday, November 18th, 2013
 Denver Convention Center
 Denver, Colorado
 Held in conjunction with SC13

Call for Participation:
We cordially invite you to submit a paper to WHPCF'13: Sixth Workshop on 
High Performance Computational Finance which is being co-ordinated with 
SigHPC. The workshop will be held in conjunction with SC13, the 
International Conference for High Performance Computing, Networking, 
Storage and Analysis in Denver. 

Recent years have seen the dramatic increase in compute capabilities 
across a variety of systems. The systems have also become more complex 
with trends towards heterogeneous systems consisting of general-purpose 
cores and acceleration devices.

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, 
computational capabilities of emerging hardware also increases. Extracting 
high performance from emerging architectures requires a
combination of domain knowledge and specialized technical skills. The 
workshop will explore how researchers, scholars, vendors and practitioners 
are collaborating to address high performance computing research 

We seek submissions that cover various aspects of computational finance. 
In addition to submissions that deal with performance and programmability 
challenges, theoretical analysis, algorithms, and practical experience in 
computational finance, we also particularly encourage submissions that 
demonstrate or result from the collaboration between financial 
practitioners, and scholars, researchers, or vendors. Topics of interest 
to this workshop include, but are not restricted to:

* Financial libraries and run-times
* Use of hardware accelerators (FPGA, Cell, GPUs) in computational finance
* Use of heterogeneous hardware in computational finance
* Financial applications of high performance computing: risk
algorithms, derivative pricing, 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 must be no more than 8 pages in length. Authors are 
encouraged to use the ACM two column format. Further instructions for 
authors are provided on the workshop webpage. Each submission will receive 
at least three reviews from the technical program committee and authors of 
selected submissions will have 30 minutes to present their work at the 
workshop. Papers should be submitted in electronic form to 
dmdaly at us.ibm.com.

Important dates
* Revised submission deadline: 11:59pm EST,  September 2nd
* Author notification: September 30th
* Final version due: October 8th

Matthew Dixon (HedgeFacts and the University of San Francisco), David Daly 
and Jose Moreira (IBM Thomas J. Watson Research Center)

Program Committee
* Michael Aichinger, RICAM, Austrian Academy of Sciences
* John Ashley, NVIDIA Corporation
* Andreas Binder, MathConsult GmbH
* David Cohen, EMC
* Mike Giles, Oxford University
* Peter Lankford, STAC Research
* Pat Miller, Jump Trading
* Cornelis Oosterlee, TU Delft
* Andrew Rau-Chaplin, Dalhousie University
* Mikhail Smelyanskiy, Intel Corporation
* Mohammed Zubair, Old Dominion University

José E. Moreira
Research Staff Member
Future POWER Systems Concept Team
IBM Thomas J. Watson Research Center
Yorktown Heights NY 10598-0218
phone: 1-914-945-1709, fax: 1-914-945-4425
e-mail: jmoreira at us.ibm.com
URL: http://www.research.ibm.com/people/m/moreira
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