[hpc-announce] Call for Papers: Eighth Workshop on High Performance Computational Finance

Jose Moreira jmoreira at us.ibm.com
Sun Jul 12 20:53:07 CDT 2015

WHPCF 2015: Eighth Workshop on High Performance Computational Finance


Friday, November 20th, 2015 
Austin Convention Center 
Austin, TX

Held in conjunction with "SC15"

Important Dates

Submission deadline: August 21st, 11:59 EST
Author notification: September 18th
Final version due: October 2nd

Call For Papers

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 challenges.

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.

For 2015, we are particularly interested in submissions addressing the 
following emerging topics in high performance computational finance:

· Use of accelerator platforms for stream processing of tick-by-tick order 
book data

· Fast algorithms for algorithmic trading and high frequency risk 

· Scalable in-memory data processing platforms for large-scale financial 

· Software infrastructure for high performance and high productivity

· Use of parallel design patterns for more efficient mapping of 
applications to the parallel hardware

Additional 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

Author Instructions

Submitted papers must be no more than 8 pages in length. The camera ready 
version of accepted papers must be in
ACM Proceedings format (latex users should select Option 2) .
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 jmoreira at us.ibm.com.

Program Committee

Michael Aichinger, UnRisk
Claudio Albanese, Global Valuation
Patrick Angeles, Cloudera
John Ashley, NVIDIA Corporation
Neil Bartlett, IBM Canada
David Cohen, IBM
Michael Creel, Universitat Autònoma de Barcelona
Dirk Eddelbuettel, Ketchum Trading
Mike Giles, University of Oxford
Hicham Lahlou, Xcelerit
Peter Lankford, STAC Research
Pat Miller, Independent Consultant
Brian Peterson, DV Trading
Andrew Rau-Chaplin, Dalhousie University
Jason Sewall, Intel Corporation

Steering Committee

Matthew Dixon, University of San Francisco
Jose Moreira, IBM Thomas J. Watson Research Center
Mohammad 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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