sponsored byACMIEEE The International Conference for High Performance 
Computing, Networking, Storage and Analysis
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SCHEDULE: NOV 15-20, 2015

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WHPCF2015: Eighth Workshop on High Performance Computational Finance

SESSION: WHPCF2015: Eighth Workshop on High Performance Computational Finance

EVENT TYPE: Workshops

EVENT TAG(S): SIGHPC Workshop, Applications

TIME: 8:30AM - 12:00PM

Organizer(s):Jose E. Moreira, Matthew F. Dixon, Mohammad Zubair

ROOM:Hilton 406

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 findings in the application of high performance computing to computational finance among researchers, scholars, vendors and practitioners, and will encourage and highlight collaborations between these groups in addressing high performance computing research challenges.

This workshop will produce a refereed proceedings that will be available through the ACM Digital Library and IEEE Xplore (free of charge during and immediately after SC, and free after that to SIGHPC members).

More at: http://ewh.ieee.org/conf/whpcf/

Chair/Organizer Details:

Jose E. Moreira - IBM Corporation

Matthew F. Dixon - University of San Francisco

Mohammad Zubair - Old Dominion University

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