SC is the International Conference for
High Performance Computing, Networking,
Storage and Analysis



SCHEDULE: NOV 12-18, 2011

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Fourth Workshop on High Performance Computational Finance

SESSION: Fourth Workshop on High Performance Computational Finance

EVENT TYPE: Workshop

TIME: 9:00AM - 5:30PM

Organizer(s):Mikhail Smelyanskiy, Matthew F. Dixon, José E. Moreira, David Daly, Maria Eleftheriou, Kyung Ryu

ROOM:Grand Hyatt Theater

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. 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 volume continues to grow, demand for computational power increases. Recent years have seen the dramatic increase in compute capabilities across variety of parallel systems. The systems have also become more complex with trends towards heterogeneous systems consisting of general-purpose cores and acceleration devices. Therefore, programmers can no longer extract high performance from these platforms without significant programming effort. Domain specific languages (DSLs) resurged as an important tool to simplify parallel programming, while allow programmers to harness the full power of modern parallel processors. DSLs for efficient expression and optimization of financial applications will therefore be the theme for this year’s workshop http://ewh.ieee.org/conf/whpcf/

Chair/Organizer Details:

Mikhail Smelyanskiy - Intel

Matthew F. Dixon - UC Davis

José E. Moreira - IBM

David Daly - IBM

Maria Eleftheriou - IBM

Kyung Ryu - IBM

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