3rd Workshop on High Performance Computational Finance: Special Focus on Implementation Support Infrastructure
SESSION: 3rd Workshop on High Performance Computational Finance: Special Focus on Implementation Support Infrastructure
EVENT TYPE: Workshop
TIME: 9:00AM - 5:30PM
Organizer(s):Matthew Dixon, David Daly, Jose Moreira
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, 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, and algorithmic trading grows in popularity, there is increased demand for
computational power. A critical component of migrating to energy efficient accelerator platforms is the collective appraisal of implementation support infrastructure needed to develop compute intensive financial applications. Implementation support infrastructure for accelerator platforms will therefore be the theme for this year's workshop.