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

SCHEDULE: NOV 13-19, 2010

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

ROOM:272

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.

Chair/Organizer Details:

Matthew Dixon - University of California, Davis

David Daly - IBM T.J. Watson Research Center

Jose Moreira - IBM T.J. Watson Research Center

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