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.
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