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Proceedings of the fourth workshop on High performance computational finance (WHPCF '11)
| Content Provider | ACM Digital Library |
|---|---|
| Editor | Ryu, Kyung Eleftheriou, Maria Dixon, Matthew Smelyanskiy, Mikhail Moreira, Jose Daly, David |
| Copyright Year | 2011 |
| Abstract | It is our great pleasure to welcome you to the fourth workshop on high performance computational finance at the SC'11 International Conference for High Performance Computing, Networking, Storage and Analysis which is being held on Sunday the 13th of November in Seattle. 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. Recent years have seen the dramatic increase in compute capabilities across a variety of systems. The systems have also become more complex with trends towards heterogeneous systems consisting of general-purpose cores and acceleration devices. With this emergence arises the need for extracting the performance from these systems without significant programming effort, which is not affordable in highly paced financial environments. Domain Specific Languages (DSLs) have resurged as an efficient way to meet these challenges. DSLs for computational finance is therefore the theme for the 2011 workshop. We have assembled a diverse program, consisting of four keynotes and five technical presentations selected by a program committee of prominent experts in computational finance and high performance computing. Our speakers represent the finance industry, computer vendors and academia and will contribute to a program which will address the broader challenges of designing large-scale high performance computing infrastructure for the finance industry in addition to specific implementation challenges in computational finance. We are confident that this workshop will continue to build on the success of the previous workshops by stimulating research in the area of high performance computational finance. |
| ISBN | 9781450311083 |
| Language | English |
| Publisher | Association for Computing Machinery (ACM) |
| Publisher Date | 2011-11-13 |
| Access Restriction | Subscribed |
| Content Type | Text |
| Resource Type | Conference Proceedings |
