Monday, 23 June 2014

WHPCF'14: Call for Participation

WHPCF'14: Call for Participation===

http://ewh.ieee.org/conf/whpcf

The Seventh Workshop on High Performance Computational Finance (WHPCF'14)
is being held in co-operation with sighpc on the 16th of November at SC'14
in New Orleans. 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.

For 2014, we are particularly interested in submissions addressing the
following emerging topics in high performance computational finance:

-Financial analytics, including Big Data in computational finance
-Software infrastructure for high performance and high productivity
-Use of FPGAs for high frequency trading

Additional topics of interest to this workshop are listed on the workshop
webpage http://ewh.ieee.org/conf/whpcf.

==Author Instructions==

Submitted papers must be no more than 8 pages in length. The camera ready
version of accepted papers must be in ACM Proceedings format (latex users
should select Option 2). Each submission will receive at least three
reviews from the technical program committee and authors of selected
submissions will have 30 minutes to present their work at the workshop.
Papers should be submitted in electronic form to jmoreira@us.ibm.com

==Important Dates==

Submission deadline: August 22nd, 11:59 EST
Author notification: September 19th
Final version due: October 3rd

==Program Committee==

Claudio Albanese, Global Valuation
John Ashley, NVIDIA Corporation
David Cohen, EMC
Patrick Flannery, May Street
Dhiraj Kalamkar, Intel Corporation
Hicham Lahlou, Xcelerit
Peter Lankford, STAC Research
Pat Miller, Jump Trading
Travis Oliphant, Continuum Analytics
Andrew Rau-Chaplin, Dalhousie University
Mohammad Zubair, Old Dominion University

==Steering Committee==

David Daly, MongoDB
Matthew Dixon, University of San Francisco
Jose Moreira, IBM Thomas J. Watson Research Center

Jos? E. Moreira
Research Staff Member
Future POWER Systems Concept Team
IBM Thomas J. Watson Research Center
Yorktown Heights NY 10598-0218
phone: 1-914-945-1709, fax: 1-914-945-4425
e-mail: jmoreira@us.ibm.com
URL: http://www.research.ibm.com/people/m/moreira

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