Second International Workshop on High-Performance and Distributed Computing for Financial Applications - HPDFA June 28-29 - 2011



Second International Workshop on High-Performance and Distributed Computing for Financial Applications - HPDFA at Institut Henri Poincaré, Paris. June 28-29 - 2011 - Paris



SCOPE AND OBJECTIVES Mathematical finance has broad and critical interactions with areas such as financial derivative pricing, hedging, high-frequency trading and many others. The use of computational methods to support these applications has a long and well-established tradition. With the generalization of high-performance architectures and web-services, many new productive areas of interactions are evolving at the intersection of HPC, datamining and data-warehousing, distributed computing, financial mathematics and financial applications. The HPDFA workshop is intended to bring together specialists of those converging specialties to share views and compare technical developments on their relative merits for computer-based financial systems.



The Workshop topics include (but are not limited to) the following: - Real-time computing - Genetic algorithms - Stream-processing for trading systems - Very-large datasets, data-mining - Market microstructure - High-frequency trading - Stochastic control - Replay algorithms - Parallel computing for financial models - Neural networks



INVITED SPEAKERS: Pham Huyên, Université Paris-Diderot. Title TBA. Charles-Albert Lehalle, Crédit Agricole. Title TBA. Philippe Mathieu, CNRS-LIFL Université de Lille. Agent-based distributed simulations : Singularities and new challenges.



Call For Papers Click here for more information about Papers submissions



Important Dates Paper Submissions: March 15th, 2011 Acceptance Notification: April 1st, 2011 Camera Ready Papers and Registration Due: May 15th, 2011



Workshop Organizers Gaétan Hains (LACL, Université de Paris-Est) et Jean-Guillaume Grebet (EXQUIM SAS)



More information Call For Paper website