[jsai-fin 0070] HPCF 2010

[Tohgoroh Matsui]

SIG-FIN ML参加者のみなさま，

HPCF 2010のご案内です．
ご参考になりましたら幸いです．


松井藤五郎

--
中部大学 工学部 情報工学科
http://とうごろう.jp



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Workshop on High-Performance Computing Appplied to Finance
(HPCF 2010)

August 30, 2010, Ischia, Italy
http://www.statmat.uniparthenope.it/hpcf2010/scope.html

Collocated with 16th International European Conference on
Parallel and Distributed Computing (Euro-Par 2010).

Submission deadline: May 24, 2010
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Aims and Scope

Financial analysis techniques have become fundamental tools for
firms management, regulation and control since the Nineties; the
models for values and risks evaluation must be consistent with
the ones that are employed in capital market - "market-
consistent evaluation".  The discussion arisen from the
financial crisis has highlighted that this methodological
approach is mandatory for accurate and reliable companies
financial management.

The high complexity of computations needed to properly estimate
values and risks in this framework and the need to perform 
timely measurements in order to carry out continuous
verifications require advanced computing architectures, able to
guarantee reliable results and efficient information exchange.
The critical issue is the lack of complex valuation systems
whose development requires high-quality data, methods,
algorithms and software for design and manufacturing of powerful
computation-oriented database management systems, simulations 
and models validation.

The development, the use and the maintenance of such a system
requires a connection between theory, computational schemes and
data management and, therefore, a synergy between people with
different skills in finance, in modelling, in computational
mathematics and in computer science. Moreover, a synergy with
regulators is also needed in order to control the
appropriateness of the data quality and the used models as well
as the accuracy and efficiency of computation and the adequacy
of the IT infrastructure.

The focus of the workshop is on the computational issues in the
evaluation of financial instruments on advanced architectures.

The workshop is intended to bring together academics, decision
makers and strategists from the financial industries and
regulators from supervisory authorities in order to discuss
recent challenges and results in using high-performance
technologies for the evaluation of financial instruments.

We expect the workshop provides a contribution both to the
advance of knowledge in the computational finance field and to
the effective solution of financial problems by the application
of innovative ideas of other research areas, such data
processing, numerical analysis and high performance computing.


Topics of interest

include (but are not limited to) applications to Finance of:
* Parallel algorithms
* Parallel/distributed and network-based computing:
  + cluster computing,
  + grid computing,
  + cloud computing,
  + multi-core and many-core parallel computing,
  + GPU computing
* Performance analysis tools
* High performance data processing
* Advanced Monte Carlo techniques
* Parallel pseudo-random numbers generators


Steering Committee

* Stefania Corsaro
* Zelda Marino
* Paolo Zanetti


Program Chair

* Francesca Perla