SC13 Home > SC13 Schedule > SC13 Presentation - The 6th Workshop on HPC Finance

SCHEDULE: NOV 16-22, 2013

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The 6th Workshop on HPC Finance

SESSION: The 6th Workshop on HPC Finance

EVENT TYPE: Workshops

TIME: 9:00AM - 5:30PM

Organizer(s):Matthew Dixon, Andrew Sheppard, David Daly, Jose Moreira


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, develop common benchmarks and methodologies, 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. Recent years have seen the dramatic increase in compute capabilities across a variety of parallel systems. The systems have also become more complex with trends towards heterogeneous systems consisting of general-purpose cores and acceleration devices. The workshop will enable the dissemination of recent advances and learnings in the application of high performance computing to computational finance among researchers, scholars, vendors and practitioners, and to encourage and highlight collaborations between these groups in addressing high performance computing research challenges.

Chair/Organizer Details:

Matthew Dixon - University of San Francisco

Andrew Sheppard - Fountainhead

David Daly - IBM Research

Jose Moreira - IBM Research

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The full paper can be found in the ACM Digital Library