Workshop on High-performance computing applied to Finance (HPCF 2010) (HPCF 2010)
Venue: Ischia - Naples
|Event Date/Time: Aug 30, 2010|
|Early Registration Date: Jun 07, 2010|
|Abstract Submission Date: May 04, 2010|
|Paper Submission Date: May 14, 2010|
FIRST ANNOUNCEMENT AND CALL FOR PAPERS
Workshop on High-performance computing applied to Finance (HPCF 2010)
August 30, 2010, Ischia, Naples, Italy
held in conjunction with Euro-Par 2010
16th International European Conference on Parallel and Distributed Computing
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 - â€œmarket-consistent evaluationâ€. 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 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 from finance, statistics, numerical analysis and computer science, 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.
TOPICS OF INTEREST
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,
* Performance analysis tools
* High performance data processing
* Advanced Monte Carlo techniques
* Parallel pseudo-random numbers generators
Stefania Corsaro, University of Naples â€œParthenopeâ€ and ICAR-CNR
Zelda Marino, University of Naples â€œParthenopeâ€
Paolo Zanetti, University of Naples â€œParthenopeâ€
Francesca Perla, University of Naples â€œParthenopeâ€ and ICAR-CNR
Gilberto Castellani, University of Rome â€œLa Sapienzaâ€, Italy
Pasquale L. De Angelis, University of Naples â€œParthenopeâ€, Italy
John Miller, Trinity College, Dublin, Ireland
Michael Mascagni, Florida State University, USA
Panos M. Pardalos, University of Florida, USA
Giovanni Sacchi, Institute of Applied Mathematics and Information Technology of the National Research Council (IMATI-CNR), Italy
MariÃ¡n VajterÅ¡ic, University of Salzburg, Austria
Authors are encouraged to submit original, unpublished research or overviews on the topics referred above.
Papers should be formatted according to the Springer LNCS format limited to 10 pages in length, including tables and figures. Submissions should include abstract, key words and the e-mail address of the corresponding author.
Papers submitted to the workshop will be reviewed by members of the program committee and external reviewers.
Accepted papers presented at the Workshop will be published in a special Euro-Par 2010 Workshop Volume in the Lecture Notes in Computer Science (LNCS) series after the Euro-Par 2010 conference.
Authors wishing to present a paper are invited to submit it via email to
Initial submissions are in PDF.
A confirmation of receipt will always be sent to participants by e-mail.
Extended abstract (max. 4 pages):............ May 4, 2010
Full paper: ................................. May 14, 2010
Notification of acceptance:.................. June 1, 2010
Final LNCS paper:............................ September, 2010
Congress Center of the Hotel Continental Terme in Ischia, Naples, Italy.
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