WHPCF'13: Sixth Workshop on High Performance Computational Finance http://ewh.ieee.org/conf/whpcf Monday, November 18th, 2013 Denver Convention Center Denver, Colorado Held in conjunction with SC13 Call for Participation: We cordially invite you to submit a paper to WHPCF'13: Sixth Workshop on High Performance Computational Finance which is being co-ordinated with SigHPC. The workshop will be held in conjunction with SC13, the International Conference for High Performance Computing, Networking, Storage and Analysis in Denver. Recent years have seen the dramatic increase in compute capabilities across a variety of systems. The systems have also become more complex with trends towards heterogeneous systems consisting of general-purpose cores and acceleration devices. 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. Topics of interest to this workshop include, but are not restricted to: * Financial libraries and run-times * Use of hardware accelerators (FPGA, Cell, GPUs) in computational finance * Use of heterogeneous hardware in computational finance * Financial applications of high performance computing: risk algorithms, derivative pricing, algorithmic trading, arbitrage * High-bandwidth/low-latency streaming of market data * Cluster computing for computational finance * Financial data center engineering * Computational algorithms for finance * Move from capacity to capability computing in financial applications Submitted papers must be no more than 8 pages in length. Authors are encouraged to use the ACM two column format. Further instructions for authors are provided on the workshop webpage. 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 [email protected]. Important dates * Revised submission deadline: 11:59pm EST, September 2nd * Author notification: September 30th * Final version due: October 8th Organizers Matthew Dixon (HedgeFacts and the University of San Francisco), David Daly and Jose Moreira (IBM Thomas J. Watson Research Center) Program Committee * Michael Aichinger, RICAM, Austrian Academy of Sciences * John Ashley, NVIDIA Corporation * Andreas Binder, MathConsult GmbH * David Cohen, EMC * Mike Giles, Oxford University * Peter Lankford, STAC Research * Pat Miller, Jump Trading * Cornelis Oosterlee, TU Delft * Andrew Rau-Chaplin, Dalhousie University * Mikhail Smelyanskiy, Intel Corporation * Mohammed Zubair, Old Dominion University José 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: [email protected] URL: http://www.research.ibm.com/people/m/moreira