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SC Conference - Activity Details



Workshop on High Performance Computational Finance

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Organizers:
Maria Eleftheriou  (IBM T.J. Watson Research Center)
David Daly  (IBM T.J. Watson Research Center)
Kyung Ryu  (IBM T.J. Watson Research Center)
Jose E Moreira  (IBM T.J. Watson Research Center)
Workshops Session
Sunday,  08:30AM - 05:00PM
Room 13A/13B
Abstract:
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 are major consumers of high performance computing, used increasingly to analyze high volumes of financial data, automatically execute trades, and manage risk. High frequency analysis is used to spot and exploit trends in the marketplace. As financial market data continues to grow in volume and complexity, and algorithmic trading becomes increasingly popular, there is increased demand for computational power. The goal is to process all the data while at the same time reducing the overall latency from trend development to execution. These challenges are exacerbated by a distinguishing characteristic of computational finance: response to market changes has to happen in real time and outperform the competition.
   IEEE Computer Society  /  ACM     2 0   Y E A R S   -   U N L E A S H I N G   T H E   P O W E R   O F   H P C