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ORCIDWHPCF@SC 2011: Seattle, WA, USA
- Mikhail Smelyanskiy, Matthew Dixon, David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu:
WHPCF'11, Proceedings of the Fourth Workshop on High Performance Computational Finance, co-located with SC11, Seattle, WA, USA, November 13, 2011. ACM 2011, ISBN 978-1-4503-1108-3
Keynote addresses 1 & 2
- Elaine Kant:
Domain specific languages and the acceleration of computational finance. 1-2 - Charles H. Finan:
Exascale computing challenges and their application to a production datacenter. 3-4
Papers session 1
- Henning Marxen, Anton Kostiuk, Ralf Korn, Christian de Schryver
, Stephan Wurm, Ivan Shcherbakov, Norbert Wehn:
Algorithmic complexity in the heston model: an implementation view. 5-12 - Oskar Mencer, Erik Vynckier, James Spooner, Stephen Girdlestone, Oliver Charlesworth:
Finding the right level of abstraction for minimizing operational expenditure. 13-18
Keynote addresses 3 & 4
- David A. Padua:
Autotuning for high performance computing. 19-20 - Herman Lam, Gregg Cooke:
FinRC: challenges and opportunities for high-performance reconfigurable computing (HPRC) in computational finance. 21-22
Papers session 2
- E. Wes Bethel, David Leinweber, Oliver Rübel, Kesheng Wu:
Federal market information technology in the post flash crash era: roles for supercomputing. 23-30 - Heiner Litz, Christian Leber, Benjamin Geib:
DSL programmable engine for high frequency trading acceleration. 31-38 - Eduardo Javier Huerta Yero, Fabiano de Oliveira Lucchese:
Practical experiences on the gridification of financial applications. 39-46
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