June 28 - July 2, 2010
Le CENTRE DE CONGRÈS de CAEN
Caen, France
Workshop on High-Performance and Distributed
Computing for Financial Applications
(HPDFA 2010)
CALL FOR PAPERS
As part of
The International Conference on High Performance Computing & Simulation
(HPCS 2010)
http://cisedu.us/cis/hpcs/10/main/callForPapers.jsp
In conjunction with
The 6th International Wireless Communications and Mobile Computing Conference (IWCMC 2010)
Extended Full Paper Submission Deadline: February 28, 2010
SCOPE AND OBJECTIVES
Mathematical finance has broad and critical interactions with areas such as financial
derivative pricing, hedging, high-frequency trading and many others. The use of
computational methods to support these applications has a long and well-established
tradition. With the generalization of high-performance architectures and
web-services, many new productive areas of interactions are evolving at the intersection
of HPC, data-mining and data-warehousing, distributed computing, financial mathematics and
financial applications.
The HPDFA workshop is intended to bring together specialists in those converging
specialties to share views and compare technical developments on their relative merits for
computer-based financial systems.
The Workshop topics include (but are not limited
to) the following
:
- Real-time Computing
- Stream-processing for trading systems
- Market microstructure
- Stochastic control
- Parallel computing for financial models
|
- Genetic Algorithms
- Very-large datasets, data-mining
- High-frequency Trading
- Replay algorithms
- Neural networks
|
PAPER SUBMISSIONS
You are invited to submit original and unpublished research works on above and other
topics related to high performance distributed computing for financial applications.
Submitted papers must not have been published or simultaneously submitted elsewhere.
Submission should include a cover page with authors' names, affiliation addresses, fax
numbers, phone numbers, and email addresses. Please, indicate clearly the
corresponding author and include up to 6 keywords from the above list of topics and an
abstract of no more than 400 words. The full manuscript should be at most 8 pages
using the two-column IEEE format. Additional pages will be charged an additional
fee. Please include page numbers on all submissions to make it easier for reviewers
to provide helpful comments. Submit a PDF copy of your full manuscript via email to
the Workshop organizers at
gaetan.hains@univ-paris12.fr
and
jean-guillaume.grebet@exqim.com
.
Only PDF files will be accepted. Each paper will receive a minimum of three
reviews. Papers will be selected based on their originality, relevance, technical
clarity and presentation. Authors of accepted papers must guarantee that their papers will
be registered and presented at the workshop. Accepted papers will be published in
the conference proceedings which will be available at the time of the meeting.
IMPORTANT DATES
Paper Submissions: ------------------------------------------- February 28, 2010
Acceptance Notification: ------------------------------------- March 20, 2010
Camera Ready Papers and Registration Due: ----------- April 15, 2010
WORKSHOP ORGANIZERS
Gaétan
Hains
Professor of Computer Science
LACL, Université de Paris-Est
61 avenue du Général de Gaulle
94000 Créteil, France
Phone: +33 6 78 25 58 22
Email: gaetan.hains@univ-paris12.fr
Jean-Guillaume Grebet
Mathematician
EXQIM S.A.S.
24, rue de Caumartin
75009 Paris, France
Phone: +33 6 86 87 95 81
Email: jean-guillaume.grebet@exqim.com
Technical Program Committee
:
All submitted papers will be reviewed by the workshop technical program committee members
following similar criteria used in HPCS.
- Ajith Abraham, Norwegian University of Science and Technology, Norway
- Mostafa Bamha, Université d'Orléans, France
- William R. Buckley, California Evolution Institute, USA
- Bruno Codenotti, Institute for Informatics and Telematics - NRC, Italy
- Frédéric Gava, Université de Paris-Est, France
- Abel Gomes, University of Beira Interior, Portugal
- Jean-Guillaume Grebet, EXQIM S.A.S., France
- Gaétan Hains, LACL, Université de Paris-Est, France
- Frédéric Loulergue, Université d'Orléans, France
- Jose Pazos-Arias, University of Vigo, Spain
- Huyên Pham, Université Denis Diderot, Paris, France
- Patrice Poncet, ESSEC, Cergy, France
- Peter Tankov, Ecole Polytechnique, Palaiseau, France
- Ali Yazici, Atilim University, Anakara, Turkey
If you have any questions about paper submission or the workshop, please contact the
Workshop organizers at the above addresses.
If you have any questions about conference paper submission, please contact Conference
Program Chair: Prof. Waleed W. Smari, University of Dayton, 300 College Park,
Dayton, OH 45469-0226, USA, Voice: (937) 681-0098, Fax: (937) 255-4511, Email:
smari@arys.org
. For information about the HPCS conference in general, please contact the General
Chairs or consult the conference web site at
http://cisedu.us/cis/hpcs/10/main/callForPapers.jsp
.