June 28 - July 2, 2010
Caen, France

Workshop on High-Performance and Distributed Computing for Financial Applications
(HPDFA 2010)


As part of
The International Conference on High Performance Computing & Simulation
(HPCS 2010)
In conjunction with
The 6th International Wireless Communications and Mobile Computing Conference (IWCMC 2010)

Extended Full Paper Submission Deadline: February 28, 2010

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

You are invited to submit original and unpublished research works on above and other topics related to high performance distributed computing for financial applications.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.

Paper Submissions: ------------------------------------------- February 28, 2010
Acceptance Notification: ------------------------------------- March 20, 2010
Camera Ready Papers and Registration Due: ----------- April 15, 2010

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
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.

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


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