SC Conference - Activity Details

David Daly  (IBM Research)

Jose Moreira  (IBM Research)

Maria Eleftheriou  (IBM Research)

Kyung Ryu  (IBM Research)

Sunday,  09:00AM - 05:30PM

Room A105

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, and algorithmic trading becomes increasingly popular, there is increased demand for computational power. Recent events in the world economy have demonstrated a great need for better models and tools to perform risk analysis and risk management. Therefore, we are selecting risk management as a focus area for the 2009 workshop.