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WHPCF@SC 2011: Seattle, WA, USA

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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

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Elaine Kant:
Domain specific languages and the acceleration of computational finance. 1-2
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Charles H. Finan:
Exascale computing challenges and their application to a production datacenter. 3-4

Papers session 1

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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
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  - conf/sc/MencerVSGC11
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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

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David A. Padua:
Autotuning for high performance computing. 19-20
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Herman Lam, Gregg Cooke:
FinRC: challenges and opportunities for high-performance reconfigurable computing (HPRC) in computational finance. 21-22

Papers session 2

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  - conf/sc/BethelLRW11
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E. Wes Bethel, David Leinweber, Oliver Rübel, Kesheng Wu:
Federal market information technology in the post flash crash era: roles for supercomputing. 23-30
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Heiner Litz, Christian Leber, Benjamin Geib:
DSL programmable engine for high frequency trading acceleration. 31-38
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Eduardo Javier Huerta Yero, Fabiano de Oliveira Lucchese:
Practical experiences on the gridification of financial applications. 39-46

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