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Re: Call for Participation HPDFA2010: high-performance computing and financial applications
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Date: -- (:)
From: Gaetan Hains <gaetan.hains@g...>
Subject: Re: Call for Participation HPDFA2010: high-performance computing and financial applications
-- apologies for any double posting.


You are invited to participate in the first
>
> *international workshop on high-performance computing and financial
> applications HPDFA2010, Wen June 30th in Caen.*
>
> part of HPCS<http://cisedu.us/cis/hpcs/10/main/storageDocs.jsp?doc=/docs/hpcs/10/docs/registrationInformation.html>the International Conference on High-Performance Computing and Simulation to
> be held in Caen (France) June 28- July 2nd.
>
> HPDFA itself is the first afternoon session on Wed June 30th.
> Registration details are given on the HPCS registration page<http://cisedu.us/cis/hpcs/10/main/storageDocs.jsp?doc=/docs/hpcs/10/docs/registrationInformation.html>.
>
> The workshop's programme is listed below and the complete HPCS conference's
> programme can be found on the conference web site<http://cisedu.us/cis/hpcs/10/main/callForPapers.jsp>.
>
>
>
> With best regards,
>
> Gaétan Hains and Jean-Guillaume Grebet
> LACL Université Paris-Est & EXQIM SAS Paris
> gaetan.hains@u-pec.fr, jean-guillaume.grebet@exqim.com
>
> --- HPDFA Programme
> WORKSHOP ON HIGH PERFORMANCE AND DISTRIBUTED COMPUTING
> FOR FINANCIAL APPLICATIONS (HPDFA 2010)
> Organizers: Gaétan Hains, Université de Paris-Est, Paris, France
> Jean-Guillaume Grebet, EXQIM S.A.S., Paris, France
> HPDFA 2010 Technical Program Committee:
> 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
>
> WORKSHOP ON HIGH-PERFORMANCE AND DISTRIBUTED
> COMPUTING FOR FINANCIAL APPLICATIONS (HPDFA 2010)
> Wednesday, June 30, 1:30 p.m. - 3:35 p.m.
> Workshop Chairs: Gaétan Hains and Jean-Guillaume Grebet
> (LACL, Université de Paris-Est; EXQIM S.A.S., Paris, France)
> Location: Beau Souci B
>
> 1. Parallel Implementation of a Quantization Algorithm for Princing
> American Style Options on GPGPU
> Gilles Pagès and Benedikt Wilbertz
> (Univ. Pierre & Marie Curie (P6), Paris, France)
>
> 2. Parallel Computing and Algorithmic Trading (Invited)
> Tuan Nguyen
> (Arbitragis Trading, Boulogne-Billancourt, France)
>
> 3. Interacting Path Systems for Credit Risk (Invited)
> Frédéric Patras
> (CNRS, Université de Nice - Sophia Antipolis, France)
>
> 4. Performance Comparison of OpenMP and MPI Implementations of a Parallel
> Financial Simulator on Shared
> Memory Multiprocessors
> Ahmed Ibrahim
> (Tanta University, Tanta, Egypt)
>
> 5. Workshop Panel
> Gaétan Hains and Jean-Guillaume Grebet
> (LACL, Université de Paris-Est; EXQIM S.A.S., Paris, France).
>
>
>