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ORCIDSC 2009 Workshop on High Performance Computational Finance: Portland, Oregon, USA
- David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu:
Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA. ACM 2009, ISBN 978-1-60558-716-5 - Jorge Nocedal:
Fast and parallel algorithms for pricing American options: keynote. - David Leinweber:
Technology and the great mess of '08: keynote. - Donna N. Dillenberger, Alan J. King, Francis N. Parr:
Requirements for systemic risk management in the financial sector: invited talk. - Timothy J. Williams:
Distributed calculations on fixed-income securities: keynote. - Matthew Dixon, Jike Chong, Kurt Keutzer:
Acceleration of market value-at-risk estimation. - Abhijeet Gaikwad, Ioane Muni Toke
:
GPU based sparse grid technique for solving multidimensional options pricing PDEs. - Xiaolan Joy Zhang, Henrique Andrade, Bugra Gedik, Richard King, John F. Morar, Senthil Nathan, Yoonho Park, Raju Pavuluri, Edward Pring, Randall Schnier, Philippe Selo, Michael Spicer, Volkmar Uhlig, Chitra Venkatramani:
Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware. - Constantine Bekas, Alessandro Curioni, Irina Fedulova:
Low cost high performance uncertainty quantification. - Mukul Majmudar, Ciprian Docan, Manish Parashar, Christopher Marty:
Cost vs. performance of VaR on accelerator platforms.
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