HPDFA 2013 - International Workshop on High-Performance and Distributed Computing for Financial Applications (HPDFA 2013)

The 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 of 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