HPDFA 2014 - International Workshop on High-Performance and Distributed Computing for Financial Applications (HPDFA 2014)

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 HPDFA Workshop topics include (but are not limited to) the following:
Real-time Computing
Stream-processing for Trading Systems
Market Microstructure
Data Analytics for Financial Applications
Business Intelligence Analytics
Stochastic Control
Parallel Computing for Financial Models
Financial Libraries
Genetic and Computational Algorithms for Finance
Very-large Datasets, Data-mining
High-frequency Trading
Pricing
Financial Forecasting
Replay Algorithms
Neural Networks
Risk Management Systems
Tools and Toolchains