Workshop 12-HPDFA

International Workshop on High-Performance and Distributed Computing

for Financial Applications

(HPDFA 2013)

CALL FOR PAPERS

As part of

The International Conference on High Performance Computing & Simulation (HPCS 2013)

http://hpcs2013.cisedu.info or http://cisedu.us/rp/hpcs13

July 1 – July 5, 2013

Helsinki, Finland

Extended Submission Deadline: March 28, 2013

Submissions could be for full papers, short papers, poster papers, or posters

SCOPE AND OBJECTIVES

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

INSTRUCTIONS FOR PAPER SUBMISSIONS

You are invited to submit original and unpublished research works on above and other topics related to financial systems and applications using high performance computing. Submitted papers must not have been published or simultaneously submitted elsewhere. Submission should include a cover page with authors' names, affiliation addresses, fax numbers, phone numbers, and email addresses. Please, indicate clearly the corresponding author and include up to 6 keywords from the above list of topics and an abstract of no more than 400 words. The full manuscript should be at most 8 pages using the two-column IEEE format. Additional pages will be charged additional fee. Short papers (up to 4 pages), poster papers and posters (please refer to http://hpcs2013.cisedu.info/home/posters for the posters submission details) will also be accepted for submission. In case of multiple authors, an indication of which author(s) is responsible for correspondence must be indicated. Please include page numbers on all submissions to make it easier for reviewers to provide helpful comments.

Authors are invited to submit a PDF copy of their manuscript to the workshop using the following link: http://cisedu.us/cis/hpcs/13/users/upload.jsp . In the form you fill out, please indicate that the submission is for HPDFA 2013 in the Notes field of the uploading form. If the submission is for a poster paper or short paper, indicate that as well on the manuscript and in the form's Notes field.

Only PDF files will be accepted, uploaded to the link above. Each paper will receive a minimum of three reviews. Papers will be selected based on their originality, relevance, significance, contributions, technical clarity and presentation. Submission implies the willingness of at least one of the authors to register and present the paper, if accepted. Authors of accepted papers must guarantee that their papers will be registered and presented at the workshop.

Accepted papers will be published in the conference proceedings. Instructions for final manuscript format and requirements will be posted on the HPCS 2013 conference web site. It is our intent to have the proceedings formally published in hard and soft copies and be available at the time of the conference. The proceedings is projected to be included in the IEEE Digital Library and indexed in all major indexing services accordingly.

If you have any questions about paper submission or the workshop, please contact the conference organizers.

IMPORTANT DATES

Paper Submissions: ---------------------------------- March 28, 2013

Acceptance Notification: ------------------------------ April 11, 2013

Camera Ready Papers and Registration Due: -------------- April 25, 2013

Conference Dates: ---------------------------------- July 1 – 5, 2013

For information or questions about Conference's paper submission, tutorials, posters, workshops, special sessions, exhibits, demos, panels and forums organization, doctoral colloquium, and any other information about the conference location, registration, paper formatting, etc., please consult the Conference’s web site at URL: http://hpcs2013.cisedu.info/ or http://cisedu.us/rp/hpcs13 or contact one of the Conference's organizers.