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Host: Center for Research on Parallel Computing and Supercomputers
Homepage: http://pixel.dma.unina.it/EVENTS/HPCFIN_ws.html
Email: hpcfin@matna2.dma.unina.it
Organizers: Almerico Murli, Stavros A. Zenios, Marina Marino, Francesca Perla
Deadline for abstracts: February 28, 1999
Description:
The Conference on HIGH-PERFORMANCE COMPUTING FOR FINANCIAL
PLANNING aims at bringing together market leaders from the
financial services and computing industries with leading scholars
to review recent developments in the interface of financial
planning and high-performance computing. Equal emphasis will be
placed on:
- meaningful and practical models that address real needs of the user community that are currently made feasible with the use of high-performance computing;
- software and networking issues that make the technology easily accessible by the users.
The Conference is the outgrowth of a 3-year project funded by the Directorade General III - Industry of the European Commission under the INCO Program. Project participants will present the results of this project. Papers are also solicited from the in- ternational community of financial institutions and academia with focus on the following topics:
- Monte Carlo simulations for princing complex derivative securities;
- modeling market behaviour using high-frequency data;
- risk management using novel optimization techniques;
- asset and liability management for insurance and pension fund in the global markets;
- novel computational techniques using artificial neural networks, genetic algorithms and parallel computations.
Special attention will be given to papers that are relevant to parallel implementations issues.
Speakers: Richard Olsen, Thierry Van der Pyl, Stavros A. Zenios, William Ziemba
Mail Address:
Marina Marino and Francesca Perla CPS-CNR Via Cintia, Monte S.Angelo 80126 Napoli, ITALY
Date received: January 09, 1999, revised June 10, 2004
© 2008 Atlas Conferences Inc.