From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: X-Original-To: caml-list@yquem.inria.fr Delivered-To: caml-list@yquem.inria.fr Received: from mail4-relais-sop.national.inria.fr (mail4-relais-sop.national.inria.fr [192.134.164.105]) by yquem.inria.fr (Postfix) with ESMTP id C2304BC57 for ; Fri, 11 Jun 2010 19:43:03 +0200 (CEST) X-IronPort-Anti-Spam-Filtered: true X-IronPort-Anti-Spam-Result: AucBAIMSEkxKfVM2kGdsb2JhbACDHptXCBUBAQEBCQkMBxEDH68IOQqBeYUsLohPAQEDBYQkbwSNRIJP X-IronPort-AV: E=Sophos;i="4.53,404,1272837600"; d="scan'208";a="64424152" Received: from mail-gw0-f54.google.com ([74.125.83.54]) by mail4-smtp-sop.national.inria.fr with ESMTP; 11 Jun 2010 19:43:01 +0200 Received: by mail-gw0-f54.google.com with SMTP id 20so1281938gwj.27 for ; Fri, 11 Jun 2010 10:43:01 -0700 (PDT) DKIM-Signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:received:reply-to :in-reply-to:references:date:message-id:subject:from:to:cc :content-type; bh=ZcGXhhNKpsSGgxUP+F8wusObEfzVOmDeiDAkXP9V2VI=; b=icK7bB7QNAAJ5AMvUlkAHOAm0a8gaG5DQXZesi0DihUIgHd+pYG/ixK4kfATEQBd66 dl5mOX/OFumhO7gS3HnUd5YDqwJLBBs9epgYec/1LDVtyS27Gpz3GZhxA2CGQGVfUTpO Uuk4rddn1ufgsY3qC+2kF5rG3RUddwMWGZdpo= DomainKey-Signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:reply-to:in-reply-to:references:date:message-id :subject:from:to:cc:content-type; b=QTBHOUqNGkG1RJhz3iPPPKq7oAqRp5HY9oUAU5M6T5Tm3w+osj8HQ/mnYF2fryKhIS QKSx5Z6TMS0KKAidHPisaaYR65PQVB3a7v9sMYN0r53DySx9CJfSMZv+jlN7df6P2sL3 0tzMmdYIz13WVFFvMQzLSTXZpcExksEszamTs= MIME-Version: 1.0 Received: by 10.239.189.136 with SMTP id t8mr123967hbh.89.1276278179528; Fri, 11 Jun 2010 10:42:59 -0700 (PDT) Received: by 10.239.141.72 with HTTP; Fri, 11 Jun 2010 10:42:58 -0700 (PDT) Reply-To: gaetan.hains@gmail.com In-Reply-To: References: Date: Fri, 11 Jun 2010 19:42:58 +0200 Message-ID: Subject: Re: Call for Participation HPDFA2010: high-performance computing and financial applications From: Gaetan Hains To: Membres Labo LACL , "stephane.buttigieg" , asr-forum , caml-list , Skeletons Mailing List , bspall , aliyazici , Damien Lamberton , agomes , "ajith.abraham" , "bruno.codenotti" , jose , wrb , Bamha Mostafa , =?UTF-8?B?RnLDqWTDqXJpYyBHYXZh?= , =?UTF-8?B?RnLDqWTDqXJpYyBMb3VsZXJndWU=?= , =?UTF-8?Q?Huy=C3=AAn_Pham?= , Jean Guillaume Grebet , Patrice Poncet , Peter Tankov , arcot , baroni , declerck , charlety , gaspar , fulop , lescourret , li , longin , martel , naranjo , poncet , rportait , roncoroni , roncoroni , stefanescu , xup , cjyang , phng , "computational.science" Cc: =?UTF-8?Q?Aur=C3=A9lien_Gonnay?= , Chong Li , Fabien Guilbaud , =?UTF-8?B?RnLDqWTDqXJpYyBTdGV2YW50?= , =?UTF-8?B?R2HDqXRhbiBIYWlucyAoRVhRSU0p?= , =?UTF-8?Q?Gr=C3=A9gory_Quinio?= , Guillaume Yziquel , Hortense Malmezat , Ivan Budnyk , Jacques Lucas , Moez Hammami , Mohamad Al Hajj Hassan , Mohamed Akhchoun , =?UTF-8?Q?Paul_Le_Corguill=C3=A9?= , Philippe de Gouville , Thomas Dubreuil Content-Type: multipart/alternative; boundary=001485f450748681860488c4ab8b X-Spam: no; 0.00; gaetan:01 hains:01 gaetan:01 hains:01 lacl:01 mostafa:01 bamha:01 gava:01 lacl:01 loulergue:01 diderot:01 antipolis:01 openmp:01 mostafa:01 bamha:01 X-Attachments: cset="UTF-8" cset="UTF-8" --001485f450748681860488c4ab8b Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: quoted-printable -- apologies for any double posting. You are invited to participate in the first > > *international workshop on high-performance computing and financial > applications HPDFA2010, Wen June 30th in Caen.* > > part of HPCSthe International Conference on= High-Performance Computing and Simulation to > be held in Caen (France) June 28- July 2nd. > > HPDFA itself is the first afternoon session on Wed June 30th. > Registration details are given on the HPCS registration page. > > The workshop's programme is listed below and the complete HPCS conference= 's > programme can be found on the conference web site. > > > > With best regards, > > Ga=C3=A9tan Hains and Jean-Guillaume Grebet > LACL Universit=C3=A9 Paris-Est & EXQIM SAS Paris > gaetan.hains@u-pec.fr, jean-guillaume.grebet@exqim.com > > --- HPDFA Programme > WORKSHOP ON HIGH PERFORMANCE AND DISTRIBUTED COMPUTING > FOR FINANCIAL APPLICATIONS (HPDFA 2010) > Organizers: Ga=C3=A9tan Hains, Universit=C3=A9 de Paris-Est, Paris, Franc= e > Jean-Guillaume Grebet, EXQIM S.A.S., Paris, France > HPDFA 2010 Technical Program Committee: > Ajith Abraham, Norwegian University of Science and Technology, Norway > Mostafa Bamha, Universit=C3=A9 d'Orl=C3=A9ans, France > William R. Buckley, California Evolution Institute, USA > Bruno Codenotti, Institute for Informatics and Telematics - NRC, Italy > Fr=C3=A9d=C3=A9ric Gava, Universit=C3=A9 de Paris-Est, France > Abel Gomes, University of Beira Interior, Portugal > Jean-Guillaume Grebet, EXQIM S.A.S., France > Ga=C3=A9tan Hains, LACL, Universit=C3=A9 de Paris-Est, France > Fr=C3=A9d=C3=A9ric Loulergue, Universit=C3=A9 d'Orl=C3=A9ans, France > Jose Pazos-Arias, University of Vigo, Spain > Huy=C3=AAn Pham, Universit=C3=A9 Denis Diderot, Paris, France > Patrice Poncet, ESSEC, Cergy, France > Peter Tankov, Ecole Polytechnique, Palaiseau, France > > WORKSHOP ON HIGH-PERFORMANCE AND DISTRIBUTED > COMPUTING FOR FINANCIAL APPLICATIONS (HPDFA 2010) > Wednesday, June 30, 1:30 p.m. - 3:35 p.m. > Workshop Chairs: Ga=C3=A9tan Hains and Jean-Guillaume Grebet > (LACL, Universit=C3=A9 de Paris-Est; EXQIM S.A.S., Paris, France) > Location: Beau Souci B > > 1. Parallel Implementation of a Quantization Algorithm for Princing > American Style Options on GPGPU > Gilles Pag=C3=A8s and Benedikt Wilbertz > (Univ. Pierre & Marie Curie (P6), Paris, France) > > 2. Parallel Computing and Algorithmic Trading (Invited) > Tuan Nguyen > (Arbitragis Trading, Boulogne-Billancourt, France) > > 3. Interacting Path Systems for Credit Risk (Invited) > Fr=C3=A9d=C3=A9ric Patras > (CNRS, Universit=C3=A9 de Nice - Sophia Antipolis, France) > > 4. Performance Comparison of OpenMP and MPI Implementations of a Parallel > Financial Simulator on Shared > Memory Multiprocessors > Ahmed Ibrahim > (Tanta University, Tanta, Egypt) > > 5. Workshop Panel > Ga=C3=A9tan Hains and Jean-Guillaume Grebet > (LACL, Universit=C3=A9 de Paris-Est; EXQIM S.A.S., Paris, France). > > > --001485f450748681860488c4ab8b Content-Type: text/html; charset=UTF-8 Content-Transfer-Encoding: quoted-printable -- apologies for any double posting.

You are invited = to participate in the first

international workshop on high-performance computing and financial a= pplications HPDFA2010, Wen June 30th in Caen.

part of HPCS the International= Conference on High-Performance Computing and Simulation to be held in Caen= (France) June 28- July 2nd.

HPDFA itself is the first afternoon session on Wed June 30th.
Regis= tration details are given on the HPCS registration page.
The workshop's programme is listed below and the complete HPCS conferen= ce's programme can be found on the conference web site.=C2= =A0


With best regards,

Ga=C3=A9tan Hains and Jean-Guillaume GrebetLACL Universit=C3=A9 Paris-Est & EXQIM SAS Paris
gaetan.hains@u-pec.fr, jean-guillau= me.grebet@exqim.com

--- HPDFA Programme
WORKSHOP ON HIGH PERFORMANCE AND DISTRIBUTED CO= MPUTING
FOR FINANCIAL APPLICATIONS (HPDFA 2010)
Organizers: Ga=C3=A9t= an Hains, Universit=C3=A9 de Paris-Est, Paris, France
Jean-Guillaume Gre= bet, EXQIM S.A.S., Paris, France
HPDFA 2010 Technical Program Committee:
Ajith Abraham, Norwegian Univers= ity of Science and Technology, Norway
Mostafa Bamha, Universit=C3=A9 d&#= 39;Orl=C3=A9ans, France
William R. Buckley, California Evolution Institu= te, USA
Bruno Codenotti, Institute for Informatics and Telematics - NRC, Italy
F= r=C3=A9d=C3=A9ric Gava, Universit=C3=A9 de Paris-Est, France
Abel Gomes,= University of Beira Interior, Portugal
Jean-Guillaume Grebet, EXQIM S.A= .S., France
Ga=C3=A9tan Hains, LACL, Universit=C3=A9 de Paris-Est, France
Fr=C3=A9d= =C3=A9ric Loulergue, Universit=C3=A9 d'Orl=C3=A9ans, France
Jose Paz= os-Arias, University of Vigo, Spain
Huy=C3=AAn Pham, Universit=C3=A9 Den= is Diderot, Paris, France
Patrice Poncet, ESSEC, Cergy, France
Peter Tankov, Ecole Polytechnique, Palaiseau, France

WORKSHOP ON HIG= H-PERFORMANCE AND DISTRIBUTED
COMPUTING FOR FINANCIAL APPLICATIONS (HPDF= A 2010)
Wednesday, June 30, 1:30 p.m. - 3:35 p.m.
Workshop Chairs: Ga= =C3=A9tan Hains and Jean-Guillaume Grebet
(LACL, Universit=C3=A9 de Paris-Est; EXQIM S.A.S., Paris, France)
Locati= on: Beau Souci B

1. Parallel Implementation of a Quantization Algori= thm for Princing American Style Options on GPGPU
Gilles Pag=C3=A8s and B= enedikt Wilbertz
(Univ. Pierre & Marie Curie (P6), Paris, France)

2. Parallel Com= puting and Algorithmic Trading (Invited)
Tuan Nguyen
(Arbitragis Trad= ing, Boulogne-Billancourt, France)

3. Interacting Path Systems for C= redit Risk (Invited)
Fr=C3=A9d=C3=A9ric Patras
(CNRS, Universit=C3=A9 de Nice - Sophia Antipo= lis, France)

4. Performance Comparison of OpenMP and MPI Implementat= ions of a Parallel Financial Simulator on Shared
Memory Multiprocessors<= br>Ahmed Ibrahim
(Tanta University, Tanta, Egypt)

5. Workshop Panel
Ga=C3=A9tan Ha= ins and Jean-Guillaume Grebet
(LACL, Universit=C3=A9 de Paris-Est; EXQIM= S.A.S., Paris, France).



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