High Performance Computing Technologies in Finances
15 Jul 2013 - 16 Jul 2013

http://www.acrc.a-star.edu.sg/ http://www.ntu.edu.sg/Pages/home.aspx

High Performance Computing Technologies in Finance

15-16 July 2013
Genexis Theatre, Connexis TowerFusionopolis, Singapore


Platinum Sponsor
IBM Intel Cray
YarcData

Gold Sponsor
Maxeler HP

Silver Sponsor
SGI Fujitsu

Special Sponsor
SGI

Invitation

You are cordially invited to attend the High Performance Computing Technologies in Finance Symposium.

The finance industry requires in-depth computational modelling of market conditions, pricing models, risk models, and contingencies. To compete internationally, banks and investment companies must perform frequent analysis of current conditions in order to accurately assess risk and benefit of different investment, strategies as well as loan and investment instrument pricing strategies that maximise profitability while minimising risk of loss. Traditionally, these tasks are performed through nightly long-running analysis applications. However, this nightly analysis cannot respond to the rapidly changing conditions during market operation. To meet live run-time analysis goals, these analytical techniques require orders of magnitude acceleration to ensure that analysis that takes many hours on CPU-based systems can be performed in minutes, seconds or less.

This symposium serves to demonstrate how technologies originating in High Performance Computing are being absorbed in daily practice in the financial industry. Examples include use of massive scale parallelism, Field Programmable Gate Arrays (FPGA) and Graphic Processing Units (GPU) accelerators to speed-up numerical processing, use of extreme multi threading to tackle semantic and graph theoretic based problems - such as cyber security of computer networks, or big data and parallel file systems with parallel I/O to move large volumes of data as fast as available technology allows.

We demonstrate current HPC technologies applicable and beneficial to computational finance and seek financial industry collaboration to work on urgent and timely problems in quickly and accurately performing financial analysis and big data processing.

The intended audience will consist of members of the broader Financial Services community:
practitioners operating in the capital markets, policy, risk & surveillance, banking and insurance, and the Finance, IT technical staff, CTOs, CIOs, quants; as well as researchers working on financial modelling or HPC applications in less traditional areas, and MBA and graduate students.

 


High Performance Computing Technologies in Finance

15-16 July 2013
Genexis Theatre, Connexis TowerFusionopolis, Singapore

Programme

Day one (15 July)
08:30 - 09:00 Registration
09:00 - 09:05 Welcome address: Dr Marek T. Michalewicz , Dr Kyle Rupnow
09:05 – 09:20 Welcome Speech by Guest of Honour:
Mr Leong Sing Chiong
Executive Director
Financial Centre Development Department
Monetary Authority of Singapore
09:20 - 10:05 Keynote 1:Prof Mark Salmon, Cambridge University & Imperial College of London
Title: The Critical Role of Modelling Trading Intensity in Algorithmic Trading
10:05 – 10:45 Hideyuki Torii, Managing Director, Numerical Technologies
Title: Computational Finance, Portfolio Management, and HPC
10:45 – 11:00
Tea break
11:00 – 11:30 Stephen Weston, Chief Development Officer, Maxeler

Title: Transforming uncertainty into strategy using hardware.

11:30 – 12:00 Dr Eng Lim Goh, SVP & Chief Technology Officer, SGI
Title: HPC, Big Data & Analytics in Finance
12:00 – 12:30 Kim Ong, Business Development Director, Triaset Pte Ltd

Title: Accelerating Market Risk

12:30 – 13:30
Lunch
Parallel Tracks : Hands-on Practical Workshops
Practical Workshop 1
Practical Workshop 2
13:30 – 18:00 Maxeler Workshop by James Spooner, VP of Acceleration & Trading Solutions
Accelerating Results Using Dataflow Computing
IBM Workshop by Gabriel Sallah, IBM Platform Computing GMU Architect for Financial Services
Deployment scenarios of Symphony for Parallel computing in Finance
Day two (16 July)
09:00 - 09:45 Keynote 2: Kiran Narsu, Global Head of Financial Services , YarcData
Title: Augment Your Analytics Ecosystem Through Scalable Graph Analytics
09:45 – 10:30 R. Ravichandran, Director of Enterprise Solutions Sales APAC, Intel

Title: Driving Industrial Innovation on the Path to Exascale

10:30 – 11:00
Tea break
11:00 – 11:30 Dr Oliver Chen, Deputy Director of Education and Industry Outreach, NUS Risk Management Institute

Title: GPUs for Computational Finance: Credit Risk Applications

11:30 – 12:00 Gabriel Sallah , IBM Platform Computing GMU Architect for Financial Services
Title: HPC in Finance - 10 years and counting , Past, Present and Tomorrow
12:00 – 12:30 David Thomas, Imperial College, London
Title: Beyond HFT: FPGAs for analytics
12:30 – 13:30
Lunch
Parallel Tracks : Hands-on Practical Workshops
Practical Workshop 1
Practical Workshop 2
13:30 – 18:00 YarcData Workshop by Steve Reinhardt, Senior Solutions Architect
Applying Graph theoretic approaches to analytics
Intel Workshop by Mukesh Gangadhar ,Intel Software Solutions Group
Experience the Intel Xeon Phi Coprocessor- hands on lab


No of Participants: 98

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