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 Tower, Fusionopolis, 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 - 10:05Keynote 1: Prof Mark Salmon, Cambridge University & Imperial College of London
Title: The Critical Role of Modelling Trading Intensity in Algorithmic Trading
10:05 – 10:45Hideyuki Torii, Managing Director, Numerical Technologies
Title: Computational Finance, Portfolio Management, and HPC
10:45 – 11:00
Tea break
11:00 – 11:30Stephen Weston, Chief Development Officer, Maxeler

Title: Transforming uncertainty into strategy using hardware.

11:30 – 12:00Dr Eng Lim Goh, SVP & Chief Technology Officer, SGI
Title: HPC, Big Data & Analytics in Finance
12:00 – 12:30Kim 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 – 18:00Maxeler 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 - 09:45Keynote 2: Kiran Narsu, Global Head of Financial Services , YarcData
Title: Augment Your Analytics Ecosystem Through Scalable Graph Analytics
09:45 – 10:30R. 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 – 11:30Dr Oliver Chen, Deputy Director of Education and Industry Outreach, NUS Risk Management Institute

Title: GPUs for Computational Finance: Credit Risk Applications

11:30 – 12:00Gabriel Sallah , IBM Platform Computing GMU Architect for Financial Services
Title: HPC in Finance - 10 years and counting , Past, Present and Tomorrow
12:00 – 12:30David 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