Workshop 13-HPDFA

International Workshop on High-Performance and Distributed Computing

for Financial Applications

(HPDFA 2012)


As part of

The International Conference on High Performance Computing & Simulation (HPCS 2012) or

July 2 – July 6, 2012

Madrid, Spain

Submission Deadline: March 26, 2012

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



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


You are invited to submit original and unpublished research works on above and other topics related to financial systems and applications using high performance computing.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 7 pages maximum using the two-column IEEE format. Additional pages will be charged an additional fee. Short papers (up to 4 pages), poster papers and posters (please refer to for the submission details) will also be accepted for submission. Please include page numbers on all submissions to make it easier for reviewers to provide helpful comments. Formatting templates and detailed author instructions can be found at the HPCS 2012 web site under Authors.

Submit a PDF copy of your full manuscript to the Workshop paper submission site at …… Acknowledgement will be sent within 48 hours of submission.

Only PDF files will be accepted. Each paper will receive a minimum of three reviews. Papers will be selected based on their originality, relevance, technical clarity and presentation. 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 which will be available at the time of the meeting.

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


Paper Submissions: ------------------------------------- March 26, 2012

Acceptance Notification: --------------------------------- April 09, 2012

Camera Ready Papers and Registration Due: ----------------- April 25, 2012

Conference Dates: ------------------------------------- July 2 – 6, 2012








International Program Committee:

All submitted papers will be reviewed by the workshop technical program committee members following similar criteria used in HPCS. 2012.

  • TBA

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 or contact one of the Conference's organizers.

If you have any questions about the HPCS 2012 conference paper submission, please contact Conference Program Chair: Waleed W. Smari, Voice: +1 (937) 681-0098, Email: