Please redistribute this call to interested readers. ______________________________________________________________________ 2nd Hiperfit Workshop 2011 Mathematical Finance meets Programming Languages and Systems Call for Participation December 1-2, 2011 Copenhagen, Denmark Information online: http://hiperfit.dk/workshop-12-2011.html _______________________________________________________________________ Hiperfit -------- Today, the financial sector faces daunting computational challenges, involving both an increasing demand for performance and higher transparency requirements. In addition, time-to-market is more and more important for financial applications, both by commercial software developers and in-house. The Hiperfit[1] research center at the University of Copenhagen aims to solve these simultaneous challenges of high transparency, high computational performance and high productivity in an integrated approach of declarative, domain specific and high-level functional programming languages. Hiperfit fosters cooperation between researchers from three different university departments (Computer Science, Mathematics, and Physics), and major industrial partners. Researchers and practicioners contribute cutting edge knowledge from their respective fields to bear on computational and algorithmic problems that transcend their own field of expertise. 2nd Hiperfit workshop, December 1st and 2nd , 2011 -------------------------------------------------- In view of our interdisciplinary spirit, Hiperfit organises biannual workshops to encourage experts' exchange and discussions. Our 2nd workshop, which will take place in Copenhagen on December 1-2, features 10 invited presentations by our academic partners and invited guests, combined with two special talks (DIKU talk and COPLAS talk series). Our eleven speakers are international researchers from the different Hiperfit areas, ranging from modern mathematical finance, via programming language technology and modern approaches to parallel programming, to high-performance systems. Interested researchers and practicioners of all related fields are invited to participate in this exciting event in Copenhagen, to meet and discuss with our international speakers and guests. Organisation and Venue ---------------------- The Hiperfit 2011 workshop will be held at the University of Copenhagen, North Campus, in the HCO building - next to the Department of Com- puter Science (DIKU). A map and travel information can be found on the department web pages: http://www.diku.dk/english/contact/findvej_kopi_kopi/ There will be no published proceedings, the meeting is intended to be an interdisciplinary forum for discussion and networking. For more in- formation, including presentation abstracts and the most recent schedule information, please visit the workshop web pages: http://hiperfit.dk/workshop-12-2011.html Participation is free, but for organisational purposes, a workshop registration is required. To register, please fill out the web form accessible from the workshop pages. Looking forward to seeing you in Copenhagen! Jost Berthold and Fritz Henglein - Hiperfit Research Center Workshop Programme ------------------ Thursday 1st December: * Claudio Albanese, Imperial College/Global Valuation Ltd High Throughput Portfolio Processing on Heterogeneous Boards * Enrico Biffis, Imperial College Collateral Flows, Funding Costs, and Counterparty-Risk- Neutral Swap Rates * Don Syme, Microsoft Research Redmond Strongly-Typed Programming in the Information Rich World * Niels Nygaard, University of Chicago Optimal Discretization of Random Variables and Option Pricing Using F# * Satnam Singh, University of Birmingham Data-parallel GPU/FPGA Programming with Accelerator * Manuel Chakravarty, University of New South Wales Shared Data Structures in Nested Data Parallelism * Mary Sheeran, Chalmers University of Technology (DIKU talk) Domain-Specific Languages: Past, Present and Future Friday 2nd Dec.: * Bob Harper, Carnegie-Mellon University Title TBA * John Reppy, University of Chicago Portable Parallelism in Diderot * Clemens Grelck, University of Amsterdam Declarative Array Programming with Single Assignment C - Language Design and Compiler Technology - * Thomas Neumann, Technical University Munich HyPer-sonic Combined Transaction AND Query Processing * Bob Harper, Carnegie-Mellon University (COPLAS talk) TBA [1] Hiperfit is the research center for Functional High-Performance Financial Information Technology at the University of Copenhagen, funded by the Danish Council for strategic research. In cooperation with CFIR (Copenhagen Finance IT Region), the center joins researchers in mathematical finance, programming languages, and systems, and four major Danish banks (Danske Bank, Nordea, Jyske Bank, Nykredit) and two companies in Financial Software (SimCorp, Lexifi). For more information see http://hiperfit.dk. Apologies if you receive this call more than once.