ACCEPTED PAPERS
The First International Workshop on
Parallel and Distributed Computing in Finance (Computational Finance)
Friday, April 18, 2008, Miami, FL, USA

 
in conjunction with
 

22nd IEEE International Parallel and Distributed Processing Symposium - IPDPS 2008
April 14-18,2008, Miami, FL, USA


  • Bogdan Werth and Scott Moss, Intrusion of Agent-Based Social Simulation in Economic Theory: Will Heterogeneous Agent Bring More Clarity in the Context of IT-Outsourcing?
  • Vladimir Surkov, Parallel Option Pricing with Fourier Space Time-stepping Method on Graphics Processing Units
  • Douglas Lyon, Multi-threaded Data Mining of Edgar CIKs (Central Index Keys) from Ticker Symbols
  • Stephane Vialle and Constantinos Makassikis and Xavier Warin, Large Scale Distribution of Stochastic Control Algorithms for Financial Applications
  • Amanda Peters and Alan King and Tom Budnik and Paul Michaud and Pat McCarthy and Mike Mundy and Jim Sexton and Greg Stewart, Asynchronous Task Dispatch for High Throughput Computing for the eServer IBM Blue Gene Supercomputer
  • Yu Cai and Howard Qi, Parallel Numerical Simulation of Strategic Bankruptcy
  • Giray Okten and Mathew Willyard, Parameterization based on randomized quasi-Monte Carlo methods
  • Marina Marena and Daniele Marazzina and Gianluca Fusai, Option Pricing, Maturity Randomization and Grid Computing
  • Latha Shanker and Narayanaswamy Balakrishnan, Do price limits inhibit futures prices?
  • Stefania Corsaro and Pasquale Luigi De Angelis and Zelda Marino and Francesca Perla and Paolo Zanetti, Financial Evaluation of Participating Life Insurance Policies in Distributed Environments
  • Rene Brunner and Felix Freitag and Leandro Navarro, Towards the Development of a Decentralized Market Information System: Requirements and Architecture