[Haskell] Call for Participation: 2nd Hiperfit Workshop, December 1-2, 2011, Copenhagen (DK)

Jost Berthold berthold at Mathematik.Uni-Marburg.de
Wed Nov 9 14:52:05 CET 2011

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

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:

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:

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

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.

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