April Seminar and Workshop in Chicago
The Easter period is approaching with rapid strides now, it is time for a quick update on HIPERFIT and upcoming activities.
Our next seminar will be held on Tuesday, April 24, 3pm, in the usual room Mødelokale A/B at DIKU, Universitetsparken
- We are looking forward to the following two talks:
Martin Rehr will give us an introduction to MiG, a Grid middleware which can give HIPERFIT researchers access to high-performance hardware and shared storage, and includes virtual groups and collaboration software. Martin works on GPU parallelisations in Brian Vinter’s High-Performance Systems (HPS) group in HIPERFIT, and holds a PhD in Computer Science from 2010 awarded for his extensions to MiG.
In the other talk, David Christiansen will introduce us to a domain-specific language for computations in the life and pension business, developed in the context of project Actulus. Actulus is a research project in actuarial mathematics, involving Mogens Steffensen from IMF who is also leading the mathematical finance research in HIPERFIT.
Right before the seminar, from April 20 to April 22, several HIPERFIT researchers will attend the 3rd HIPERFIT workshop, “Functional Programming in Quantitative Finance”, in Chicago. This 3rd HIPERFIT workshop is organised in cooperation with the Stevanowich Center for Financial Mathematics.
We are looking forward to presenting our vision of domain-specific support for financial computation to international industry representatives.
At the seminar on April 24, there will be opportunities to hear about the event in retrospect in an informal setting.
Best regards from HIPERFIT