HIPERFIT Fall Activities
A series of activities are happening in the HIPERFIT research center in the fall. Since the PhD Workshop in August, HIPERFIT researchers have worked together with the involved partners on topics such as contract modeling, household finance, GPGPU execution of model calibration code, and scalable portfolio analysis.
In September, HIPERFIT researchers were presenting two strands of work on the 2nd ACM SIGPLAN Workshop on Functional High-Performance Computing, held in Boston, USA. The first paper, authored by Troels Henriksen and Cosmin E. Oancea, introduced a fusion technique for avoiding unnecessary storage of intermediate results in array languages. The second paper, authored by Frederik M. Madsen and Andrzej Filinski, introduced a streaming model for nested parallelism, which allows for splitting up the processing of streams of data in a way that allows for high utilization of parallelism. Another paper, authored by Martin Elsman and Anders Schack-Nielsen (SimCorp), has been accepted for publication, in January 2014, at the International Symposium on Practical Aspects of Declarative Languages (PADL’14). This papers introduces the concept of Typelets - A Rule-Based Evaluation Model for Dynamic, Statically Typed User Interfaces. The papers are available from the HIPERFIT Publication page.
In December, HIPERFIT researchers and students will be going on a retreat where they will work together on a series of topics, including credit value adjustments, household finance, fusion for streaming, and a backend for the HIPERFIT L language.
As a final note, we would like to point you to the event on using “F# in Finance”, which is held on November 25, 2013 and December 11, 2013 in London and New York, respectively. Please consult the web-site http://www.fsharpinfinance.com for more information about the events, which demonstrate the effective use of functional programming in the finance industry.