2nd HIPERFIT Workshop

Mathematical Finance meets Programming Languages and Systems

2nd HIPERFIT Workshop: December 1st and 2nd

Hiperfit joins researchers from the departments of 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. In view of our interdisciplinary spirit, HIPERFIT organises biannual workshops to encourage experts’ exchange and discussions.

In our 2nd workshop, which will take place in Copenhagen on December 1-2, we have invited members of our advisory board and other guests, gathering 10 invited presentations and two special talks (DIKU talk and COPLAS talk series). Our speakers are international researchers from the different HIPERFIT areas, ranging from from modern mathematical finance, via programming language technology and modern approaches to parallel programming, to high-performance systems.

The workshop is open to public, 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. Download the call for participation as pdf / as text.

There will be no published proceedings, the meeting is intended to be an interdisciplinary forum for discussion and networking. Participation is free of charge, but for organisational purposes, a workshop registration is required. Workshop registration online is closed now.

Thursday, December 1st: HCØ, Auditorium 3

• 08:30: Arrival and Registration

• 08:50: Welcome address from HIPERFIT, Introduction. Fritz Henglein, DIKU, HIPERFIT Center Director.

• 09:00: High Throughput Portfolio Processing on Heterogeneous Boards. Claudio Albanese, King’s College/Global Valuation Ltd.

• 09:45: Collateral flows, funding costs, and counterparty-risk-neutral swap rates. Enrico Biffis, Imperial College.

• 10:30: Coffee break

• 11:00: Strongly-Typed Programming in the Information Rich World. Don Syme, Microsoft Research.

• 11:45: Optimal Discretization of Random Variables and Option Pricing using F#. Niels Nygaard, University of Chicago.

• 12:30: Lunch break

• 13:15: Data-parallel GPU/FPGA Programming with Accelerator. Satnam Singh.

• 14:00: Shared data structures in nested data parallelism. Manuel Chakravarty, University of New South Wales.

• 14:45: Coffee Break

• 15:00: Domain-specific languages: Past, present, and future. Mary Sheeran, Chalmers University of Technology. DIKU Talk, DIKU, Lille UP1.

• 16:30: Reception, concluding the DIKU talk

Friday, December 2nd: HCØ, Auditorium 2

• 09:00: On Teaching Parallelism in Introductory CS Courses at CMU. Robert Harper, Carnegie Mellon University.

• 09:45: Portable Parallelism in Diderot. John Reppy, University of Chicago.

• 10:30: Coffee break

• 11:00: Declarative Array Processing in Single-Assignment C. Clemens Grelck, University of Amsterdam.

• 11:45: HyPer-sonic Combined Transaction AND Query Processing. Thomas Neumann, Technical University of Munich.

• 12:30: Lunch and Farewell

• 13:15: Canonicity for Two-Dimensional Type Theory. Robert Harper, Carnegie Mellon University. COPLAS Talk, DIKU, Lille UP1.

The collection of abstracts can be downloaded as a PDF file.

The 2nd Hiperfit 2011 workshop will be held at the University of Copenhagen, North Campus, in the HCØ building - next to the Department of Computer Science (DIKU). Please follow the signs saying “2nd HIPERFIT Workshop” when approaching the DIKU building.

This HIPERFIT workshop is organised by DIKU in cooperation with Copenhagen Finance IT Region (CFIR).