HIPERFIT Monthly Seminar in March
This month, the seminar is dedicated to our additional SME funding, see this news page on hiperfit.dk.
HIPERFIT's funding agency, the Danish Council for Strategic Research (DSF), provides additional funds to existing big research projects, with the goal to expand ongoing research to small and medium enterprises (SMEs).
The focus of the cooperation with HIPERFIT is parallel quantitative analysis of financial instruments, especially pricing and risk analysis. In particular, we want to accelerate such computations through using highly-parallel graphics processing units (GPGPUs).
Knowledge and software within financial computation will be contributed by SMEs -- cooperation focuses on parallelisation, and to a lesser extent on the mathematical methods used.
In the seminar, Prof. Rolf Poulsen will introduce the topic in more detail, and present and discuss suggested SME-collabration projects we received in response to the call.
Pricing Danish mortgage bonds in scenario trees in a parallel cloud environment using functional programming in Dyalog APL
Post-crisis yield curve estimation and risk management using parallel architectures
Interested parties and HIPERFIT partners are especially welcome.