HIPERFIT Final Workshop – Københavns Universitet

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Datalogisk Institut, DIKU > Begivenhedsmappen > Begivenheder 2017 > HIPERFIT Final Workshop

HIPERFIT Final Workshop

At this Technical Workshop, the HIPERFIT project partners present results from six years of research in Fin-Tech and points to best practice for Computation and Finance in the 21st Century. It is connected to the subsequent HIPERFIT Summit on 17 November. You can register for both or for each of the two days.

HIPERFIT Technical Workshop - Full Day Program with lunch

08:30

Registration, coffee and roll

08:55

Welcome (Fritz Henglein, DIKU)

09:00   Partial Evaluation and Formalisation

09:00

Object-oriented partial evaluation and the expression problem/ Alan Mycroft, University of Cambridge)

09:30

Nominal techniques in Coq / Danil Annenkov, DIKU

10:00

Coffee Break

10:30   Finance

10:30

Special FX / Rolf Poulsen, MATH

11:00

Household finance / Maj-Britt Nordfang, MATH, University of Copenhagen

11:30

Modelling stochastic volatility in forward markets (Fred Esben Benth, University of Oslo)

12:00

Lunch

13:00   Blockchain Technology

13:00

Automated execution of financial contracts on blockchain / Omri Ross, DIKU

13:30

Short Coffee Break

13:45   Streaming and Life-Insurance on GPUs

13:45

Streaming data-parallelism / Andrzej Filinski, DIKU

14:15

Stream fusion: from staging to ahead-of-time compilation through Scala Native / Aggelos Biboudis, École Polytechnique Fédérale de Lausanne

14:45

Domain-specific languages and GPGPUs in life insurance and pensions / Peter Sestoft, ITU)

15:15

Coffee Break

15:45   Data-parallel Programming

15:45

Design and implementation of the Futhark programming language / Troels Henriksen, DIKU

16:15

Futhark: Challenges and Future Research Directions / Cosmin Oancea, DIKU

16:45

APL on GPUs--a progress report with a touch of machine learning / Martin Elsman, DIKU

17:15

Closing Remarks / Fritz Henglein, DIKU

17:20

Chat and Snacks


The official registration has closed. If you wish to participate, please write to Anne-Marie Duckert: duckert@di.ku.dk, indicating your name, title and organisation - and whether you wish to partipate in the Workshop 16 Nov. - the Summit 17 Nov. or both events.