SCHEDULE: NOV 12-18, 2011

When viewing the Technical Program schedule, on the far righthand side is a column labeled "PLANNER." Use this planner to build your own schedule. Once you select an event and want to add it to your personal schedule, just click on the calendar icon of your choice (outlook calendar, ical calendar or google calendar) and that event will be stored there. As you select events in this manner, you will have your own schedule to guide you through the week.

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Harnessing the power of GPUs for Numerical Problems in Finance/Oil&Gas

SESSION: Harnessing the power of GPUs for Numerical Problems in Finance/Oil&Gas

EVENT TYPE: Birds of a Feather

TIME: 5:30PM - 7:00PM

SESSION LEADER(S):Donal O'Mahony

ROOM:TCC 304

ABSTRACT:
Targeted at people working on numerical problems in the domains of computational finance and Oil & Gas who are interested in harnessing the power of GPU technology in solving problems involving techniques such as Monte-Carlo simulation. Intended to serve as a discussion forum centring on possible hardware choices, code speedups that are achievable and choices of programming environment. A number of professionals who already have experience in this area have already been approached and will contribute with short presentations, followed by an open-forum which we hope will attract discussion by analysts who will extract the results from these calculations and technology providers that provide facilities to analyst groups.

Session Leader Details:

Donal O'Mahony (Primary Session Leader) - University of Dublin, Trinity College, Dublin, Ireland

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