High-Performance Computing in Finance: Problems, Methods, and Solutions

About

Michael Dempster is Professor Emeritus Centre for Financial Research University of Cambridge. He has held research and teaching appointments at leading universities globally and is founding Editor-in-Chief of Quantitative Finance. His numerous papers and books have won several awards and he is Honorary Fellow of the IFoA Member of the Academia dei Lincei and Managing Director of Cambridge Systems Associates.Juho Kanniainen is Professor of Financial Engineering at Tampere University of Technology Finland. He has served as Coordinator of two international EU-programmes HPC in Finance (www.hpcfinance.eu) and Big Data in Finance (www.bigdatafinance.eu). His research is broadly in quantitative finance focusing on computationally expensive problems and data-driven approaches. John Keane is Professor of Data Engineering in the School of Computer Science at the University of Manchester UK. As part of the UK Governments Foresight Project The Future of Computer Trading in Financial Markets he co-authored a commissioned economic impact assessment review. He has been involved in both the EU HPC in Finance and Big Data in Finance programmes. His wider research interests are data and decision analytics and related performance aspects. Erik Vynckier is board member of Foresters Friendly Society partner of InsurTech Venture Partners and Chief Investment Officer of Eli Global following a career in banking insurance asset management and petrochemical industry. He co-founded EU initiatives on high performance computing and big data in finance. Erik graduated as MBA at London Business School and as chemical engineer at Universiteit Gent.