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1st International Workshop on Grid Technology for Financial Modeling and Simulation

GRID2006
3-4 February 2006
Palermo, Italy
Grid technology has been designed to support the solution of some computational and data grand challenges offered by several scientific fields such as the one in physics, astronomy, meteorology, etc. The success of these efforts suggest the Grid computing as a promising path for solving computationally intensive real- time and near real - time financial problems. Although existing applications in the financial industry are still in the start - up stage, the potential of Grid computing seems endless. It is likely that in the next decades financial institutions will increasingly compete on the efficient allocation of computing power by maintaining the current high- security standards. Since the Grid helps dealing with computationally intensive problems with distributed data, this technology is best suited for suppor ting the coming challenges of financial institutions. The Grid in Finance 2006 - Workshop is intended to be an international forum for researchers from academia and industry in the area of Grid - based applications in finance.

Editorial Board
Cozzini Stefano (chairman), d'Addona Stefano, Mantegna Rosario

conference main image
Sessions
Preface
Conference contributions
Preface
Preface
PoS(GRID2006)017 pdf R. Mantegna
Conference contributions
Multi-lingual sentiment analysis of financial news streams
PoS(GRID2006)001 pdf K. Ahmad, D. Cheng and Y. Almas
Financial data tombs and nurseries: A grid-based text and ontological analysis
PoS(GRID2006)002 pdf L. Gillam and K. Ahmad
Scalable architectures for responsive auctions
PoS(GRID2006)003 pdf A. Amoroso, D.D. Hughes, T. Micheletti and F. Panzieri
Financial Risk Management Via Multi Model Inference GRID Applications
PoS(GRID2006)004 pdf C.T. Brownlees, S. Contini, R. Di Meo and V. Sullo
Grid solution for market and counterparty risk calculation. Real life problems from the point of view of the system developer.
PoS(GRID2006)005 pdf D. Crespo, J. Gil, A. Gomez and E. Mota
Time Varying Sensitivities on a GRID architecture
PoS(GRID2006)006 pdf M. Ciprian and S. d'Addona
Real-time grid computing for financial applications
PoS(GRID2006)007 pdf S. Cozzini, R. Di Meo and E. Corso
The new EGRID infrastructure
PoS(GRID2006)008 pdf E. Corso, A. Leto, A. Messina, R. MURRI, R. Di Meo, A. Terpin and S. Cozzini
Financial Services GRiD Virtualization for Increased Business Performance and Lower TCO
PoS(GRID2006)009 pdf L. Dimitriou and A. Zurlo
Grid Based Full Portfolio Revaluation for VaR
PoS(GRID2006)010 pdf G. Fusai, R. Chinelli, D. De Martini, G. Longo, M. Marena, L. Mariano, R. Cappuccio, R. Sgherri, L. Regini, W. Chierici and E. Cocca
City@home: Monte Carlo derivative pricing distributed on networked computers
PoS(GRID2006)011 pdf G. Germano, M. Engel and E. Scalas
Atos Origin
PoS(GRID2006)012 pdf F. Giglio
LCG-RUS: Aggregative Accounting Service Enabling Economic Modelling for Commercial Grid
PoS(GRID2006)013 pdf X. Chen and A. Khan
Internal Grid Comouting Experciences in Financial Companies
PoS(GRID2006)014 pdf P. Poccianti
Grid Services for Derivatives Pricing
PoS(GRID2006)015 pdf J. Schumacher, U. Jaekel and F. Zimmerman
High Frequency Financial Data in Egrid
PoS(GRID2006)016 pdf A. Tedeschi