GRID2006
3-4 February 2006
Palermo, Italy
published May 21, 2007
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
R. Mantegna
Conference contributions
Multi-lingual sentiment analysis of financial news streams
K. Ahmad, D. Cheng and Y. Almas
Financial data tombs and nurseries: A grid-based text and ontological analysis
L. Gillam and K. Ahmad
Scalable architectures for responsive auctions
A. Amoroso, D.D. Hughes, T. Micheletti and F. Panzieri
Financial Risk Management Via Multi Model Inference GRID Applications
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.
D. Crespo, J. Gil, A. Gomez and E. Mota
Time Varying Sensitivities on a GRID architecture
M. Ciprian and S. d'Addona
Real-time grid computing for financial applications
S. Cozzini, R. Di Meo and E. Corso
The new EGRID infrastructure
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
L. Dimitriou and A. Zurlo
Grid Based Full Portfolio Revaluation for VaR
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
G. Germano, M. Engel and E. Scalas
Atos Origin
F. Giglio
LCG-RUS: Aggregative Accounting Service Enabling Economic Modelling for Commercial Grid
X. Chen and A. Khan
Internal Grid Comouting Experciences in Financial Companies
P. Poccianti
Grid Services for Derivatives Pricing
J. Schumacher, U. Jaekel and F. Zimmermann
High Frequency Financial Data in Egrid
A. Tedeschi