Heidelberg University

Visualization and
Numerical Geometry Group

 

GPGPU Workshop - Frankfurt, March 25, 2010

HGS MathComp Workshop to be held at

Research & Advisory, Deutsche Börse Systems AG

Neue Börsenstraße 1, 60487 Frankfurt / Main
Room: Cube 444


AGENDA

14:15 h   Arrival, Welcome Speech, Agenda, R&A, Individual Introductions, T. Krebs (10 min)
14:25 h   Presentation DBS: Overview DBAG, DBS, M. Feldhoffer (15 min)
14:45 h   Presentations: IWR, HGS MAthComp
  • IWR, Visualization and Numerical Geometry, S. Krömker (5 min)
  • IWR, Heidelberg Graduate School MathComp, M. Winckler (5 min)
  • GPU Programming with CUDA, D. Jungblut (20 - 25 min)
  • Parallel Volume Rendering Implementation on Graphics Cards using CUDA, J. Fangerau (15 - 20 min)
15:40 h   Break
15:50 h   Presentations: IWR, HGS MAthComp (continued)
  • An Introduction to Particle Filter and their Parallelization on GPUs, J. Hering (15 - 20 min)
  • Nonlinear Market Microstructure Noise Models, Particle Filter-Based On-line Estimation of Spot Cross-Volatility, and State-Space Models for Non-Synchronous Tick-by-Tick Data, J. Neddermeyer (15 - 20 min)
16:30 h   Break
16:45 h   Presentations DBS
17:45 h   Discussion
19:00 h   Social Activity: Drink & Eat in Frankfurt City (Sachsenhausen)
S. Krömker, 
Last Update: 31.08.2011
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