INTEL Software Development Conference - LONDON High Performance Computing - BIG DATA ANALYTICS - FINANCE. Final version

Transcription

1 INTEL Software Development Conference - LONDON 2015 High Performance Computing - BIG DATA ANALYTICS - FINANCE Final version London, Canary Wharf December 10 th & 11 th 2015 Level39, One Canada Square

2 The Intel Software Development Conference London is the annual leading event for Software Developers, Software Architects, Quants, R&D Directors and CxOs in Finance, High- Technology, Research and HPC to understand how Intel Technologies will impact software development and business! Join Intel experts and software development leaders over this 2 day conference on High Performance Computing Big Data Analytics Finance. We have a great list of speakers from around the World, including James Reinders, Robert Geva, Herbert Cornelius, Bob Valentine, Jim Cownie, Paul Selwood (UK Met), Prof. Matthew Dixon (Assistant Professor of Finance at the Illinois Institute of Technology), Manel Fernandez (Bayncore), plus several guest speakers from the HPC and Finance industry. All the sessions are listed in the agenda. You can start planning. Check out the event website to see the most up-to-date information and to register! Here is why you should not miss this event: Learn about current and future technologies from Intel, including next generation Intel Xeon and Intel Xeon Phi (aka Knights Landing) processors, and also the 3D XPoint memory technology and the Intel Omni-Path Fabric. Learn how to maximize the performance of parallel code using C / C++ or Fortran on Intel platforms with relevant and actionable information. Learn from experts during in depth technical sessions and real world case studies. Meet and network with your peers from the industry and with software development experts and leaders from Intel. The event is by invitation only. Free to attend. Places are limited, register here: Organized by: Intel Software Contact: Ralph de Wargny / ralph.wargny@intel.com In partnership with: Bayncore Ltd. /

3 Intel Speakers James Reinders Director and Chief Software Evangelist, Intel Software Author of several books on parallel programming. Principal Engineer, Director Financial Services Software Enabling, Intel. Jim Cownie Principal Engineer, Intel. Jim was until recently architect for the OpenMP* runtime. Dr. Herbert Cornelius Technical Director Advanced Computing, Intel. Robert (Bob) Valentine Senior Principal Engineer at the Intel Israel Design Center in Haifa. For the past six years he has been working on the Vector Instruction Set Extensions (AVX, AVX2 and AVX512). Gennady Fedorov Senior Software Engineer and HPC expert Laurent Duhem Senior Software Engineer and HPC expert Gabriele Paciucci Solution Architect for Luster Technology in the Enterprise & HPC Platform Group at Intel. Guest Speakers Evgueny Khartchenko Senior Software Application Engineer, Intel. Evgueny works with FSI customers on latency optimizations, developing latency analysis tools. Paul Selwood Paul Selwood is the manager of HPC Optimization at the UK Met Office where he has worked for 17 years on at least 6 generations of HPC hardware. Oleg Rasskazov, PhD Vice President, Quantitative Research, JP Morgan Chase. Expert in HPC for Equities, Commodities and FX. Johannes Günther Senior Graphics Software Engineer, Intel Data Center Group. Expert in modeling and simulation of complex scientific phenomena. Prof. Matthew Dixon Assistant Professor of Finance at the Illinois Institute of Technology where he specializes in research on high performance computational finance. Andrey Riabushenko VP, Quantitative Analytics Barclays Manel Fernandez Chief HPC Consultant, Intel Platform, Bayncore Ltd. David Lecomber CEO Allinea Software Ltd

4 AGENDA DAY 1 TIME MAIN SESSION 08:00-09:30 Registration and light breakfast Thursday December 10 th 09:30-10:00 Calculating The Weather: A New Generation of HPC at the Met Office Paul Selwood, UK Met Office 10:00-10:45 10:45-11:30 The Convergence of HPC and Big Data - getting smart with Intel s Advanced Technologies Herbert Cornelius The Future of Parallel Computing - including a technical update on Intel Xeon Phi (KNL) James Reinders 11:30 11:45 Coffee Break TIME 11:45-12:30 12:30-13:15 Lunch Break TRACK 1 HPC Development Using Intel Software to maximize performance on Intel Platforms Laurent Duhem SPLIT IN 2 TRACKS TRACK 2 Big Data Analytics Introducing the Trusted Analytics Platform (TAP) Stephan Gillich & Szymon Bultrowicz, Intel 13:15-14:00 14:00-15:00 15:00-15:45 Driving Parallel Programming Forward with OpenMP Jim Cownie Parallel Programming with Intel Threading Building Blocks (TBB) Jim Cownie Best Practices for Vectorization Parallelism at SIMD Level Software Defined Visualization: Fast, Flexible Solutions for Rendering Big Data Johannes Günther Boosting Performance of Data Analytics Algorithms with the Intel Data Analytics Acceleration Library (DAAL) Gennady Fedorov The Apache Hadoop Ecosystem Concepts and Mechanisms of the Advanced Data Platform. Graham Pymm, Systems Engineer, Cloudera 15:45-16:00 Tea Break 16:00-16:45 16:45-17:45 Practical Vectorization using Intel Vectorization Advisor Laurent Duhem Best Practices with Intel Math Kernel Library (MKL) Gennady Fedorov Pushing Machine Learning to a New Level with Intel Xeon and Intel Xeon Phi Processors James Reinders Intel Lustre - Technical update for developers Gabriele Paciucci 17:45-18:00 Open Forum Open Forum 18:00-20:00 Networking evening with drinks & finger food

5 AGENDA DAY 2 Time HPC for Finance 08:00-09:15 Registration and light breakfast Friday December 11 th HPC Code Modernization in Practice 09:15-10:15 10:15-11:15 Designing Parallel Financial Analytics Libraries using a Pattern Oriented Approach Prof. Matthew Dixon, Illinois Institute of Technology Intel Core/Xeon Processor Update Bob Valentine Scaling up and scaling out codes for Intel Xeon Phi (KNL) David Lecomber, Allinea Software Case Study Pairwise Sequence Alignment With The Smith-Waterman Algorithm Manel Fernandez, Chief Consultant, Bayncore Ltd. 11:15-11:30 Coffee Break 11:30-12:15 12:15-12:45 Getting in-depth with Vector Programming Notes on optimizing a cross asset Monte Carlo engine for Intel Haswell Oleg Rasskazov, JP Morgan Chase Tutorial Real World Examples For Vectorization Manel Fernandez, Chief Consultant, Bayncore Ltd. 12:45-13:45 Lunch Break 13:45-14:30 14:30-15:00 15:00-15:30 Pushing Machine Learning to a New Level with Intel Xeon and Intel Xeon Phi Processors James Reinders (repeat from day 1 / track 2) Risk Weighted Assets calculation for Large Derivatives Portfolios, rethinking the architecture for modern hardware Andrey Riabushenko, Barclays SSDs in Finance Evgueny Khartchenko Case Study Dynamic Load Balancing of the N- Body Problem Richard Paul, Senior Consultant, Bayncore Ltd. Case Study Code Optimization In A 3D Diffusion Model Roger Philp, Senior Consultant, Bayncore Ltd. 15:30-15:45 Tea Break 15:45-16:30 16:30-17:15 Programming with the Intel Advanced Vector Extensions 512 (AVX-512) Bob Valentine & C++ for Integrated Processor Graphics with FSI examples Case Study Modernizing the Code of the Polyhedron Benchmark Suite Manel Fernandez, Chief Consultant, Bayncore Ltd. 17:15-17:45 Open Forum with the speakers Open Forum with the speakers 17:45 Closing

6 Date & Location INTEL Software Development Conference Date: December 10 th & 11 th 2015 Time: 09:00am - 18:00pm Venue: Level39, One Canada Square, Canary Wharf, London, E14 5AB Level39 is Europe s largest technology accelerator space for finance, cyber-securities, retail and future cities technology companies. Find it on the map Don t miss this! Every attendee will have the opportunity to get a complimentary* copy of James Reinders and Jim Jeffers new book on parallel programming High Performance Parallelism Pearls, Volume Two. James will be available for discussions and to sign your copy! * Limited quantity, while stock last.