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2015
ACM

Fulfilling solvency II regulations using high performance computing

3 years 10 months ago
Fulfilling solvency II regulations using high performance computing
below  for  abstract  and  speaker  biography.   9:00-­‐9:20   Solving  the  Optimal  Trading  Trajectory  Problem  Using  a  Quantum   Annealer     Gili  Rosenberg,  Poya  Haghnegahdar,  Phil  Goddard,  Peter  Carr,  Kesheng   Wu  and  Marcos  Lopez  de  Prado   9:20-­‐9:40   Implementing  Deep  Neural  Networks  for  Financial  Market  Prediction   on  the  Intel  Xeon  Phi     Matthew  Dixon,  Diego  Klabjan  and  Jin  Hoon  Bang   9:40-­‐10   GPU  Option  Pricing     Justin  Wan,  Simon  Suo,  Ruiming  Zhu  and  Ryan  Attridge   10-­‐10:30   Break  with  refreshments   10:30-­‐10:50   Fulfilling  Solvency  II  Regulations  using  High  Performance   Computing     Mark  Tucker  and  Mark  Bull   10:50-­‐11:10 ...
Mark Tucker, J. Mark Bull
Added 17 Apr 2016
Updated 17 Apr 2016
Type Journal
Year 2015
Where SC
Authors Mark Tucker, J. Mark Bull
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