Publications

Events

Our team has introduced Matlogica’s technology at multiple scientific and industry events. We have collected some of the recordings and references on this page.

December 7, 2021

QuantMinds 2021 - held in Barcelona

AAD integration strategies for top performance and ease of use" by Dmitri Goloubentsev from MatLogica as presented at QuantMinds in Barcelona on 7th December 2021.

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November 17, 2021

WBS 17th Edition

A recording from WBS 17th Edition with Dmitri Goloubentsev on MatLogica's AADC use for American Monte Carlo Option Pricing Presenting an approach to efficiently implement adjoint differentiation for Longstaff Schwartz

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June 4, 2021

SIAM Conference on Financial Mathematics and Engineering (FM21) “New Hpc Paradigm for Object Oriented Languages”

Based on our results with QuantLib and ORE, we demonstrated how MatLogica’s library works and introduced the idea of integration complexity.

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May 18, 2021

‘Coffee chat’ with Pete Baker (Intel).

Leaders from Intel, Matlogica, and Quantifi sat down to discuss how Intel Xeon Scalable processors and Intel Software helps to improve the performance of financial models analyzing financial risks and to effectively detect fraud.

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March 22, 2021

The Quantitative Finance Conference Spring Edition (online) “AAD Integration Strategies”

IIn this presentation, we introduced MatLogica’s approach to achieving top performance and demonstrated the implementation process on a well-known open-source quant library – QuantLib, yielding 150x performance improvement for xVA calculations on a single core.

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February 12, 2021

C++ London. Supercharging HPC for Object Oriented Languages

Dmitri Goloubentsev introduced the Matclogica’s technique for hugely boosting performance of repetitive calculations.

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August 11, 2020

23rd European Workshop on Automatic Differentiation

The First Virtual, Worldwide Workshop on Automatic Differentiation.

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March 21, 2020

Quant Summit Europe Risk.net Events

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December 11, 2019

Intel Software Development Workshop for Enterprise, HPC and AI

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November 15, 2019

Presented : Breaking the Primal Barrier, Quant Insights AI, Machine Learning and Risk, London

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October 15, 2019

Presented the idea behind #AAD Compiler at the 15th WBS conference(XVA, AAD stream) in Rome.