Use Cases

We optimize your code

Our patent-pending technology allows achieves a 6-100x speedup for CPU, seamlessly

Risk Management

Finance and Insurance

We can integrate our software into your risk management systems. It significantly speeds up complex financial models and allows you to process batches in real-time, do more business or just reduce the cloud/electricity bill by up to 99% while simplifying the software and extending the lifetime of hardware. Complex non-linear calculations, such as volatility interpolation, curve construction, and pricing, can be supercharged by Matlogica’s software enabling significantly faster processing for business-critical tasks.

Speed up repetitive calculations

When performing Monte-Carlo simulations, what-if scenarios, stress-testing, back-testing, or historical VaR, MatLogica’s kernels will automatically execute 8 (or 16) samples of the optimized code in one CPU cycle.

Sensitivity and XVA risk calculations

Our AAD solution has been tested for large-scale applications calculating sensitivities, including close to real-time full portfolio simulations for XVA pricing and risk (under FRTB).

Domain-Specific Languages

You can define your scripting language and compile it with MatLogica, getting the best of both worlds: run-time flexibility and better than native performance!

Cloud Execution

MatLogica kernels can be executed in the cloud, keeping your proprietary code and sensitive data on-premises.

Model Calibration

You can calibrate complex multi-asset models with Monte-Carlo and use tick-level data to perform close to real-time pricing and risk calculations

Wide range of models

MatLogica supports a wide range of modeling techniques including American Monte-Carlo, path-wise Monte-Carlo, PDE calculations, etc.

Seamless Interleave

For machine learning

MatLogica allows an easy interleave of machine learning objects with your business analytics implemented in object-oriented languages. Using effective AAD, machine learning models are executed fast: we have demonstrated performance 6x better than Tensorflow for a geophysics application.

MatLogica can deliver a significant bump in performance and decrease the hardware/cloud bill while keeping the actual development within traditional object-oriented code.

Monte-Carlo based calibration

You can easily calibrate complex multi-asset models relying on Monte-Carlo and avoid using inflexible and difficult to derive analytical approximations.

Recalibrate your models

Use real-time data to recalibrate your models and get accurate and up-to-date information

Create custom layers

Efficiently differentiate through custom function definitions, as if they were there from the start

Excellent Performance

Industrial Mathematics

Our software allows scientists to focus on mathematical problems rather than optimization, achieving a better performance and calculating adjoints automatically. We can improve the performance of literally any industrial mathematics application from geophysics to weather forecasting, fluid dynamics, and electric impedance tomography.

Optimisation Methods

With Matlogica you can automatically calculate full Jacobian at a fraction of the usual time

PDEs on large grids

MatLogica’s AADC processes extremely large FD (что такое FD?) PDE schemes. It executes back-propagation quickly and flawlessly, computing sensitivities of PDE solutions relative to PDE coefficients.