While generative AI can be used to create clever rhymes, cool images, and soothing voices, a closer look at the techniques behind these impressive content generators reveals probabilistic learners, compression tools, and sequence modelers. When applied to quantitative finance, these methods can help disentangle and learn complex associations in financial markets. Market scenarios are crucial…
]]>The previous post How to Accelerate Quantitative Finance with ISO C++ Standard Parallelism demonstrated how to write a Black-Scholes simulation using ISO C++ standard parallelism with the code found in the /NVIDIA/accelerated-quant-finance GitHub repo. This approach enables you to productively write code that is both concise and portable. Using solely standard C++, it’s possible to write an…
]]>Quantitative finance libraries are software packages that consist of mathematical, statistical, and, more recently, machine learning models designed for use in quantitative investment contexts. They contain a wide range of functionalities, often proprietary, to support the valuation, risk management, construction, and optimization of investment portfolios. Financial firms that develop such…
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