Intel

Quantifi & Intel Demonstrate How Artificial Intelligence Can Be Used to Accelerate Derivatives Valuations

Monday, August 2, 2021

Quantifi and Intel have published a joint whitepaper that explores how artificial intelligence (AI) can be used to accelerate derivatives valuations by 700x. Intel and Quantifi have demonstrated that accurate, real-time pricing for a portfolio of derivatives can be generated locally or in the cloud using AI technology running on 3rd Generation Intel® Xeon® Scalable processors.  read more

Quantifi & Intel Demonstrate How Artificial Intelligence Can Be Used to Accelerate Derivatives Valuations

Wednesday, July 28, 2021

Quantifi and Intel have published a joint whitepaper that explores how artificial intelligence (AI) can be used to accelerate derivatives valuations by 700x. Intel and Quantifi have demonstrated that accurate, real-time pricing for a portfolio of derivatives can be generated locally or in the cloud using AI technology running on 3rd Generation Intel® Xeon® Scalable processors.  Read More

Intel & Quantifi Accelerate Derivative Valuations by 700x Using AI on Intel Processors

Friday, June 18, 2021

by Quantifi & Intel

Portfolio managers and traders that use OTC derivatives often lack an accurate real-time view of the valuations and risk of their derivative positions, especially when trading exotic derivatives. Obtaining real-time risk metrics for a portfolio of derivatives has been challenging, as the commonly used valuation techniques for these products are computationally expensive and require significant machine time. Portfolio valuations and risk calculations typically require overnight runs in a data center or the cloud. This whitepaper reports the successful use of Artificial Neural Network models by Quantifi to model and deliver real-time pricing with an accuracy considered equivalent to conventional approaches such as numerical integration and Monte Carlo methods.

How Can Artificial Intelligence Be Used To Accelerate Derivatives Valuations?

Sunday, May 16, 2021

Quantifi recently took part in Intel's Coffee Chat series to discuss their partnership and collaboration with Intel. This Q&A was taken from the video series where Intel Vice President, Pete Baker, discusses risk analysis, analytics and artificial intelligence on Intel architecture in the financial services sector with Sebastian Hahn, AI Lead, Quantifi. Read More

How to Accelerate XVA Performance

Friday, March 19, 2021
You're in! We've saved a space for you at the 'How to Accelerate XVA Performance' webinar on Wednesday 21st April. We will send you a link to join the webinar prior to the event.
 
Date & Time:
21st April, 2021
3pm BST / 4pm CET / 10am EST
 
Agenda:
  • The need for faster XVA calculations
  • Factors influencing the speed of XVA computations
  • How to accelerate the performance of large XVA workloads
  • Test results: how Quantifi has accelerated performance with Intel
  • Q&A
... read more