Technical Poster Repository
- Faster Data Fitting Solver for Calibration
- Loss Functions and Robustness in Data Fitting
- Faster Risk Calculation: Next Generation dco/c++
- Algorithmic Differentiation Mission Planning
- Using Random Projections to Accelerate Numerical Linear Algebra with the NAG® Library
- The NAG® PDE Toolkit
- Nearest Correlation Matrix
- Second Order Cone Programming (SOCP)
- CVA in the Cloud
- Fast Implied Volatilities using Chebyshev Interpolation
- CVA at Scale with Adjoint Sensitivities – Combining the NAG® Library with dco/c++ and Origami
- Locally Stationery Wavelet Processes with Trend
- Performance Analysis of GS2 Plasma Turbulence Code
- Performance and Usage Improvements for Multiple OpenFOAM Customers: HPC and Cloud
- Adjoint Algorithmic Differentiation of a GPU Accelerated Application
- High Performance Tape-Free Adjoint AD for C++11
- From Runtime to Compiler Time Adjoints
- Derivative Free Optimization Solver for Calibration Problems
- Matrix Functions and the NAG® Library
- Nearest Correlation Matrices
- Algorithmic Differentiation of the Local Volatility Model
- A Finite Volume Scheme for Calibrating Stochastic Local Volatility Models
- Stochastic Grid Bundling Method for Bermudan Swaptions
- Algorithmic Differentiation of Nonsmooth and Discontinuous Functions
- HPC Software Optimization Highlights from the POP Project
- Nonlinear Optimization: A Comparison of Two Competing Approaches
- Batched Least Squares of Tall Skinny Matrices on GPUs
- Parallel Convolution Gridding for Radio Astronomy Applications Running on KNL and GPU
- The Performance Optimization and Productivity Centre of Excellence
- Analysis and Improvement of HPC Software Performance: ADF Modeling Suite
