Have you heard about the largest ground-based telescope ever built? Are you interested in the newest NVIDIA DGX-1 hardware accelerator? Come and learn how the DGX-1 architecture dramatically leaps forward the computational astronomy community in designing major, multimillion-dollar optical instruments for the European Extremely Large Telescope. Starting from the mathematical model up to the high-performance implementation on distributed-memory systems with hardware accelerators, we'll explain how the resulting matrix computations associated with an efficient task-based programming model help design the next generation of telescope instruments.
The greatest challenge regarding simulation is finding the matrix that compares it to real life. In this session, Danny will present a mathematical matrix that defines this relation and show how a proper simulation can be constructed based on deep learning techniques. He will also supply live examples of the Cognata simulation platform.
The goal of this lab is to give a guided tour through the essentials of CUDA parallelization in mathematical finance. We consider pricing a bullet option under LV (Local Volatility) model using either MC (Monte Carlo) or an implicit discretization scheme for PDE (Partial Differential Equation). The considered example is close to a real banking application with an LV model derived from the implicit SVI model of Gatheral & Jacquier using the Andersen & Brotherton-Ratcliffe expression based on Dupire equation. Several optimizations are studied like the judicious memory storage in shared and registers for two discretization scales in MC. Thanks to a simple trick proposed in Abbas-Turki & Graillat, we see also the use of PCR (Parallel Cyclic Reduction) to solve tridiagonal systems of any size.
The talk presents the current developments of the NUMBERS project highly interdisciplinary research program in Cognitive Developmental Robotics to construct a novel artificial cognitive model of mathematical cognition that imitates human-like learning approaches for developing number understanding.
The project aims to provide a proof-of-concept and the scientific and technological bases for novel robots capable of abstract and symbolic processing, which is required for improving their cognitive performance and their social interaction with human beings.
During the talk, the current experimental results will be reviewed to give evidence of improved performance thanks to the embodiment.