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GTC ON-DEMAND

Finance
Presentation
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An Approach to a High-Performance Decision Tree Optimization Within a Deep Learning Framework for Investment and Risk Management
Abstract:

We'll examine an innovative approach using an optimized algorithm to create a decision tree for the basis of regime dependent and pattern classification of financial and macroeconomic time-series data. Implemented in a supervised and unsupervised learning framework, the algorithm relies on the GPU for high performance computing and the host processor to further integrate the results in a deep learning framework. Also, we implement random number generation, in part, using a hardware quantum based true random number generator, balanced with the pseudo-random number generator in CUDA, so as to optimize overall speed where an exhaustive search is not feasible.

 
Topics:
Finance, Accelerated Data Science, Artificial Intelligence and Deep Learning, Algorithms & Numerical Techniques
Type:
Talk
Event:
GTC Silicon Valley
Year:
2017
Session ID:
S7404
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