16 citations · 42 across the 9 of their papers we have counts for
4 papers · 1 filter
Accelerating Physics Simulations with TPUs: An Inundation Modeling Example
Damien Pierce, R. Lily Hu, Yusef Shafi +4
Recent advancements in hardware accelerators such as Tensor Processing Units (TPUs) speed up computation time relative to Central Processing Units (CPUs) not only for machine learn…
Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow
Francois Belletti, Davis King, James Lottes +2
In a recent paper, we have demonstrated how the affinity between TPUs and multi-dimensional financial simulation resulted in fast Monte Carlo simulations that could be setup in a f…
Tensor Processing Units for Financial Monte Carlo
Francois Belletti, Davis King, Kun Yang +4
Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computa…
High Performance Monte Carlo Simulation of Ising Model on TPU Clusters
Kun Yang, Yi-Fan Chen, Georgios Roumpos +2
Large-scale deep learning benefits from an emerging class of AI accelerators. Some of these accelerators' designs are general enough for compute-intensive applications beyond AI an…