82 citations · 83 across the 3 of their papers we have counts for
3 papers
cs.DC2020
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…
cs.DC2019★ 1 cited
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…
cs.CV2015★ 82 cited
Max-Margin Object Detection
Davis E. King
Most object detection methods operate by applying a binary classifier to sub-windows of an image, followed by a non-maximum suppression step where detections on overlapping sub-win…