2 papers
cs.DC2019
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.DC2019
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…