MatLogica | MatLogica Research, Publications, Events & News

MatLogica Research, Publications, Events & News

Research, Publications, Events & News

Our research in automatic adjoint differentiation, conference presentations, industry collaborations, awards, and company milestones. Peer-reviewed papers, whitepapers, case studies, open-source benchmarks, and partnership announcements—all in one place.

MatLogica Research, Publications, Events, and News

Comprehensive repository of MatLogica's research program in automatic adjoint differentiation (AAD), quantitative finance optimization, and high-performance computing. Includes peer-reviewed academic papers, industry whitepapers, conference presentations, case studies, open-source benchmarks, company news, awards, and partnership announcements spanning 2019-2025. Key research areas: Automatic Adjoint Differentiation theory and applications, XVA pricing optimization (1770x speedup demonstrated with Intel), QuantLib and ORE performance acceleration, code generation techniques, neural network synthesis using AAD, calibration algorithms, Implicit Function Theorem applications, GPU vs CPU performance analysis, autocallable derivatives Greeks calculation with 90% cost reduction. Notable collaborations: Intel Corporation (multiple performance whitepapers), Prof. Roland Olsson (neural network research achieving 3x better accuracy), Risk.net (peer-reviewed publications), WBS Quantitative Finance Conferences, QuantMinds International, Accenture FinTech Innovation Lab, Tachyum, ING Bank (presentations), Probability & Partners, and financial institutions (case studies including Tier 2 European Bank). Industry recognition: Chartis Research Category Leader in AAD (2021-2025), ranked #10-13 in QuantTech50, Asia Risk Technology Newcomer of the Year 2024, Banking Tech Awards finalist 2023, 5 Chartis innovation awards, multiple best-in-class recognitions. Open-source contributions: XVA Benchmark repository on GitHub (demonstrating 1770x speedup), QuantLib integration examples, ORE LiveRisk transformations, performance benchmarking tools, and reference implementations available to the quantitative finance community.

📊 Benchmark Results

Independent performance benchmarks with downloadable source code

Intel 5th Gen Xeon: Continuing CPU Performance Gains

Intel whitepaper demonstrates substantial performance gains from 5th Gen Xeon processors including up to 2.08x improvement compared to 3rd Gen Xeon CPUs using MatLogica AADC.

Benchmark: AADC is 10x+ Faster than JAX PyTorch and TensorFlow

Comprehensive benchmark comparing JAX PyTorch and TensorFlow vs MatLogica AADC for quantitative applications and ML workloads. Independent results with downloadable source code demonstrating 10x+ performance advantage for quantitative finance workloads.

GPU vs CPU Performance (AAD-enabled)

GPUs are often assumed to be faster for AAD but MatLogica's CPU-optimized AADC can outperform GPU-based solutions for many quant workloads especially when leveraging AVX2/AVX512 vectorization and multithreading.

MatLogica AADC vs ML Tools Benchmark

Comprehensive performance comparison between MatLogica AADC and popular machine learning tools for quantitative finance applications.

Open-Source AAD Benchmark: Adept and Others

Independent open-source benchmark comparing MatLogica AADC with Adept and other AAD libraries for quantitative finance workloads.

Intel Whitepaper: 1770x Speedup for XVA Pricing on Xeon Scalable Processors

Intel-led whitepaper demonstrating up to 1770x performance increase for XVA pricing and 830x for XVA risks on Intel processors when using MatLogica AADC. Open-source benchmark available on GitHub.

View GitHub Code

🏆 Client Results & Case Studies

Real-world implementations and performance achievements

Speeding Up QuantLib with MatLogica's AADC - by Maksim Kozyarchuk

In this blog post Maksim explores how MatLogica's AADC supercharges QuantLib dramatically accelerating pricing and risk calculations without requiring a rewrite. By leveraging cutting-edge compiler techniques and automatic differentiation this integration unlocks unprecedented performance gains for quants and developers.

WBS 2023 - ING: Comparing AAD Techniques & Performance

Presentation by Stephan Bosch Quantitative Developer at ING comparing AAD techniques and performance. Highlighted enormous computational acceleration achieved with MatLogica AADC in production environments.

WBS 2023 - Probability & Partners: AAD for Tail Risk

Presentation by Svetlana Borovkova: Algorithmic Adjoint Differentiation For Tail Risk Model Risk & Stress Testing demonstrating MatLogica AADC for expected shortfall sensitivities.

Case Study: Tier 2 European Bank - 15-20x Speedup

MatLogica's AADC enabled 15-20x speedups reducing overnight portfolio risk computation from 8+ hours to 2 hours and intraday risk calculation from 30+ minutes to a few minutes. Opened new revenue streams reduced infrastructure costs and improved risk management.

📄 Research Articles & Papers

Publications and technical papers

Secure Scalable Cloud Execution for Risk Calculations

Risk calculations need scalable cloud execution but exposing source code or models in the cloud risks intellectual property or regulatory compliance. Traditional approaches also struggle to deliver high performance without rewriting or parallelizing code manually.

Understanding Valuation Adjustments with AAD

Comprehensive guide to implementing valuation adjustments (XVA) using automatic adjoint differentiation for efficient risk calculation.

A New Approach to Parallel Computing

Legacy quant code is often single-threaded and scalar limiting performance on modern CPUs. MatLogica's AADC tool transforms object-oriented scalar code into vectorized multithreaded and NUMA-aware machine code unlocking parallelism without requiring major code refactoring.

Code Generation AAD

Traditional AAD methods require extensive code changes or templates. MatLogica's Code Generation AAD uses code transformation and operator overloading to generate optimized machine code at runtime enabling fast and flexible gradient calculations without constraining control flow.

Comparison of Auto-Differentiation Approaches

Detailed comparison of different automatic differentiation techniques including operator overloading source transformation and tape-based approaches.

How MatLogica AAD Works

AAD is complex and slow with traditional libraries. MatLogica's JIT compiler transforms user code into highly optimized vectorized and multithreaded machine code at runtime maximizing CPU utilization for AAD tasks.

The Technology Behind Fast AAD

In-depth explanation of the compiler technology and optimization techniques that make MatLogica AADC significantly faster than traditional AAD approaches.

🎥 Videos & Presentations

How-to's and Demos

Workshop: Supercharge Your Quant Models - Unlock Python's Potential

Free workshop providing a practical solution to the quant trade-off: Python prototyping speed vs model performance. Demonstrated an easy-to-use framework combining Python flexibility with AAD and bare-metal performance speeding up models by 1000x.

Transforming ORE into Lightning-Fast LiveRisk Service

Demonstrates how we transformed ORE into a streamlined LiveRisk service for FX products using AADC achieving 100x acceleration.

Video: 5-minute Technical Demo

Short video demonstration of MatLogica AADC interface showing a basic example that's available online. Demonstrates the ease of use and immediate performance benefits.

Online Sandbox: 350x XVA Performance Boost

Online sandbox with MultiCurve fitting and AAD risk demo using QuantLib and Levenberg-Marquardt library. Includes video demonstrating 350x performance boost for XVA pricing using Intel AVX2 and 5 threads.

View Details

Live XVA Demo with QuantLib

Interactive demonstration of XVA calculations using MatLogica AADC integrated with QuantLib showing dramatic performance improvements.

View Documentation

🏅 Awards & Announcements

Industry recognition, partnerships, and company milestones

Award: #13 in Chartis Research Quantitative Analytics 50

MatLogica recognized as Category Leader in Automatic Differentiation with 5 total awards from Chartis Research.

Asia Risk Technology Newcomer of the Year 2024

MatLogica awarded Asia Risk Technology Newcomer of the Year for breakthrough performance in quantitative risk with AADC.

Accenture FinTech Innovation Lab 2023 Finalist

MatLogica selected as finalist in Accenture's global FinTech Innovation Lab validating AADC's transformative impact on financial analytics.

Chartis Research: Category Leader in Automatic Differentiation

MatLogica recognized as Category Leader in Automatic Differentiation across multiple years by Chartis Research.

🎤 Conference Presentations

Speaking engagements and conference appearances

WBS 2025 Conference Palermo

MatLogica presented at the 21st WBS Quantitative Finance Conference in Palermo Italy.

Antoine Savine: Modern C++ for Quantitative Finance

Presentation by Antoine Savine on using modern C++ with AADC for high-performance quantitative finance applications.