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Our patent-pending technology can be used in Finance, Insurance and other scientific fields, delivering 6-100x speedups for CPU, seamlessly. With MatLogica, you can reach business-critical goals sustainably
We can integrate our software into your pricing and risk management systems. It significantly speeds up complex financial models and allows you to process batches in real-time, do more business or just reduce the cloud/electricity bill by up to 99% while simplifying the software and extending the lifetime of hardware. Complex non-linear calculations, such as volatility interpolation, curve construction, and pricing, can be supercharged by Matlogica’s software enabling significantly faster processing for business-critical tasks.
With sustainability high on the corporate agenda, by using MatLogica AADC you will reduce your carboon footprint, electricity bill and extend the lifetime of the existing hardware.
When performing Monte-Carlo simulations, what-if scenarios, stress-testing, back-testing, or historical VaR, MatLogica’s kernels will automatically execute 8 (or 16) samples of the optimized code in one CPU cycle.
Our AAD solution has been tested for large-scale applications calculating sensitivities, including close to real-time full portfolio simulations for XVA pricing and risk (under FRTB).
You can define your scripting language and compile it with MatLogica, getting the best of both worlds: run-time flexibility and better than native performance!
MatLogica kernels can be executed in the cloud, keeping your proprietary code and sensitive data on-premises.
You can calibrate complex multi-asset models with Monte-Carlo and use tick-level data to perform close to real-time pricing and risk calculations
MatLogica supports a wide range of modeling techniques including American Monte-Carlo, path-wise Monte-Carlo, PDE calculations, etc.
MatLogica allows an easy interleave of machine learning objects with your business analytics implemented in object-oriented languages. It's like Tensorflow for C++!
Using effective AAD, machine learning models are executed fast: we have demonstrated performance 6x better than Tensorflow for a geophysics application.
MatLogica can deliver a significant bump in performance and decrease the hardware/cloud bill while keeping the actual development within traditional object-oriented code.
You can easily calibrate complex multi-asset models relying on Monte-Carlo and avoid using inflexible and difficult to derive analytical approximations.
Use real-time data to recalibrate your models and get accurate and up-to-date information
Efficiently differentiate through custom function definitions, as if they were there from the start
Our software allows scientists to focus on mathematical problems rather than optimization, achieving a better performance and calculating adjoints automatically. We can improve the performance of literally any industrial mathematics application from geophysics to weather forecasting, fluid dynamics, and electric impedance tomography.
With Matlogica you can automatically calculate the full Jacobian at a fraction of the usual time
MatLogica’s AADC processes extremely large FD PDE schemes. It executes back-propagation quickly and flawlessly, computing sensitivities of PDE solutions relative to PDE coefficients.