Dmitri GoloubentsevCTO | Head of Automatic Adjoint Differentiation at MatlogicaSpeaker
Profile
Dmitri has been a quant in Canadian and British banks for over 17 years, and through this experience, he realized that the tools for High-Performance Computing are not good enough - especially where calculation of AAD risks is required. Through personal pain, he decided to change that and quit his last employer to build better tools for HPC - the one he would enjoy using. This is how MatLogica started.
MatLogica introduces a game-changing programming approach that makes HPC more accessible for object-oriented programmers.
Dmitri is a co-author of multiple publications on the subjects of AAD and HPC in the quantitative modelling world and the inventor of the technology behind MatLogica.
Agenda Sessions
Brainstorming how to achieve/design a straightforward approach for modeling trade structures
, 18:10View Session