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6 - 9 December 2021
Hotel ArtsBarcelona

Dmitri Goloubentsev
CTO | Head of Automatic Adjoint Differentiation at Matlogica

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

  • AAD integration strategies for top performance and ease of use

    09:40