Related papers: Fast-Vollib: A Fast Implied Volatility Library for…
In this work we detail a novel open source library, called MMLSpark, that combines the flexible deep learning library Cognitive Toolkit, with the distributed computing framework Apache Spark. To achieve this, we have contributed Java…
Non-volatile random access memory (NVRAM) offers byte-addressable persistence at speeds comparable to DRAM. However, with caches remaining volatile, automatic cache evictions can reorder updates to memory, potentially leaving persistent…
Ensuring the security and reliability of machine learning frameworks is crucial for building trustworthy AI-based systems. Fuzzing, a popular technique in secure software development lifecycle (SSDLC), can be used to develop secure and…
In the regime switching extension of Black-Scholes-Merton model of asset price dynamics, one assumes that the volatility coefficient evolves as a hidden pure jump process. Under the assumption of Markov regime switching, we have considered…
There are a number of different phenomena in the early universe that have to be studied numerically with lattice simulations. This paper presents a graphics processing unit (GPU) accelerated Python program called PyCOOL that solves the…
We present ByzFL, an open-source Python library for developing and benchmarking robust federated learning (FL) algorithms. ByzFL provides a unified and extensible framework that includes implementations of state-of-the-art robust…
With the ever-increasing volume of data, there is an urgent need to provide expressive and efficient tools to support Big Data analytics. The declarative logical language Datalog has proven very effective at expressing concisely graph,…
We present a novel architecture for accelerating PIV calculations. An optical flow hardware accelerator does the brunt of the work, with cross-correlation only providing quick corrections. The result is RapidPIV: a free-to-download software…
Learning continually from non-stationary data streams is a long-standing goal and a challenging problem in machine learning. Recently, we have witnessed a renewed and fast-growing interest in continual learning, especially within the deep…
A novel parallel patterns library, Groovy Parallel Patterns, is presented which, from the outset, has been designed to exploit more general process parallelism than the usual data and task parallel architectures. The library executes on a…
FluidDyn is a project to foster open-science and open-source in the fluid dynamics community. It is thought of as a research project to channel open-source dynamics, methods and tools to do science. We propose a set of Python packages…
Operator-splitting methods are widespread in the numerical solution of differential equations, especially the initial-value problems in ordinary differential equations that arise from a method-of-lines discretization of partial differential…
RISC-V allows for building general-purpose computing platforms with programmable accelerators around a single open-source ISA. However, leveraging heterogeneous SoCs within high-level applications is a tedious task. In this preliminary…
Runtime verification (RV) now scales for testing thousands of open-source Java projects, helping find hundreds of bugs. The popular Python ecosystem could use such benefits. But, today's Python RV systems are limited to a domain or…
We present softdtw-cuda-torch, an open-source PyTorch library for computing Soft Dynamic Time Warping (SoftDTW) on GPUs. Our implementation addresses three key limitations of existing GPU implementations of SoftDTW: a hard sequence-length…
In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX). This created the challenge of developing a pricing framework that can…
In the paper written by Klibanov et al, it proposes a novel method to calculate implied volatility of a European stock options as a solution to ill-posed inverse problem for the Black-Scholes equation. In addition, it proposes a trading…
Large databases such as aflowlib.org provide valuable data sources for discovering material trends through machine learning. Although a REST API and query language are available, there is a learning curve associated with the AFLUX language…
In financial mathematics, it is a typical approach to approximate financial markets operating in discrete time by continuous-time models such as the Black Scholes model. Fitting this model gives rise to difficulties due to the discrete…
The scaling of large language models (LLMs) is currently bottlenecked by the rigidity of distributed programming. While high-performance libraries like CuBLAS and NCCL provide optimized primitives, they lack the flexibility required for…