AI, High Performance Computing and the financial services industry

B01 2017-10-18T08:30:00.000Z

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B01
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Eng Lim Goh, PhD
VP & SGI CTO
HPE

HPC applications have typically been used to predict the weather, financial derivative behaviour, or even how a mechanical structure responds to loads. Their approach has traditionally been deductive: start with the Black-Scholes model, run compute-intensive calculations based on input of initial conditions, to then make the needed predictions.

PhD Eng Lim Goh will demonstrate how, with the re-emergence of Machine Learning fuelled by decades of accumulated records and output data from the above applications, scientists and engineers are now starting to also employ the data-intensive inductive approach – and how this will impact the financial industry.

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