Tensor Processing Units for Financial Monte Carlo.
Francois BellettiDavis KingKun YangRoland NeletYusef ShafiYi-Fan ShenJohn R. AndersonPublished in: PPSC (2020)
Keyphrases
- monte carlo
- processing units
- computing systems
- parallel computing
- parallel processing
- monte carlo simulation
- importance sampling
- markov chain
- monte carlo tree search
- higher order
- markovian decision
- monte carlo methods
- particle filter
- adaptive sampling
- temporal difference
- multiple types
- matrix inversion
- dimensionality reduction
- reinforcement learning
- real time