Tensor Processing Units for Financial Monte Carlo.
Francois BellettiDavis KingKun YangRoland NeletYusef ShafiYi-Fan ChenJohn R. AndersonPublished in: CoRR (2019)
Keyphrases
- monte carlo
- processing units
- parallel processing
- parallel computing
- computing systems
- higher order
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- monte carlo tree search
- particle filter
- markovian decision
- point processes
- adaptive sampling
- matrix inversion
- multiple types
- temporal difference
- dimensionality reduction
- information systems
- learning algorithm
- variance reduction
- efficient implementation
- general purpose
- feature selection