A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.
High performance: close to roofline fp16 TensorCore (NVIDIA GPU) / MatrixCore (AMD GPU) performance on major models, including ResNet, MaskRCNN, BERT, VisionTransformer, Stable Diffusion, etc. Unified ...
Abstract: Computing derivatives of noisy measurement data is ubiquitous in the physical, engineering, and biological sciences, and it is often a critical step in developing dynamic models or designing ...