Catégorie : Publications

Connecting technology to knowledge

Study on Management of Non-Modelable Risk Factors (NMRF) via machine learning

The fundamental review of the trading book (FRTB) drawn up by the Basel Committee (Basel Committee on Banking Supervision) imposes a series of requirements which will come into force in January 2022. One of the main innovations defined by FRTB concerns the introduction of the concept of non-modellable risk factors (NMRF), which requires the holding…
Lire la suite

webinar image

SCALNYX pitch

SCALNYX Pitch by Nicolas LEVY COO of SCALNYX at the occasion of the CCI Reliance IDF day

AI quantitative finance

L’intelligence artificielle dans la finance quantitative: hype ou réalité?

Les analystes quantitatifs, les « quants », doivent rivaliser d’habileté pour mettre au point et utiliser des modèles qui permettront aux gestionnaires de mieux évaluer la valeur des actifs financiers, en particulier les produits dérivés, et de gérer méticuleusement leurs opérations et leurs risques en ajustant en permanence leur portefeuille. Ces as des mathématiques et…
Lire la suite

FHE

Confidential MLaaS based on homomorphic encryption – Challenges and obstacles

SCALNYX breakthrough technology for confidential computing. See publication

Scale the Performance of Matching Engines by Combining Levyx™ + Scalnyx™ + Intel® Optane™

Power the first scalable matching engine with zero data loss. See publication

virtualisation server

How rapidly migrating, building and optimizing a high-performance parallel multi-stencil system ?

Scalgo™ for high performance computing. See publication