55:51
Applications - Tensoring Volatility Calibration (webinar)
58:51
Applications - Dynamic Sensitivities and Initial Margin simulation (webinar)
54:53
Applications - FRTB-IMA, the computational challenge (webinar)
24:30
Software - High dimensional MoCaX Objects
13:40
Software - Sliding MoCaX Object
14:34
Software - Splines
05:38
Software - Extrusion of MoCaX Objects
05:18
Software - Slicing MoCaX Objects
07:34
Software - Algebra of MoCaX Objects
09:28
Software - Function Derivatives
04:36
Software - Serialization of MoCaX Objects
16:46
Software - Main functionality
06:52
Software - Installation
03:59
Software - Documentation
27:50
Theory - Chebyshev approximation in higher dimensions
23:03
Theory - Algebra of Chebyshev Tensors
01:52
Software.- Download
21:59
Theory - Error estimate of Chebyshev Tensors
17:46
Theory - Function derivative approximations
24:52
Theory - Fundamentals of approximation theory and Chebyshev, part II
20:23
Theory - Fundamentals of approximation theory and Chebyshev, part I
15:19
Theory - Evaluation of Chebyshev polynomials
07:36
Theory - Splines of Chebyshevs
08:31
Theory - Stability of Chebyshev evaluators
04:15
Theory - The Clenshaw algorithm
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About
We believe that the seemingly impossible computation can become a reality by putting the right mindset, effort and intelligence to it.
This channel was created by MoCaX Intelligence to share its research around algorithmic acceleration of risk calculations, specifically about Chebyshev Tensors, Machine Learning and related topics.
We discuss how to use Chebyshev Polynomials, Deep Learning and other algorithmic solutions for acceleration of risk calculations around Counterparty Credit Risk, IMM, CCR, Market Risk, FRTB, XVA, CVA, FVA, KVA, DVA, etc.
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