Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, Languages and Compilers for Array Programming
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Acceleration of lattice models for pricing portfolios of fixed-income derivatives

Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, Languages and Compilers for Array Programming ◽

10.1145/3460944.3464309 ◽

2021 ◽

Author(s):

Wojciech Michal Pawlak ◽

Marek Hlava ◽

Martin Metaksov ◽

Cosmin Eugen Oancea

Keyword(s):

Lattice Models ◽

Fixed Income ◽

Fixed Income Derivatives

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Array languages make neural networks fast

Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, Languages and Compilers for Array Programming ◽

10.1145/3460944.3464312 ◽

2021 ◽

Author(s):

Artjoms Šinkarovs ◽

Hans-Nikolai Vießmann ◽

Sven-Bodo Scholz

Keyword(s):

Neural Networks

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Towards size-dependent types for array programming

Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, Languages and Compilers for Array Programming ◽

10.1145/3460944.3464310 ◽

2021 ◽

Author(s):

Troels Henriksen ◽

Martin Elsman

Keyword(s):

Dependent Types ◽

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Padding in the mathematics of arrays

Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, Languages and Compilers for Array Programming ◽

10.1145/3460944.3464311 ◽

2021 ◽

Author(s):

Benjamin Chetioui ◽

Ole Abusdal ◽

Magne Haveraaen ◽

Jaakko Järvi ◽

Lenore Mullin

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