Azure Looks to Real-Time Derivatives Pricing using Riskfuel AI Technology on GPUs

In this special guest feature, Ian Finder from Microsoft Azure writes that GPU VMs with Riskfuel’s derivatives models based on artificial intelligence are much faster than previous methods. “Using conventional algorithms, real-time pricing, and risk management is out of reach. But as the influence of machine learning extends into production workloads, a compelling pattern is emerging across scenarios and industries reliant on traditional simulation. Once computed, the output of traditional simulation can be used to train DNN models that can then be evaluated in near real-time with the introduction of GPU acceleration.”