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All Posts By

Marian

Nov 16

Talk: AI-Accelerated Derivatives Models From R&D to Production, November 16

By Event
Riskfuel CEO Ryan Ferguson presents at this year's 16th Quantitative Finance Conference hosted by WBS. The talk is aimed at the Quantitative Financial Analyst and discusses the utilization of deep learning neural networks to convert computationally-intensive numerical models into a closed-form analytic functions that produce values almost instantaneously. WBS Training Ltd organizes workshops and conferences for the capital markets and...
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Nov 13

Riskfuel Wins Prestigious FIA Innovator of the Year Award

By News
In November, Riskfuel was selected to participate in the annual Innovators Pavilion at the FIA Expo. The FIA Innovators Pavilion showcases fintech startups to encourage greater innovation in the derivatives industry. The startups were evaluated on the degree of innovation, the relevance to derivatives markets, and the potential impact on the industry and judges chose Riskfuel for "its innovative solution...
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Nov 04

Join Riskfuel at the FIA Innovators Pavilion: Nov 10-12

By Event
FIA has selected Riskfuel as one of nine fintech startups to exhibit at this year's FIA Innovators Pavilion: a showcase for startup companies providing forward-thinking solutions for the futures, options and cleared swaps industry. Riskfuel accelerates derivatives valuation and risk sensitivity calculations, delivering cost savings and competitive trading advantages to their clients. This year's Innovators Pavilion is supported in part...
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Oct 20

Riskfuel – University of Toronto Partnership

By News
We are excited to announce our partnership with the University of Toronto Riskfuel will be working with Professor Sebastian Jaimungal, one of the world's leading experts on AI in capital markets, and his team from the Department of Statistical Sciences. The research will study volatility surfaces, which are a necessary input for an AI model looking at derivatives, but these...
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Oct 15

Ultra-fast and Accurate Derivatives Pricing: The Bermudan Swaption

By News
When we created our Pricer Demo to showcase the speed and accuracy of Riskfuel technology, we chose a complex real-world model to accelerate: the Bermudan Swaption model. The Demo allows you to modify any of this model's 157 parameters and compare Riskfuel performance against that of Quantlib's open-source traditional model. The Demo runs on a single CPU core. Riskfuel models...
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Oct 10

Thalesians Talk – Accelerating Derivatives Models

By Event
Riskfuel pioneered the use of Deep Neural Networks to accelerate derivatives valuations and risk sensitivities. We have resolved many technical challenges along the way. Ryan Ferguson discusses some of the novel techniques developed at Riskfuel to deal with extremely complex, multi-dimensional models. The Thalesian talk concludes with a question and answer session. Watch now
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Sep 20

Risk.net Training Session: September 28

By Event
Join our Chief Product Officer Ivan as he conducts a Risk.net training session on the ins-and-outs of preparing your data for use in AI and ML applications. Expect to learn all about mitigating bias and error, continual maintenance of data quality, and finding the right sources of data. Register Now
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May 05

Riskfuel Microsoft Collaboration, May 5

By News
Our recent collaboration with Microsoft generated some exciting discussions within the quant finance community. We demonstrated the performance gained by running a Riskfuel-accelerated model on the Azure NDv2-Series Virtual Machine instance powered by NVIDIA GPUs against traditional CPU-driven methods.  The results clearly demonstrate that traditional on-premises computing simulation workloads can be supplanted by Riskfuel pricing and risk sensitivity DNNs in...
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Apr 07

Riskfuel Demo April 30

By Event
Learn what is possible when your trading risk is available in real time. In this webinar, Riskfuel CEO Ryan Ferguson will present a demo showing how deep neural networks can be used to speed up calibration, pricing and risk-sensitivity computations, to the point that the front office has access to real-time P/L, P/L explain and risk sensitivities for portfolios of...
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Feb 07

Riskfuel joins The DMZ, February 2

By News
Riskfuel is honoured to be selected by The DMZ to be part of their world-leading tech accelerator and incubator program. The DMZ provides full-service office space and connections to customers, experts and a community of entrepreneurs and influencers which will be a great help to us as we grow our business. Learn more about The DMZ
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