The Tanay analytics appliance is built in partnership with NVidia and combines our models with their Tesla GPU cards.
The models execute using the many cores and threads available in GPU cards and the performance is amazing. The base model has 896 cores and that can be scaled to thousands of cores easily.
Available models include mathematical, statistical, data mining, and simulation functions as well as financial functions for equities, fixed income, credit and market risk and portfolio management.
GPU's offer very high computational power, but can be hard to program. We've eliminated that problem by creating a library that can be called using .dll or .net invocation.
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