Cutting Edge intro: maths versus machine

Many banks have turned to fancy chips to boost computing speed, but there is a mathematical technique that claims better results at a lower cost. Its proponents see it as a way out of the IT rat race, and are finding new ways to deploy it. Nazneen Sherif introduces this month’s technical articles

techtree2

Four years on from the article that first popularised it, adjoint algorithmic differentiation (AAD) has not changed the world, but its growing fanbase believes it could (Risk March 2010). Instead of investing in ever-more-specialised hardware to deliver much-needed increases in computational speed, AAD gets users to the same place via a mathematical technique – and adherents say the breadth of its potential applications is becoming clearer.

"AAD is not only a math trick to turbocharge your

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here