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Introduction to QuantLib Development with Luigi Ballabio - London, September 19-21st, 2016 - http://bit.ly/QuantLib-2016

Numerical Algorithms Group's Blog

Who are the Customers of NAG's Impartial Expert HPC Consulting?

May 17, 2016 Comments (0)

One of the questions I get asked most often while out and about in the HPC community at conferences, or visiting (prospective) customers is: "Who are your HPC consulting customers?". The simple answer to that is most prefer to remain confidential, because they see a competitive advantage from using our HPC advice or services. There are a few we are very proud to be able to name. For example NAG has worked with EPSRC to provide the Computational Science and Engineering Support Service...

Portfolio Credit Risk: New Technical Report

May 11, 2016 Comments (0)

In the latest NAG technical report we examine the main theoretical aspects in some models used in Portfolio credit risk. We introduce the well-known Vasicek model, the large homogeneous portfolios or Vasicek distribution and their corresponding generalizations. An illustrative example considering factors following a logistic distribution is presented. Numerical experiments for several homogeneous portfolios are performed in order to compare these methods. Finally, we use the NAG Toolbox...

Multidimensional Improvements to the NAG Riemann Solvers

April 20, 2016 Comments (0)

The NAG Library contains routines for solving the partial differential equations specific to compressible, ideal fluid flow. These equations are generally written in conservation law form where the conserved quantities are mass density, momentum and total energy of the fluid.  This set of equations can be solved using a finite volume technique that considers each conserved variable as a volume average over a finite volume (typically a small cube) and sums the fluxes (flow rates per unit...

Inspiring future talent - International Women's Day

March 8, 2016 Comments (0)

On International Women’s Day we are delighted to publish an interview with NAG Placement Student, Heather Briggs, in which she speaks about her time at school, what led her to her degree choice, and the challenges and highlights she has experienced along the way.  Heather, can you tell us a little about your school days – which subjects were you drawn to and did you receive encouragement from your teachers to continue with these into higher education? It started quite early for me, I went...

Changepoint Analysis using MongoDB and NAG4PY

February 22, 2016 Comments (0)

Recently, I attended the Alan Tayler Day at St. Catherine’s College, Oxford, organised by the Smith Institute. One of the speakers was Dr Rebecca Killick, of Lancaster University, whose talk highlighted her collaboration with NAG that has led to the inclusion of the PELT algorithm into the NAG Library. Dr Killick's collaboration with NAG started in her student days, when she was the runner-up in the "Take Aim" competition, another event run by the Smith Institute and, this year, sponsored by...

Diversity at NAG: Vision for our future and where we are today

November 16, 2015 Comments (0)

A short time ago my colleague, Andrew Jones, VP HPC Business, introduced me to John West, Director of Strategic Initiatives at the Texas Advanced Computing Center (TACC). Andrew found his blog posts “Diversity in HPC Won’t Improve Until We Start Counting” and his follow up “How One HPC Center Learned to Count” inspiring and suggested we get involved. We were all equally encouraged by John’s work and it gave us the impetus to get behind his initiative by investigating NAG’s Gender...

Finding the safe path through the HPC fog

November 6, 2015 Comments (0)

The use of HPC (or supercomputing or big data computing or advanced technical computing or …) delivers real and significant benefits to those organizations that can exploit it effectively. However, the world of HPC technology is a complex space, with a plethora of technology options, continuous rapid change, ambiguous long terms trends, diverse business models, and potential disruptive technologies. This presents challenges for buyers, managers, programmers and users of HPC facilities: how to...

Travelling Rugby Fan Problem

October 2, 2015 Comments (0)

The Rugby World Cup is well underway here in England. So far, I have been lucky enough to witness Japan beat South Africa at the Community Stadium in Brighton and next on my list is the nail biting encounter between England and Australia at Twickenham in South West London. All this travelling got me thinking, what would be fastest route to visit all the stadia hosting a Rugby World game if one was lucky enough to have tickets?The naive approach is to go to Google Maps and choose the best order...

Life Service Award 2015 – David Sayers

September 24, 2015 Comments (0)

The NAG Life Service Recognition Award has been running for 5 years – it was created in NAG’s 40th year as a way of showing gratitude to people that have dedicated immense time and commitment to the company. It was a pleasure to see David Sayers, NAG Honorarium, receive the award at our recent AGM. As has become customary, James Davenport, Professor of Information Technology, University of Bath, presented David with the award and said one colleague wrote of David as follows, “David...

Introducing the team: Kathy Godwin, Quality Manager and Libraries Project Manager

September 11, 2015 Comments (0)

Kathy, describe your role at NAG? I am now the Quality Manager and Libraries Project Manager.   As Quality Manager, I try to keep everyone on their toes by checking 'everything' ... how it was done, why it was done, when it was done, ..., was it done to spec, was it thoroughly and successfully tested/checked, could we have done it any better, ..., is the customer happy, is the Developer happy, is the team happy. I am pleased to say that all...