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MoneyScience Financial Training: Introduction to QuantLib Development - London, March 13th-15th, 2017

 
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Short Description: The Numerical Algorithms Group (NAG) delivers trusted, high quality numerical computing software and high performance computing (HPC) services

Address: Wilkinson House, Jordan Hill Road, OX2 8DR

City: Oxford

Country: UK

Telephone: +44 (0)1865 511245

Website: http://www.nag.co.uk/

Blog URL: link

Twitter Page:

RSS Feed: link

Joined: June 8th, 2011

Activity

Numerical Algorithms Group wrote a new blog post titled New Mathematical Optimization Collaboration with the University of Oxford

NAG has recently started an academic collaboration with the Centre for Doctoral Training in Industrially Focused Mathematical Modelling (InFoMM) at the University of Oxford. Lindon Roberts is the main researcher supervised by Coralia Cartis, Associate Professor in Numerical Optimization. NAG is a strong supporter of InFoMM, offering student projects, providing training courses and sitting on the Industrial Engagement Committee. This project focuses on mathematical optimization where derivatives are not readily available, so called derivative-free optimization (DFO). It is not easy or even...
(3 days ago)

Numerical Algorithms Group wrote a new blog post titled The New NAG Optimization Modelling Suite

Nowadays a vast majority of optimization solvers can handle very complex problems involving many variables and various types of the constraints with a different structure. Designing an interface for such a solver, which would allow a complex input without compromising the ease of use, is challenging. A new suite of routines, the NAG Optimization Modelling Suite, has been introduced in Mark 26 of the NAG Library to tackle the input of complex problems without forming difficult interfaces with a daunting number of arguments. The suite is used by the new optimization solvers...
(109 days ago)

Numerical Algorithms Group wrote a new blog post titled Calling NAG Routines from Julia

Julia Computing was founded in 2015 by the co-authors of the Julia programming language to help private businesses, government agencies and others develop and implement Julia-based solutions to their big data and analytics problems. Julia is an open-source language for high-performance technical computing created by some of the best minds in mathematical and statistical computing. Reid Atcheson, Accelerator Software Engineer, NAG, and Andy Greenwell, Senior Application Engineer, Julia Computing, have teamed up to ensure that NAG Library routines can be called from the Julia language. Read...
(129 days ago)

About:

The Numerical Algorithms Group (NAG) delivers trusted, high quality numerical computing software and high performance computing (HPC) services. For four decades NAG experts have worked closely with world-leading researchers in academia and industry to create powerful, accurate and flexible software which today is relied upon by tens of thousands of users, companies, and learning institutions as well as numerous independent software vendors.

From multicore workstations to the latest supercomputers, NAG's robust software development products, parallel software engineering services, independent technology consulting and HPC training can support your modelling and computing needs.

News

News: NAG announces support for IBM BlueGene/Q supercomputers

1566 days ago - Numerical Algorithms Group

News: Fortran standards editor wins important IEC award

1866 days ago - Numerical Algorithms Group

Products

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The NAG Fortran Library

Numerical Algorithms Group

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The NAG C Library

Numerical Algorithms Group