In a highly uncertain market, developing financial models depends on massive data and quantitative backtest verification. Recently, financial application development for in-depth market data has become valued by all trading parties. This talk uses the financial deep market as an example to introduce:

• A development schema based on oneAPI
• An efficient technical solution for financial models

Speaker

Yidong Chen develops HPC financial-related applications. He published five academic papers in top international conferences, internationally renowned journals, and other publications. As the main member of the computing finance team of the computer network information center, he participated in the research and development of many projects.