»Analytics and Computing« Division

Departments of »Financial Mathematics« and »High Performance Computing«

The »Analytics and Computing« division combines the strengths of the »Financial Mathematics« and »High Performance Computing« departments to drive data-driven innovation in the digital economy across all industries.

On the methodological side, we combine data science, machine learning, and AI with stochastic modeling, simulation, optimization, and statistical methods. On the computing side, we are opening up new fields of application with high-performance computing and, in close cooperation with industry and science, developing tools for the efficient use of modern processors and parallel computers, right through to complete software solutions.

The combination of software and hardware expertise opens up special opportunities: from model-driven ideas to high-performance implementations to productive operation on scalable architectures. We also leverage synergies in quantum computing and next-generation computing to unlock future performance limits. Analytics and Computing thus addresses key future markets in digitalization, AI, and computing, delivering robust, scalable solutions – from data analytics and financial mathematics to HPC-optimized applications.

Fields of Activity

 

Business Analytics and Anomaly Detection

Efficient billing verification and cost forecasting through digital solutions – we develop cross-industry mathematical methods for business analytics and anomaly detection.

 

Investment Management and Optimization

The focus here is on strategic asset allocation and investment management.

 

Financial and Insurance Mathematics

Financial and actuarial mathematics involves stochastic modeling, simulation, and optimization, as well as statistical methods.

 

Performance Engineering and I/O Solution

The team is engaged in developing methods and tools for the optimal utilization of available resources.

 

Seismic Imaging

Specialized processing of seismic reflection data allows for detailed analysis of rock layers underground.

 

Energy-Efficient Supercomputer Systems

The Stencil and Tensor Accelerator (STX) relies on hardware-software co-design and open source to strengthen key technologies in Europe.

 

Data Analysis and Artificial Intelligence

Data science refers to an interdisciplinary field of science that aims to gain insights from data. Methods such as machine learning are used in this process.

 

Quantum Computing

In this focus area, we are working on new algorithms and software for the use of quantum computing. The interplay between quantum computing and high-performance computing is particularly interesting in this context.

Products

Commodity Risk Manager

Risk controlling for the energy industry: : The representation of complex and individual risks can be presented with our software beside the assessment of standard key risk figures.

ALMSim Path Generator

Software solution for the generation of market scenarios, in particular with the PIA basis modell.

Structured Note Pricer: Valuation of Structured Financial Products

In the financial world, structured interest rate products become more and more exotic. Additionally, the number of data to be processed is growing.

GPI-Space

GPI-Space allows the development of domain specific development- and runtime-systems.

Federated Learning Framework FACT

FACT is used when it comes to training machine learning models – without having to centralize or merge data.

Multi-Target Neural Architecture Optimization

NASE – Neural Architecture Search Engine

We support you in the integration of your optimal, individual neural network.

GaspiLS

GaspiLS is a scalable and industry proven linear solver library for the exascale age and trimmed to achieve optimal scalability. 

Fed-DART

Our »Distributed Analytics Runtime for Federated Learning« (Fed-DART) implements federated machine learning (ML) methods to utilize local data from distributed environments.

Methods for Depth Migration

Seismic depth migration algorithms calculate images of the Earth's subsurface from the measured and pre-processed seismic reflection data.

GaspiCxx

GaspiCxx is a programming interface for the C++ programming language developed for the GPI-2 communication library.

GPI

GPI allows truely asynchronous and parallel communication of all threads and achieves optimal overlap of communication by computation.

Staff

Employee profiles of the divison »Analytics und Computing«.