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Computational & Deep Learning Frameworks Benchmark

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Computational & Deep Learning Frameworks Benchmark on real-world tasks

Use benchmark.ipynb to run the benchmark.

Frameworks compared:

Tasks:

See benchmark.ipynb notebook for details.

Benchmark output on hexacore CPU / Kepler GPU

Task I: Time-series model (GARCH / Scan operation benchmark)

Task I

Task II: Monte Carlo simulation (Barrier option pricing)

Task II

Task III: Logistic regression using Hybrid Monte Carlo (HMC)

Task III