Problems
What will AGI do for Finance Compute-Intensive Simulations?
Quantitative researchers and risk managers at hedge funds and investment banks execute millions of daily Monte Carlo simulations to calculate portfolio risk and derivative pricing. These stochastic models scale exponentially as institutions add assets, asset classes, and risk factors. A standard Value-at-Risk calculation for a mid-sized portfolio requires hours of continuous compute time across thousands of CPU cores, creating a hard bottleneck between model development and daily market execution.