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PRODID:-//Microsoft Corporation//Outlook MIMEDIR//EN
VERSION:1.0
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DTSTART:20131120T170000Z
DTEND:20131121T003000Z
LOCATION:Booth 3547
DESCRIPTION;ENCODING=QUOTED-PRINTABLE:ABSTRACT: We have developed a new rigorous mathematical framework for quantifying risk designed to utilize all available information and predict the impact of Black Swan events. These rigorous predictors are global optimizations over all possible valid scenarios, and do not rely on common approximations in computing priors that lead to the exclusion of high-impact rare events. Such optimizations, however, are high-dimensional, highly-constrained, and non-convex, and generally impossible to solve with current optimization technology. We will overview of our mathematical framework, and the powerful optimization software we have developed to rigorously solve real-world problems in predictive science, finance, and technology. The software runs in standard python on a simple laptop -- however, it trivially scales up to potentially petascale and larger calculations running on some of the largest computers on the planet. We will also discuss the application of this technology to exascale system performance and design.
SUMMARY:Mystic: a Framework for Optimal Performance Modeling
PRIORITY:3
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