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Description

This repository showcases an implementation of model parallel autoregressive transformers utilizing GPUs, leveraging the capabilities of the DeepSpeed library. It serves as a record of EleutherAI's framework designed for training extensive language models on GPU architecture. Currently, it builds upon NVIDIA's Megatron Language Model, enhanced with advanced techniques from DeepSpeed alongside innovative optimizations. Our goal is to create a centralized hub for aggregating methodologies related to the training of large-scale autoregressive language models, thereby fostering accelerated research and development in the field of large-scale training. We believe that by providing these resources, we can significantly contribute to the progress of language model research.

Description

The Large-Scale Optimizer™ is a collaborative creation by Michael Best, who is a Professor Emeritus in the Department of Combinatorics and Optimization at the University of Waterloo, and Jivendra Kale, the President of Financiometrics Inc. This remarkable quadratic optimizer is designed for the swift construction of long-only, long-short, and market-neutral portfolios that can encompass thousands of assets, allowing for effective risk management in relation to a standard or benchmark portfolio. Additionally, it serves as a tool for asset allocation that employs Markowitz mean-variance analysis principles. This version of the Large-Scale Optimizer™ is an unrestricted edition that can be acquired either as an application or as a subroutine library that can be integrated into your software. Utilizing an advanced active set method, which has been further refined through the implementation of penalty function techniques, the Large-Scale Optimizer™ achieves significant speed enhancements to ensure the attainment of a true global optimal solution for extensive, real-world portfolio optimization challenges, even when variable transaction costs are present. This unique capability makes it an essential tool for financial analysts and portfolio managers seeking to optimize their investment strategies efficiently.

API Access

Has API No 

API Access

Has API No 

Screenshots View All

Screenshots View All

Integrations

Forefront Yes 
ZBrain Yes 

Integrations

Forefront No 
ZBrain No 

Pricing Details

Free
Open source
Free Trial No 
Free Version Yes 

Pricing Details

No price information available.
Free Trial No 
Free Version No 

Deployment

Web-Based Yes 
On-Premises Yes 
iPhone App No 
iPad App No 
Android App No 
Windows No 
Mac No 
Linux No 
Chromebook No 

Deployment

Web-Based No 
On-Premises No 
iPhone App No 
iPad App No 
Android App No 
Windows Yes 
Mac No 
Linux No 
Chromebook No 

Customer Support

Business Hours No 
Live Rep (24/7) No 
Online Support No 

Customer Support

Business Hours Yes 
Live Rep (24/7) No 
Online Support Yes 

Types of Training

Training Docs Yes 
Webinars No 
Live Training (Online) No 
In Person No 

Types of Training

Training Docs No 
Webinars No 
Live Training (Online) No 
In Person No 

Vendor Details

Company Name

EleutherAI

Founded

2020

Website

github.com/EleutherAI/gpt-neox

Vendor Details

Company Name

Financiometrics

Website

www.financiometrics.com

Product Features

Product Features

Financial Risk Management

Compliance Management No 
Credit Risk Management No 
For Hedge Funds Yes 
Liquidity Analysis No 
Loan Portfolio Management No 
Market Risk Management No 
Operational Risk Management No 
Portfolio Management Yes 
Portfolio Modeling No 
Risk Analytics Benchmarks No 
Stress Tests No 
Value At Risk Calculation No 

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