EPI Engine is a high-performance programming library designed for complex financial computations such as Monte Carlo Simulations for statistical models; providing portfolio-risk- analyses and
EPI Engine is a high-performance programming library designed for complex financial computations such as Monte Carlo Simulations for statistical models; providing portfolio-risk- analyses and
Instead of processing each individual CPU instruction one by one, EPI Engine is written in highly vectorized code using multi-threading and SIMD-technology.
EPI Engine seamlessly integrates with all .Net and Java applications. Using a web api, EPI Engine provides the same functionality for any other platform or framework.
EPI Engine runs simulations and inverse simulations for time dependent variable parameters such as asset mixes, returns, deposits, disbursements, inflation and fees.
EPI Engine is a modular system. The core program uses 'Geometric Brownian Motion' as the default mathematical model for Monte Carlo simulations. The core module can be expanded and adapted to fit any clients’ functionality requirements.
EPI Engine makes optimal use of the architecture of the CPU / GPU; resulting in extremely short computation times (10.000 simulations in a few milliseconds). High performance computing creates new possibilities and reduces server costs on mega-user platforms such as apps and websites.
Fast and easy online banking services are becoming increasingly more important. Implementation of EPI Engine enables banks to use inverse statistical simulations for uniform on the spot personal investment advice.
EPI Engine comes with a fully working open source demo application. Programmers can use the demo to experience how easy it is to implement EPI engineinto an existing software environment.
