VISUAL
NUMERICS, Inc
Key new features of IMSL™ C Numerical Library 6.0 include:
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Neural Network Engine —
mimics human problem-solving processes by applying knowledge gained from
historical data to new problems, which fine-tunes forecasting accuracy over
time. Visual Numerics’ neural network technology features advanced data
pre-processing to simplify data mining preparation and ensure optimal accuracy
and performance, saving significant time over manual pre-processing. This
technology is optimal for highly configurable data mining and forecasting with
no limits on network size
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Dense Linear Programming
Optimizer — for state-of-the-art constrained dense linear programming
optimization. This version of IMSL C Numerical Library offers the world’s
fastest optimizer of its kind in a general mathematical library. In 2005
tests, IMSL solved 46 example problems in one-eighth the time of a leading
Linear Programming Optimizer product. Also includes MPS format readers to
facilitate usage with existing users of Linear Programming and will be
welcomed by capital markets customers doing portfolio optimization, trading
systems and risk modeling
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Auto_ARIMA — advanced
forecasting routine for time series analysis. It is highly suited to
situations where data is prone to seasonality “spikes” or “outliers” such as
operations management or inventory planning
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Differential Equations
Package —for financial engineering and scientific computing
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New random number
generator technique using Mersenne Twister algorithm
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New LAPACK (Linear
Algebra PACKage) functionality
“By adding fully-tested linear programming optimization, neural network
capabilities and Auto_ARIMA, we’re able to make our IMSL™ C Library a much more
powerful and cost-effective option for companies who need state-of-the-art
forecasting applications,” said Phil Fraher, president and CEO of Visual
Numerics. “IMSL™ C Numerical Library 6.0 leverages the proven reliability and
easy deployment of our industry-leading IMSL library but with added technology
that make it even better for performing predictive analytics.”
Para maiores informações visite o site da Visual
Numerics, Inc: www.vni.com
SIA - Sistemas de Informática e
Automação
Tel.: (11) 4195-6420
E-mail: siaweb@sia.com.br