Cassio Neri

  • Quantitative Researcher/Cassio Neri
  1. Cassio Neri holds a PhD in Applied Mathematics from University of Paris Dauphine. He has been professionally coding in C++ for more than 17 years but his coding experience has started when he was 11. He currently works on the financial industry in London but has previously worked as a lecture of Mathematics for more than a decade. Cassio has authored a few research articles and has published them on peer-reviewed journals on Mathematics (there's an equation named after him), Finance, Computer Science and C++.

Sessions

  • A New Dragon in the Den

    Beginner
    Intermediate
    Advanced
    Math/Analysis

    Standard C++ provides a few functions to convert a double or float value to string, namely, sprintf, stringstream::operator<<, snprintf, to_string, to_chars and format. This talk concerns what goes on behind the scenes, i.e, the algorithms which these functions might use to do their job. Curiously, many of these algorithms have dragon-related names like Dragon, Grisu, Errol, Ryu and Dragonbox. Here mythology meets technology and we shall introduce the new dragon that has just arrived in the den. (Please leave your bows and arrows at home, they won't be necessary here.)

  • Speeding Date

    Beginner
    Intermediate
    Advanced
    Math/Analysis

    This talk concerns calendar algorithms which I implemented in the Linux Kernel and in libstdc++ (<chrono>). One of them has been ported to C# and released in .NET 7. I show some optimisation results that explain why these algorithms are so suited for modern CPUs. These optimisations might be useful elsewhere since benchmark results show that our algorithms perform considerably faster than counterparts in libc++, boost, OpenJDK, Android phones and other popular open source libraries. Most results are strength reduction techniques not used by any optimising compiler. Another technique breaks a data-dependency that commonly appears in division/modulus calculations and by […]