NVIDIA is well-known in the consumer market for its GeForce GPUs and Tegra chipset, but they do more than just delivering gaming prowess to the general populace. In this feature, we take a look at how NVIDIA’s technology helps other sectors like financial risk management and the visual effects (VFX) industry.
NUS RMI (Risk Management Institute), Singapore
Established in 2006 as a research institute at the National University of Singapore (NUS), the NUS Risk Management Institute (RMI) is dedicated to financial risk management. Its establishment was supported by the Monetary Authority of Singapore (MAS) under its program on Risk Management and Financial Innovation.
In 2009, RMI embarked on a non-profit Credit Research Initiative (CRI) in response to the financial crisis, with the intent to spur research and development in the critical area of credit rating. Besides being just a typical research project, it wanted to demonstrate the operational feasibility of its research and become a trusted source of credit information.
CRI currently covers more than 35,000 companies in 106 economies in Asia-Pacific, North America, Europe, Latin America, Africa, and the Middle East.
Change of methodology demands more processing power
RMI uses the forward intensity model (analogy to forward rate interest rate models), which relies on input variables for each firm (leverage, liquidity, profitability, stock index return, etc.). This dependence is statistically estimated using a quasi-maximum likelihood estimation (QMLE), which is conducted monthly to update estimates of the parameters using the newest data.
With a recent change in the methodology to do the QMLE, RMI needed to depend even more than before on GPU computing.
Under the old methodology, the forecast horizon was up to two years and each month had a set of 13 parameters. By using GPUs instead of CPUs, processing time was cut from five hours to just 30 minutes.
The new methodology extends the forecast to five years and the coefficients for each variable need to be parameterized to regularize the estimates for the long term. Its credit analytics will estimate the probability of default for corporations around the globe
Impossible without GPUs
“Previously, we used GPUs to speed up processes. This made life easier but was not necessarily essential. However, this new methodology cannot be adopted without using GPUs,” said Dr Oliver Chen, Deputy Director of RMI.
To make the switch of methodologies, RMI decided to upgrade from the NVIDIA Tesla C2050 GPU to the NVIDIA Tesla K20 GPU accelerators, which can speed up applications by up to 10 times.
“We are still working on making the GPU code more efficient. Currently, the speed up from CPU to GPU is from one day to only five hours for a one-month update,” said Chen.
The next page shows how NVIDIA helps to deliver amazing visual effect to audiences.
[[Part 2: R&H Malaysia]]
Rhythm & Hues, Malaysia
Founded in 1987, Rhythm & Hues Studios is a visual effects company with corporate headquarters in El Segundo, California and production facilities in India, Malaysia, Canada, and Taiwan.
The studio has won the Academy Award for Best Visual Effects for Babe (1995), The Golden Compass (2008) and Life of Pi (2013), on top of four Scientific and Technical Academy Awards from the Academy of Motion Picture Arts and Sciences (AMPAS).
Computing power and unified platform needed
Lots of computing power are needed to create computer graphics imagery (CGI) in films. Besides this requirement, Rhythm & Hues also needed to standardize on a platform that can be used in its studios around the world. This unified platform is critical as work is shared and done concurrently in different parts of the world.
As the company uses its own Linux-based proprietary software for photo-realistic character animation and visual effects, the hardware platform needs to run well on the operating system.
NVIDIA was chosen as the visual computing platform for CGI. Rhythm & Hues use NVIDIA technologies to drive a variety of 3D tools such as Autodesk Maya for 3D geometry modeling; Side Effects Houdini for FX work like fluids, smoke, debris, and destruction; and R+H Voodoo for work in 3D space such as fur grooming, motion and light placement. 2D and image tools used include Adobe Photoshop for texture painting and R+H Icy for plate preparation. The studios also rely on projection workflow tools such as Autodesk Mudbox, Pixologic ZBrush, The Foundry Mari, and R+H Rampage.
“NVIDIA supports Linux and we decided to use NVIDIA exclusively for all our studios,” said Ronald Khoo, Technology Lead of Rhythm & Hues in Malaysia, which has more than 40 staff.
Creating an award winner
CGI was used extensively in the creation of the movie, Life of Pi.
“We used NVIDIA technologies to help produce all visuals that are not shot. The sky, sea and more than half the scenes involving the 450-pound Bengal tiger were done using visual effects. The visuals were created by our artists using Lee Ang’s vision,” said Khoo.
Having worked together for many years on projects such as The Chronicles of Narnia, the Lion, The Witch and the Wardrobe, Night at the Museum 1 & 2, and The Golden Compass, the team has developed a solid understanding of general physicality and biomechanics and the ability to create complex photo-realistic animalistic behavior and quadrupedal locomotion.
Stable drivers help greatly
With a unified platform based on Linux and NVIDIA technologies, Rhythm & Hues does not have to deal with a plethora of different technologies that require a multitude of driver versions.
“We have six facilities worldwide that use the same technologies because we want a unified environment. The stability of NVIDIA’s drivers has helped us greatly in our work. It has reduced the complexity of dealing with and keeping track of multiple versions of drivers,” said Khoo.
3D Stereo technology incorporated in NVIDIA GPUs let the studio review footage in 3D so directors can see what is created.
“Life of Pi was shot using 3D stereo which makes scenes feel more natural and realistic,” said Khoo.
NVIDIA has the appropriate technologies to enable Rhythm & Hues to create output to digital cinema. NVIDIA Quadro GPUs give the studios’ digital artists the right set of tools to deliver results that push the realms of visualization.
“With NVIDIA’s capabilities, we do not need to look for another technology to handle digital cinema,” said Khoo.
