Low-bit GEMM is increasingly central to efficient ML inference, yet very-low-bit execution remains a poor fit for conventional CPUs. Practical deployment spans fragmented regimes-from 1/2/4-bit weights to varying activation precision-whose feasibility, reuse opportunity, and support cost differ under fixed SIMD and register-file budgets, making lightweight CPU support selection a first-class design problem. We present ExaGEMM, a workload-aware codesign and exploration framework for CPU-native low-bit GEMM via register-resident LUT execution. The key insight is that existing SIMD datapaths already cover table generation and accumulation; the only new hardware is an in-register select/feed mechanism with explicitly modeled cost. ExaGEMM co-explores parameterized kernels and lightweight SIMD ISA support using analytical models of register feasibility, compute cost, memory traffic, and hardware overhead, pruning the candidate space by 99.2% before simulation. It then identifies non-dominated support points and generates ISA specs, gem5 patches, and GEMM kernels for validation. Across representative ML models and CPU targets, ExaGEMM improves latency by 13.29x over software-only baselines, while showing that workload-aware frontier selection is especially important for mixed-precision LLM workloads.
AI efficiency at scale is becoming critical in finance as market data volumes surge across equities, ETFs, FX, options, and high-frequency trading streams. This growth creates a core challenge for mature financial AI systems: models must learn from larger historical corpora while still meeting real-time latency constraints in trading, risk management, and derivative pricing. We use exact nearest-neighbor learning for high-frequency financial time series as a concrete case study to show that Mojo-based financial AI can address this challenge. We introduce a Mojo SIMD k-d tree with variance-based splitting, contiguous flat-buffer storage, and compile-time vectorized distance computation. We also provide a runtime result showing that, under standard pruning and implementation-cost assumptions, the Mojo SIMD k-d tree asymptotically dominates Mojo SIMD brute force and scikit-learn's k-d tree in the fixed-stock, large-$n$, moderate-dimensional regime. Empirically, across eight financial datasets on x86 and ARM64 with up to 277K training samples, the method achieves 17.5--21.6$\times$ speedup over scikit-learn's k-d tree on x86 and 28.1--43.5$\times$ over scikit-learn brute force on ARM64 equity/ETF datasets, while preserving exact outputs. Beyond nearest-neighbor inference, Mojo's compiled execution enables an Extra Trees-based implied-volatility pricing model to train on $10\times$ more options data, reducing put-IV RMSE by 8.0\%. These results position Mojo as a scalable, production-ready stack for financial AI and a promising foundation for efficient AI in other data-intensive fields. \keywords{Financial AI \and AI Efficiency \and Mojo \and SIMD \and K-D Trees \and KNN \and High-Frequency Trading \and Financial Time Series \and Scaling}