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Articles 1 - 10 of 10
Full-Text Articles in Physical Sciences and Mathematics
An Ai Approach To Measuring Financial Risk, Lining Yu, Wolfgang Karl Hardle, Lukas Borke, Thijs Benschop
An Ai Approach To Measuring Financial Risk, Lining Yu, Wolfgang Karl Hardle, Lukas Borke, Thijs Benschop
Sim Kee Boon Institute for Financial Economics
AI artificial intelligence brings about new quantitative techniques to assess the state of an economy. Here, we describe a new measure for systemic risk: the Financial Risk Meter (FRM). This measure is based on the penalization parameter (λ" role="presentation" style="box-sizing: border-box; display: inline; font-style: normal; font-weight: normal; line-height: normal; font-size: 18px; text-indent: 0px; text-align: left; text-transform: none; letter-spacing: normal; word-spacing: normal; overflow-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; position: relative;">λλ) of a linear quantile lasso regression. The FRM is calculated by taking the average …
Understanding And Optimizing Parallel Performance In Multi-Tenant Cloud, Yong Zhao
Understanding And Optimizing Parallel Performance In Multi-Tenant Cloud, Yong Zhao
Computer Science and Engineering Dissertations
As a critical component of resource management in multicore systems, fair schedulers in hypervisors and operating systems (OSes) must follow a simple invariant: guarantee that the computing resources such as CPU cycles are fairly allocated to each vCPU or thread. As simple as it may seem, we found this invariant is broken when parallel programs with blocking synchronization are colocated with CPU intensive programs in hypervisors such as Xen, KVM and OSes such as Linux CFS. On the other hand, schedulers in virtualized environment usually reside in two different layers: one is in the hypervisor which aims to schedule vCPU …
Empirical Bayes Analysis Of Rna-Seq Data For Detection Of Gene Expression Heterosis, Jarad Niemi, Eric Mittman, Will Landau, Dan Nettleton
Empirical Bayes Analysis Of Rna-Seq Data For Detection Of Gene Expression Heterosis, Jarad Niemi, Eric Mittman, Will Landau, Dan Nettleton
Dan Nettleton
An important type of heterosis, known as hybrid vigor, refers to the enhancements in the phenotype of hybrid progeny relative to their inbred parents. Although hybrid vigor is extensively utilized in agriculture, its molecular basis is still largely unknown. In an effort to understand phenotypic heterosis at the molecular level, researchers are measuring transcript abundance levels of thousands of genes in parental inbred lines and their hybrid offspring using RNA sequencing (RNA-seq) technology. The resulting data allow researchers to search for evidence of gene expression heterosis as one potential molecular mechanism underlying heterosis of agriculturally important traits. The null hypotheses …
Raspberry Pi Cluster For Parallel And Distributed Computing, Ngoc Ha
Raspberry Pi Cluster For Parallel And Distributed Computing, Ngoc Ha
Graduate Theses & Non-Theses
Parallel and distributed computing have become an essential part of the ‘Big Data’ processing and analysis, especially for geophysical applications. The main goal of this project was to build a 4-node distributed computing cluster system using the Raspberry Pi single-board computers for educational and research purposes. After assembling together the system, a standard test was performed to check the system functionality. A Monte Carlo simulation to calculate π (pi) was used to demonstrate the advantages and drawbacks of parallelization and distribution of tasks and data within the cluster. Challenges encountered during installation of the software and testing phase, and their …
Why High-Level Attention Constantly Oscillates: System-Based Explanation, Griselda Acosta, Eric Smith, Vladik Kreinovich
Why High-Level Attention Constantly Oscillates: System-Based Explanation, Griselda Acosta, Eric Smith, Vladik Kreinovich
Departmental Technical Reports (CS)
In many situations like driving, it is important that a person concentrates all his/her attention at a certain critical task -- e.g., watching the road for possible problems. Because of this need to maintain high level of attention, it was assumed, until recently, that in such situations, the person maintains a constantly high level of attention (of course, until he or she gets tired). Interestingly, recent experiments showed that in reality, from the very beginning, attention level oscillates. In this paper, we show that such an oscillation is indeed helpful -- and thus, it is necessary to emulate such an …
Schwarz Waveform Relaxation With Adaptive Pipelining, Felix Kwok, Benjamin W. Ong
Schwarz Waveform Relaxation With Adaptive Pipelining, Felix Kwok, Benjamin W. Ong
Department of Mathematical Sciences Publications
Schwarz waveform relaxation (SWR) methods have been developed to solve a wide range of diffusion-dominated and reaction-dominated equations. The appeal of these methods stems primarily from their ability to use nonconforming space-time discretizations; SWR methods are consequently well-adapted for coupling models with highly varying spatial and time scales. The efficacy of SWR methods is questionable, however, since in each iteration, one propagates an error across the entire time interval. In this manuscript, we introduce an adaptive pipeline approach wherein one subdivides the computational domain into space-time blocks, and adaptively selects the waveform iterates which should be updated given a fixed …
Domain Decomposition Based Sph Parallel Computing Method Study And Its Application, Chen Hong, Huang Jie, Li Yi, Liu Sen
Domain Decomposition Based Sph Parallel Computing Method Study And Its Application, Chen Hong, Huang Jie, Li Yi, Liu Sen
Journal of System Simulation
Abstract: To improve the speed and the capability of large scale simulation of SPH (Smoothed particle hydrodynamics), a parallel SPH method based on dynamic domain decomposition is developed. The decomposition of arbitrary numbers of subdomains is achieved by adopting dimension based factorable method. Rapid parallel cut plane search is achieved by adopting bisection method. The data communication between compute nodes is reduced by improving the subdomain assignment. A parallel SPH program was developed based on this method, with which the process of projectile hypervelocity impacting thin plate producing debris cloud was simulated. The result shows that: the method is …
Association Rules Analysis Method Of Spatial Data Under Mapreduce Framework, Mingzhi Zhang, Li Yi
Association Rules Analysis Method Of Spatial Data Under Mapreduce Framework, Mingzhi Zhang, Li Yi
Journal of System Simulation
Abstract: Spatial data has the characteristic of extensity, timeliness, multidimensional, large amount of data and complex relations. Some non-conventional data screening tool for analysis and mining is required to find out the patterns, rules and characteristics knowledge in the spatial big data for battlefield situation awareness and battle space management. In view that the existing Apriori algorithm scans the database too frequently, the Apriori algorithm is improved on the basis of working principle of Map Reduce .The fast analysis ideas and technologyframework of spatial data is proposed. An elementary validate prototype is built for the key technology experimentation.Experimental results …
A Study Of Several Applications Of Parallel Computing In The Sciences Using Petsc, Nicholas Stegmeier
A Study Of Several Applications Of Parallel Computing In The Sciences Using Petsc, Nicholas Stegmeier
Electronic Theses and Dissertations
The importance of computing in the natural sciences continues to grow as scientists strive to analyze complex phenomena. The dynamics of turbulence, astrophysics simulations, and climate change are just a few examples where computing is critical. These problems are computationally intractable on all computing platforms except supercomputers, necessitating the continued development of efficient algorithms and methodologies in parallel computing. This thesis investigates the use of parallel computing and mathematical modeling in the natural sciences through several applications, namely computational fluid dynamics for impinging jets in mechanical engineering, simulation of biofilms in an aqueous environment in mathematical biology, and the solution …
Scheduling Irregular Workloads On Gpus, David Arthur Troendle
Scheduling Irregular Workloads On Gpus, David Arthur Troendle
Electronic Theses and Dissertations
This doctoral research aims at understanding the nature of the overhead for data irregular GPU workloads, proposing a solution, and examining the consequences of the result. We propose a novel, retry-free GPU workload scheduler for irregular workloads. When used in a Breadth First Search (BFS) algorithm, the proposed simple, monolithic concurrent queue scales to within 10% of ideal scalability on AMD’s Fiji GPU with 14,336 active threads. The dissertation presents an important finding that the retry overhead associated with Compare and Swap (CAS) operations is the principle reason why concurrent queues do not scale well as the number of clients …