Alchemy: Distributed financial quantitative analysis system with high‐level programming model

Author(s):  
Rong Gu ◽  
Zhixiang Zhang ◽  
Zhihao Xu ◽  
Zhaokang Wang ◽  
Kai Zhang ◽  
...  
Author(s):  
Breno A. de Melo Menezes ◽  
Nina Herrmann ◽  
Herbert Kuchen ◽  
Fernando Buarque de Lima Neto

AbstractParallel implementations of swarm intelligence algorithms such as the ant colony optimization (ACO) have been widely used to shorten the execution time when solving complex optimization problems. When aiming for a GPU environment, developing efficient parallel versions of such algorithms using CUDA can be a difficult and error-prone task even for experienced programmers. To overcome this issue, the parallel programming model of Algorithmic Skeletons simplifies parallel programs by abstracting from low-level features. This is realized by defining common programming patterns (e.g. map, fold and zip) that later on will be converted to efficient parallel code. In this paper, we show how algorithmic skeletons formulated in the domain specific language Musket can cope with the development of a parallel implementation of ACO and how that compares to a low-level implementation. Our experimental results show that Musket suits the development of ACO. Besides making it easier for the programmer to deal with the parallelization aspects, Musket generates high performance code with similar execution times when compared to low-level implementations.


Author(s):  
Robert H. Sturges ◽  
Jui-Te Yang

Abstract In support of the effort to bring downstream issues to the attention of the designer as parts take shape, an analysis system is being built to extract certain features relevant to the assembly process, such as the dimension, shape, and symmetry of an object. These features can be applied to a model during the downstream process to evaluate handling and assemblability. In this paper, we will focus on the acquisition phase of the assembly process and employ a Design for Assembly (DFA) evaluation to quantify factors in this process. The capabilities of a non-homogeneous, non-manifold boundary representation geometric modeling system are used with an Index of Difficulty (ID) that represents the dexterity and time required to assemble a product. A series of algorithms based on the high-level abstractions of loop and link are developed to extract features that are difficult to orient, which is one of the DFA criteria. Examples for testing the robustness of the algorithms are given. Problems related to nearly symmetric outlines are also discussed.


2019 ◽  
Vol 46 ◽  
pp. 101396 ◽  
Author(s):  
Anqi Zhang ◽  
Chang Xia ◽  
Jianqun Chu ◽  
Jian Lin ◽  
Weifeng Li ◽  
...  

2021 ◽  
Author(s):  
◽  
Kerry Alistair Nitz

<p>Iris Hanika’s commercially and critically successful novel Treffen sich zwei makes use of several techniques in the characterisation of its protagonists. Many of its reviews focus on the author’s deliberate placement of links to a wider literary context. Their interest extends from questions of genre-mixing through to the identification of direct quotes from other authors’ works. The critical preoccupation with intertexts demonstrates their importance for the readers’ response to the novel. More specifically, certain reviews highlight the important role intertexts play in the characterisation of the protagonists. This study catalogues the intertexts, metaphors and parodies in Treffen sich zwei and, by means of quantitative analysis, identifies high-level patterns in the use of these techniques. In particular, patterns are identified between, on the one hand, the different narrative functions of the intertexts and, on the other hand, the different ways in which they are interwoven in the text. The data also shows that distinct patterns are associated with each of the two protagonists and that certain patterns change in the course of the novel in parallel with the changes in the relationship between them. This quantitative evidence is supported by a more detailed, qualitative approach, which examines how specific intertexts or metaphors are used for the purposes of characterisation. In addition, variations in voice are used to distinguish the two main protagonists in a manner consistent with the intertexts and metaphors. It is thanks to the combination of these techniques that the theme of meeting encapsulated in the title, Treffen sich zwei, is woven into the textual fabric of the novel.</p>


2021 ◽  
Vol 251 ◽  
pp. 03032
Author(s):  
Haiwang Yu ◽  
Zhihua Dong ◽  
Kyle Knoepfel ◽  
Meifeng Lin ◽  
Brett Viren ◽  
...  

The Liquid Argon Time Projection Chamber (LArTPC) technology plays an essential role in many current and future neutrino experiments. Accurate and fast simulation is critical to developing efficient analysis algorithms and precise physics model projections. The speed of simulation becomes more important as Deep Learning algorithms are getting more widely used in LArTPC analysis and their training requires a large simulated dataset. Heterogeneous computing is an efficient way to delegate computationally intensive tasks to specialized hardware. However, as the landscape of compute accelerators quickly evolves, it becomes increasingly difficult to manually adapt the code to the latest hardware or software environments. A solution which is portable to multiple hardware architectures without substantially compromising performance would thus be very beneficial, especially for long-term projects such as the LArTPC simulations. In search of a portable, scalable and maintainable software solution for LArTPC simulations, we have started to explore high-level portable programming frameworks that support several hardware backends. In this paper, we present our experience porting the LArTPC simulation code in the Wire-Cell Toolkit to NVIDIA GPUs, first with the CUDA programming model and then with a portable library called Kokkos. Preliminary performance results on NVIDIA V100 GPUs and multi-core CPUs are presented, followed by a discussion of the factors affiecting the performance and plans for future improvements.


2021 ◽  
Vol 24 (1) ◽  
pp. 157-183
Author(s):  
Никита Андреевич Катаев

Automation of parallel programming is important at any stage of parallel program development. These stages include profiling of the original program, program transformation, which allows us to achieve higher performance after program parallelization, and, finally, construction and optimization of the parallel program. It is also important to choose a suitable parallel programming model to express parallelism available in a program. On the one hand, the parallel programming model should be capable to map the parallel program to a variety of existing hardware resources. On the other hand, it should simplify the development of the assistant tools and it should allow the user to explore the parallel program the assistant tools generate in a semi-automatic way. The SAPFOR (System FOR Automated Parallelization) system combines various approaches to automation of parallel programming. Moreover, it allows the user to guide the parallelization if necessary. SAPFOR produces parallel programs according to the high-level DVMH parallel programming model which simplify the development of efficient parallel programs for heterogeneous computing clusters. This paper focuses on the approach to semi-automatic parallel programming, which SAPFOR implements. We discuss the architecture of the system and present the interactive subsystem which is useful to guide the SAPFOR through program parallelization. We used the interactive subsystem to parallelize programs from the NAS Parallel Benchmarks in a semi-automatic way. Finally, we compare the performance of manually written parallel programs with programs the SAPFOR system builds.


1990 ◽  
Vol 112 (3) ◽  
pp. 268-275 ◽  
Author(s):  
A. R. Heath ◽  
P. M. McNamara

The conflicting legislative and customer pressures on engine design, for example, combining low friction and a high level of refinement, require sophisticated tools if competitive designs are to be realized. This is particularly true of crankshafts, probably the most analyzed of all engine components. This paper describes the hierarchy of methods used for crankshaft stress analysis with case studies. A computer-based analysis system is described that combines FE and classical methods to allow optimized designs to be produced efficiently. At the lowest level simplified classical techniques are integrated into the CAD-based design process. These methods give the rapid feedback necessary to perform concept design iterations. Various levels of FE analysis are available to carry out more detailed analyses of the crankshaft. The FE studies may feed information to or take information from the classical methods. At the highest level a method for including the load sharing effects of the flexible crankshaft within a flexible block interconnected by nonlinear oil films is described. This method includes the FE modeling of the complete crankshaft and the consideration of its stress field throughout an engine cycle. Fatigue assessment is performed to calculate the distribution of fatigue safety factor on the surface of the crankshaft. This level of analysis can be used for failure investigation, or detailed design optimization and verification. The method is compatible with those used for vibration and oil film analysis.


2019 ◽  
Vol 67 ◽  
pp. 01010
Author(s):  
Igor Posokhov ◽  
Victoriia Cherepanova ◽  
Olha Podrez

The Ukrainian real economy encounters similar problems that do not allow its rapid development – high level of wear of productive assets, lack of modern equipment, outdated technologies, inappropriate environmental measures, high rate of occupational injury, etc. All this requires designing of new tools to manage the development of such important sectors of economy as industry and rail transport. Therefore, the urgent issues at the current stage of development of these industries include the definition of conditions for fixed assets capitalization and the sources of its financing. The scientific novelty of the results is identification and justification of the capitalization main components, determining the sources of funding and the mechanism for their attraction. The tool for managing the productive and environmental protection assets capitalization has been designed which is optimized using a two-dimensional dynamic programming model. The results obtained are the basis for the practical solution of the problem, and for further scientific research. This approach allows solving the problem of rail transport and industrial enterprises capitalization in a comprehensive manner, which contributes to their sustainable development.


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