Some trading strategies are becoming more and more complicated and utilize a large amount of data, which makes the backtesting of these strategies very time consuming. This paper presents an efficient implementation o...
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ISBN:
(纸本)3540297693
Some trading strategies are becoming more and more complicated and utilize a large amount of data, which makes the backtesting of these strategies very time consuming. This paper presents an efficient implementation of the backtesting of such a trading strategy using a parallel genetic algorithm (PGA) which is fine tuned based on thorough analysis of the trading strategy. The reuse of intermediate results is very important for such backtesting problems. Our implementation can perform the backtesting within a reasonable time range so that the tested trading strategy can be properly deployed in time.
The computing power provided by high performance and low cost PC-based clusters and Grid computing platforms are attractive and they are equal or superior to supercomputers and mainframes. In parallel, discussions on ...
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In this paper, we introduce graph theory into transient stability analysis in power system. In the weighted graph, Vertex weight represents node39;s parallel computing workload and edge weight represents serial comp...
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ISBN:
(纸本)3540297693
In this paper, we introduce graph theory into transient stability analysis in power system. In the weighted graph, Vertex weight represents node's parallel computing workload and edge weight represents serial computing workload on the border of regions, which reflects the degree of parallelism of computing and improves speed-up ration of system. In order to reduce communication time wastage induced by CSMA protocol in TCP/IP based LAN, asynchronous message passing is used in our method. Simulation results show that it achieves better performance.
Emerging computing environments, such as the Grid, promise enormous raw computational power. However, effective use of such platforms is often difficult, because conventional spatial decomposition leads to fine granul...
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Emerging computing environments, such as the Grid, promise enormous raw computational power. However, effective use of such platforms is often difficult, because conventional spatial decomposition leads to fine granularity, resulting in high communication overhead. We introduce the concept of guided simulations to parallelize along the time domain. Here, we use the fact that typically results of other simulations of closely related problems are available. In this approach, we automatically and dynamically determine a relationship between old simulations and the one being performed, and use this to parallelize along the time domain. We demonstrate the validity of this approach by applying the technique to an important application involving molecular dynamics simulation of nanomaterials. In this application, spatial decomposition is not effective due to the small size of the physical system. However, time parallelization is effective, since the granularity is much coarser. We also mention how this approach can be extended to make it inherently fault tolerant. (c) 2005 Elsevier B.V. All rights reserved.
For array references with induction variables, after induction variable substitution for those induction variables is performed, those array references substituted are transformed as nonlinear expressions. The goal of...
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Data replication can be used to reduce bandwidth consumption and access latency in the distributed system where users require remote access to large data objects. In this paper, according to the intrinsic characterist...
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ISBN:
(纸本)3540297693
Data replication can be used to reduce bandwidth consumption and access latency in the distributed system where users require remote access to large data objects. In this paper, according to the intrinsic characteristic of distributed storage system, the parallel replication algorithm NBPRA (Network-Bandwidth-based parallel Replication Algorithm) is proposed. In the NBPRA, according to the network state, several replicas of a data object are selected, which are of the least access cost;then the different parts of the data object are transferred from these replicas, and they are used to make a new replica. The results of performance evaluation show that the NBPRA can utilize the network bandwidth efficiently, provide high data replication efficiency and substantially better access efficiency, and the improvement of system performance is related to the number of different data objects accessed by jobs.
Managing distributed ontologies is a challenging issue in the Semantic Web area. Different to most current distributed ontologies management researches, which focus on ontologies maintenance, evolutions, and versionin...
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ISBN:
(纸本)3540297693
Managing distributed ontologies is a challenging issue in the Semantic Web area. Different to most current distributed ontologies management researches, which focus on ontologies maintenance, evolutions, and versioning, this paper proposes a new distributed ontologies management framework based on the function-oriented perspective, and its goal is to bring multiple distributed ontologies together to provide more powerful capabilities. Ontology mapping is the key factor for manage distributed ontologies. This management framework also proposes a novel approach to eliminate the redundancies and errors of mappings in distributed ontologies.
The main steps for designing an automatic document classification system include feature extraction and classification. In this paper a method to improve feature extraction is proposed. In this method, genetic algorit...
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ISBN:
(纸本)9783540747666
The main steps for designing an automatic document classification system include feature extraction and classification. In this paper a method to improve feature extraction is proposed. In this method, genetic algorithm (GA) was applied to determine the threshold values of four criteria for extracting the representative keywords for each class. The purpose of these four threshold values is to extract as few representative keywords as possible. This keyword extraction method was combined with two classification algorithms, vector space model (VSM) and support vector machine (SVM), for examining the performance of the proposed classification system under various extracting conditions.
This paper proposes a workflow management mechanism to address a neglected aspect of existing P2P computing platforms - the lack of support for various computational models. In the workflow management mechanism, a wor...
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ISBN:
(纸本)3540297693
This paper proposes a workflow management mechanism to address a neglected aspect of existing P2P computing platforms - the lack of support for various computational models. In the workflow management mechanism, a workflow description file is used to define the workflow diagram of the target application. We develop a prototype system, and evaluate it using a test program to demonstrate how the workflow management mechanism effectively works.
The ShanghaiGrid, as a Grid Computing Environment, is an information Grid to serve the public in the city, and all resources are regarded as Grid Services in the Open Grid Services Architecture (OGSA). The primary goa...
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ISBN:
(纸本)3540297693
The ShanghaiGrid, as a Grid Computing Environment, is an information Grid to serve the public in the city, and all resources are regarded as Grid Services in the Open Grid Services Architecture (OGSA). The primary goal of the ShanghaiGrid is to build a generally shared information grid platform. Charging and accounting are an important part of the grid computing system in the ShanghaiGrid. This paper discusses an accounting services model and accounting life cycle that will be used in the ShanghaiGrid. We will analyze the charging and accounting process in detail based on this model and cycle.
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