LUNES: Agent-based Simulation of P2P Systems (Extended Version)

We present LUNES, an agent-based Large Unstructured NEtwork Simulator, which allows to simulate complex networks composed of a high number of nodes. LUNES is modular, since it splits the three phases of network topology creation, protocol simulation and performance evaluation. This permits to easily integrate external software tools into the main software architecture. The simulation of the interaction protocols among network nodes is performed via a simulation middleware that supports both the sequential and the parallel/distributed simulation approaches. In the latter case, a specific mechanism for the communication overhead-reduction is used; this guarantees high levels of performance and scalability. To demonstrate the efficiency of LUNES, we test the simulator with gossip protocols executed on top of networks (representing peer-to-peer overlays), generated with different topologies. Results demonstrate the effectiveness of the proposed approach.Comment: Proceedings of the International Workshop on Modeling and Simulation of Peer-to-Peer Architectures and Systems (MOSPAS 2011). As part of the 2011 International Conference on High Performance Computing and Simulation (HPCS 2011

Enhanced news sentiment analysis using deep learning methods

We explore the predictive power of historical news sentiments based on financial market performance to forecast financial news sentiments. We define news sentiments based on stock price returns averaged over one minute right after a news article has been released. If the stock price exhibits positive (negative) return, we classify the news article released just prior to the observed stock return as positive (negative). We use Wikipedia and Gigaword five corpus articles from 2014 and we apply the global vectors for word representation method to this corpus to create word vectors to use as inputs into the deep learning TensorFlow network. We analyze high-frequency (intraday) Thompson Reuters News Archive as well as the high-frequency price tick history of the Dow Jones Industrial Average (DJIA 30) Index individual stocks for the period between 1/1/2003 and 12/30/2013. We apply a combination of deep learning methodologies of recurrent neural network with long short-term memory units to train the Thompson Reuters News Archive Data from 2003 to 2012, and we test the forecasting power of our method on 2013 News Archive data. We find that the forecasting accuracy of our methodology improves when we switch from random selection of positive and negative news to selecting the news with highest positive scores as positive news and news with highest negative scores as negative news to create our training data set.Published versio