Combining Technical Trading Rules Using Parallel Particle Swarm Optimization based on Hadoop

Technical trading rules have been utilized in the stock markets to make profit for more than a century. However, no single trading rule can ever be expected to predict the stock price trend accurately. In fact, many investors and fund managers make trading decisions by combining a bunch of technical indicators. In this paper, we consider the complex stock trading strategy, called Performance-based Reward Strategy (PRS), proposed by [1]. Instead of combining two classes of technical trading rules, we expand the scope to combine the seven most popular classes of trading rules in financial markets, resulting in a total of 1059 component trading rules. Each component rule is assigned a starting weight and a reward/penalty mechanism based on rules' recent profit is proposed to update their weights over time. To determine the best parameter values of PRS, we employ an improved time variant particle swarm optimization (TVPSO) algorithm with the objective of maximizing the annual net profit generated by PRS. Due to a large number of component rules and swarm size, the optimization time is significant. A parallel PSO based on Hadoop, an open source parallel programming model of MapReduce, is employed to optimize PRS more efficiently. The experimental results show that PRS outperforms all of the component rules in the testing period.published_or_final_versio

Big Data Optimization : Algorithmic Framework for Data Analysis Guided by Semantics

Fecha de Lectura de Tesis: 9 noviembre 2018.Over the past decade the rapid rise of creating data in all domains of knowledge such as traffic, medicine, social network, industry, etc., has highlighted the need for enhancing the process of analyzing large data volumes, in order to be able to manage them with more easiness and in addition, discover new relationships which are hidden in them Optimization problems, which are commonly found in current industry, are not unrelated to this trend, therefore Multi-Objective Optimization Algorithms (MOA) should bear in mind this new scenario. This means that, MOAs have to deal with problems, which have either various data sources (typically streaming) of huge amount of data. Indeed these features, in particular, are found in Dynamic Multi-Objective Problems (DMOPs), which are related to Big Data optimization problems. Mostly with regards to velocity and variability. When dealing with DMOPs, whenever there exist changes in the environment that affect the solutions of the problem (i.e., the Pareto set, the Pareto front, or both), therefore in the fitness landscape, the optimization algorithm must react to adapt the search to the new features of the problem. Big Data analytics are long and complex processes therefore, with the aim of simplify them, a series of steps are carried out through. A typical analysis is composed of data collection, data manipulation, data analysis and finally result visualization. In the process of creating a Big Data workflow the analyst should bear in mind the semantics involving the problem domain knowledge and its data. Ontology is the standard way for describing the knowledge about a domain. As a global target of this PhD Thesis, we are interested in investigating the use of the semantic in the process of Big Data analysis, not only focused on machine learning analysis, but also in optimization

Proceedings of the First PhD Symposium on Sustainable Ultrascale Computing Systems (NESUS PhD 2016)

Proceedings of the First PhD Symposium on Sustainable Ultrascale Computing Systems (NESUS PhD 2016) Timisoara, Romania. February 8-11, 2016.The PhD Symposium was a very good opportunity for the young researchers to share information and knowledge, to present their current research, and to discuss topics with other students in order to look for synergies and common research topics. The idea was very successful and the assessment made by the PhD Student was very good. It also helped to achieve one of the major goals of the NESUS Action: to establish an open European research network targeting sustainable solutions for ultrascale computing aiming at cross fertilization among HPC, large scale distributed systems, and big data management, training, contributing to glue disparate researchers working across different areas and provide a meeting ground for researchers in these separate areas to exchange ideas, to identify synergies, and to pursue common activities in research topics such as sustainable software solutions (applications and system software stack), data management, energy efficiency, and resilience.European Cooperation in Science and Technology. COS

High-Performance Modelling and Simulation for Big Data Applications

This open access book was prepared as a Final Publication of the COST Action IC1406 “High-Performance Modelling and Simulation for Big Data Applications (cHiPSet)“ project. Long considered important pillars of the scientific method, Modelling and Simulation have evolved from traditional discrete numerical methods to complex data-intensive continuous analytical optimisations. Resolution, scale, and accuracy have become essential to predict and analyse natural and complex systems in science and engineering. When their level of abstraction raises to have a better discernment of the domain at hand, their representation gets increasingly demanding for computational and data resources. On the other hand, High Performance Computing typically entails the effective use of parallel and distributed processing units coupled with efficient storage, communication and visualisation systems to underpin complex data-intensive applications in distinct scientific and technical domains. It is then arguably required to have a seamless interaction of High Performance Computing with Modelling and Simulation in order to store, compute, analyse, and visualise large data sets in science and engineering. Funded by the European Commission, cHiPSet has provided a dynamic trans-European forum for their members and distinguished guests to openly discuss novel perspectives and topics of interests for these two communities. This cHiPSet compendium presents a set of selected case studies related to healthcare, biological data, computational advertising, multimedia, finance, bioinformatics, and telecommunications

High-Performance Modelling and Simulation for Big Data Applications

This open access book was prepared as a Final Publication of the COST Action IC1406 “High-Performance Modelling and Simulation for Big Data Applications (cHiPSet)“ project. Long considered important pillars of the scientific method, Modelling and Simulation have evolved from traditional discrete numerical methods to complex data-intensive continuous analytical optimisations. Resolution, scale, and accuracy have become essential to predict and analyse natural and complex systems in science and engineering. When their level of abstraction raises to have a better discernment of the domain at hand, their representation gets increasingly demanding for computational and data resources. On the other hand, High Performance Computing typically entails the effective use of parallel and distributed processing units coupled with efficient storage, communication and visualisation systems to underpin complex data-intensive applications in distinct scientific and technical domains. It is then arguably required to have a seamless interaction of High Performance Computing with Modelling and Simulation in order to store, compute, analyse, and visualise large data sets in science and engineering. Funded by the European Commission, cHiPSet has provided a dynamic trans-European forum for their members and distinguished guests to openly discuss novel perspectives and topics of interests for these two communities. This cHiPSet compendium presents a set of selected case studies related to healthcare, biological data, computational advertising, multimedia, finance, bioinformatics, and telecommunications

A Comprehensive Survey on Particle Swarm Optimization Algorithm and Its Applications

Particle swarm optimization (PSO) is a heuristic global optimization method, proposed originally by Kennedy and Eberhart in 1995. It is now one of the most commonly used optimization techniques. This survey presented a comprehensive investigation of PSO. On one hand, we provided advances with PSO, including its modifications (including quantum-behaved PSO, bare-bones PSO, chaotic PSO, and fuzzy PSO), population topology (as fully connected, von Neumann, ring, star, random, etc.), hybridization (with genetic algorithm, simulated annealing, Tabu search, artificial immune system, ant colony algorithm, artificial bee colony, differential evolution, harmonic search, and biogeography-based optimization), extensions (to multiobjective, constrained, discrete, and binary optimization), theoretical analysis (parameter selection and tuning, and convergence analysis), and parallel implementation (in multicore, multiprocessor, GPU, and cloud computing forms). On the other hand, we offered a survey on applications of PSO to the following eight fields: electrical and electronic engineering, automation control systems, communication theory, operations research, mechanical engineering, fuel and energy, medicine, chemistry, and biology. It is hoped that this survey would be beneficial for the researchers studying PSO algorithms

Blockchain for secured IoT and D2D applications over 5G cellular networks : a thesis by publications presented in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Computer and Electronics Engineering, Massey University, Albany, New Zealand

Author's Declaration: "In accordance with Sensors, SpringerOpen, and IEEE’s copyright policy, this thesis contains the accepted and published version of each manuscript as the final version. Consequently, the content is identical to the published versions."The Internet of things (IoT) is in continuous development with ever-growing popularity. It brings significant benefits through enabling humans and the physical world to interact using various technologies from small sensors to cloud computing. IoT devices and networks are appealing targets of various cyber attacks and can be hampered by malicious intervening attackers if the IoT is not appropriately protected. However, IoT security and privacy remain a major challenge due to characteristics of the IoT, such as heterogeneity, scalability, nature of the data, and operation in open environments. Moreover, many existing cloud-based solutions for IoT security rely on central remote servers over vulnerable Internet connections. The decentralized and distributed nature of blockchain technology has attracted significant attention as a suitable solution to tackle the security and privacy concerns of the IoT and device-to-device (D2D) communication. This thesis explores the possible adoption of blockchain technology to address the security and privacy challenges of the IoT under the 5G cellular system. This thesis makes four novel contributions. First, a Multi-layer Blockchain Security (MBS) model is proposed to protect IoT networks while simplifying the implementation of blockchain technology. The concept of clustering is utilized to facilitate multi-layer architecture deployment and increase scalability. The K-unknown clusters are formed within the IoT network by applying a hybrid Evolutionary Computation Algorithm using Simulated Annealing (SA) and Genetic Algorithms (GA) to structure the overlay nodes. The open-source Hyperledger Fabric (HLF) Blockchain platform is deployed for the proposed model development. Base stations adopt a global blockchain approach to communicate with each other securely. The quantitative arguments demonstrate that the proposed clustering algorithm performs well when compared to the earlier reported methods. The proposed lightweight blockchain model is also better suited to balance network latency and throughput compared to a traditional global blockchain. Next, a model is proposed to integrate IoT systems and blockchain by implementing the permissioned blockchain Hyperledger Fabric. The security of the edge computing devices is provided by employing a local authentication process. A lightweight mutual authentication and authorization solution is proposed to ensure the security of tiny IoT devices within the ecosystem. In addition, the proposed model provides traceability for the data generated by the IoT devices. The performance of the proposed model is validated with practical implementation by measuring performance metrics such as transaction throughput and latency, resource consumption, and network use. The results indicate that the proposed platform with the HLF implementation is promising for the security of resource-constrained IoT devices and is scalable for deployment in various IoT scenarios. Despite the increasing development of blockchain platforms, there is still no comprehensive method for adopting blockchain technology on IoT systems due to the blockchain's limited capability to process substantial transaction requests from a massive number of IoT devices. The Fabric comprises various components such as smart contracts, peers, endorsers, validators, committers, and Orderers. A comprehensive empirical model is proposed that measures HLF's performance and identifies potential performance bottlenecks to better meet blockchain-based IoT applications' requirements. The implementation of HLF on distributed large-scale IoT systems is proposed. The performance of the HLF is evaluated in terms of throughput, latency, network sizes, scalability, and the number of peers serviceable by the platform. The experimental results demonstrate that the proposed framework can provide a detailed and real-time performance evaluation of blockchain systems for large-scale IoT applications. The diversity and the sheer increase in the number of connected IoT devices have brought significant concerns about storing and protecting the large IoT data volume. Dependencies of the centralized server solution impose significant trust issues and make it vulnerable to security risks. A layer-based distributed data storage design and implementation of a blockchain-enabled large-scale IoT system is proposed to mitigate these challenges by using the HLF platform for distributed ledger solutions. The need for a centralized server and third-party auditor is eliminated by leveraging HLF peers who perform transaction verification and records audits in a big data system with the help of blockchain technology. The HLF blockchain facilitates storing the lightweight verification tags on the blockchain ledger. In contrast, the actual metadata is stored in the off-chain big data system to reduce the communication overheads and enhance data integrity. Finally, experiments are conducted to evaluate the performance of the proposed scheme in terms of throughput, latency, communication, and computation costs. The results indicate the feasibility of the proposed solution to retrieve and store the provenance of large-scale IoT data within the big data ecosystem using the HLF blockchain

Short Papers of the 11th Conference on Cloud Computing Conference, Big Data & Emerging Topics (JCC-BD&ET 2023)

Compilación de los short papers presentados en las 11vas Jornadas de Cloud Computing, Big Data & Emerging Topics (JCC-BD&ET2023), llevadas a cabo en modalidad híbrida durante junio de 2023 y organizadas por el Instituto de Investigación en Informática LIDI (III-LIDI) y la Secretaría de Posgrado de la Facultad de Informática de la UNLP en colaboración con universidades de Argentina y del exterior.Facultad de Informátic