High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

High performance genetic programming on GPU

The availability of low cost powerful parallel graphics cards has stimulated the port of Genetic Programming (GP) on Graphics Processing Units (GPUs). Our work focuses on the possibilities offered by Nvidia G80 GPUs when pro-grammed in the CUDA language. We compare two par-allelization schemes that evaluate several GP programs in parallel. We show that the fine grain distribution of compu-tations over the elementary processors greatly impacts per-formances. We also present memory and representation op-timizations that further enhance computation speed, up to 2.8 billion GP operations per second. The code has been developed with the well known ECJ library

Parallel Algorithm for Solving Kepler's Equation on Graphics Processing Units: Application to Analysis of Doppler Exoplanet Searches

[Abridged] We present the results of a highly parallel Kepler equation solver using the Graphics Processing Unit (GPU) on a commercial nVidia GeForce 280GTX and the "Compute Unified Device Architecture" programming environment. We apply this to evaluate a goodness-of-fit statistic (e.g., chi^2) for Doppler observations of stars potentially harboring multiple planetary companions (assuming negligible planet-planet interactions). We tested multiple implementations using single precision, double precision, pairs of single precision, and mixed precision arithmetic. We find that the vast majority of computations can be performed using single precision arithmetic, with selective use of compensated summation for increased precision. However, standard single precision is not adequate for calculating the mean anomaly from the time of observation and orbital period when evaluating the goodness-of-fit for real planetary systems and observational data sets. Using all double precision, our GPU code outperforms a similar code using a modern CPU by a factor of over 60. Using mixed-precision, our GPU code provides a speed-up factor of over 600, when evaluating N_sys > 1024 models planetary systems each containing N_pl = 4 planets and assuming N_obs = 256 observations of each system. We conclude that modern GPUs also offer a powerful tool for repeatedly evaluating Kepler's equation and a goodness-of-fit statistic for orbital models when presented with a large parameter space.Comment: 19 pages, to appear in New Astronom

GPU acceleration of brain image proccessing

Durante los últimos años se ha venido demostrando el alto poder computacional que ofrecen las GPUs a la hora de resolver determinados problemas. Al mismo tiempo, existen campos en los que no es posible beneficiarse completamente de las mejoras conseguidas por los investigadores, debido principalmente a que los tiempos de ejecución de las aplicaciones llegan a ser extremadamente largos. Este es por ejemplo el caso del registro de imágenes en medicina. A pesar de que se han conseguido aceleraciones sobre el registro de imágenes, su uso en la práctica clínica es aún limitado. Entre otras cosas, esto se debe al rendimiento conseguido. Por lo tanto se plantea como objetivo de este proyecto, conseguir mejorar los tiempos de ejecución de una aplicación dedicada al resgitro de imágenes en medicina, con el fin de ayudar a aliviar este problema