The financial clouds review

This paper demonstrates financial enterprise portability, which involves moving entire application services from desktops to clouds and between different clouds, and is transparent to users who can work as if on their familiar systems. To demonstrate portability, reviews for several financial models are studied, where Monte Carlo Methods (MCM) and Black Scholes Model (BSM) are chosen. A special technique in MCM, Least Square Methods, is used to reduce errors while performing accurate calculations. The coding algorithm for MCM written in MATLAB is explained. Simulations for MCM are performed on different types of Clouds. Benchmark and experimental results are presented for discussion. 3D Black Scholes are used to explain the impacts and added values for risk analysis, and three different scenarios with 3D risk analysis are explained. We also discuss implications for banking and ways to track risks in order to improve accuracy. We have used a conceptual Cloud platform to explain our contributions in Financial Software as a Service (FSaaS) and the IBM Fined Grained Security Framework. Our objective is to demonstrate portability, speed, accuracy and reliability of applications in the clouds, while demonstrating portability for FSaaS and the Cloud Computing Business Framework (CCBF), which is proposed to deal with cloud portability

Computational Physics on Graphics Processing Units

The use of graphics processing units for scientific computations is an emerging strategy that can significantly speed up various different algorithms. In this review, we discuss advances made in the field of computational physics, focusing on classical molecular dynamics, and on quantum simulations for electronic structure calculations using the density functional theory, wave function techniques, and quantum field theory.Comment: Proceedings of the 11th International Conference, PARA 2012, Helsinki, Finland, June 10-13, 201

A Study of Speed of the Boundary Element Method as applied to the Realtime Computational Simulation of Biological Organs

In this work, possibility of simulating biological organs in realtime using the Boundary Element Method (BEM) is investigated. Biological organs are assumed to follow linear elastostatic material behavior, and constant boundary element is the element type used. First, a Graphics Processing Unit (GPU) is used to speed up the BEM computations to achieve the realtime performance. Next, instead of the GPU, a computer cluster is used. Results indicate that BEM is fast enough to provide for realtime graphics if biological organs are assumed to follow linear elastostatic material behavior. Although the present work does not conduct any simulation using nonlinear material models, results from using the linear elastostatic material model imply that it would be difficult to obtain realtime performance if highly nonlinear material models that properly characterize biological organs are used. Although the use of BEM for the simulation of biological organs is not new, the results presented in the present study are not found elsewhere in the literature.Comment: preprint, draft, 2 tables, 47 references, 7 files, Codes that can solve three dimensional linear elastostatic problems using constant boundary elements (of triangular shape) while ignoring body forces are provided as supplementary files; codes are distributed under the MIT License in three versions: i) MATLAB version ii) Fortran 90 version (sequential code) iii) Fortran 90 version (parallel code

CRANKITE: a fast polypeptide backbone conformation sampler

Background: CRANKITE is a suite of programs for simulating backbone conformations of polypeptides and proteins. The core of the suite is an efficient Metropolis Monte Carlo sampler of backbone conformations in continuous three-dimensional space in atomic details. Methods: In contrast to other programs relying on local Metropolis moves in the space of dihedral angles, our sampler utilizes local crankshaft rotations of rigid peptide bonds in Cartesian space. Results: The sampler allows fast simulation and analysis of secondary structure formation and conformational changes for proteins of average length

A Numerical Simulation of the Reconnection Layer in 2D Resistive MHD

In this paper we present a two-dimensional, time dependent, numerical simulation of a reconnection current layer in incompressible resistive magnetohydrodynamics with uniform resistivity in the limit of very large Lundquist numbers. We use realistic boundary conditions derived consistently from the outside magnetic field, and we also take into account the effect of the back pressure from flow into the the separatrix region. We find that within a few Alfven times the system evolves from an arbitrary initial state to a steady state consistent with the Sweet--Parker model, even if the initial state is Petschek-like.Comment: 33 pages, 17 figure

First principles of modelling the stabilization of microturbulence by fast ions

The observation that fast ions stabilize ion-temperature-gradient-driven microturbulence has profound implications for future fusion reactors. It is also important in optimizing the performance of present-day devices. In this work, we examine in detail the phenomenology of fast ion stabilization and present a reduced model which describes this effect. This model is derived from the high-energy limit of the gyrokinetic equation and extends the existing "dilution" model to account for nontrivial fast ion kinetics. Our model provides a physically-transparent explanation for the observed stabilization and makes several key qualitative predictions. Firstly, that different classes of fast ions, depending on their radial density or temperature variation, have different stabilizing properties. Secondly, that zonal flows are an important ingredient in this effect precisely because the fast ion zonal response is negligible. Finally, that in the limit of highly-energetic fast ions, their response approaches that of the "dilution" model; in particular, alpha particles are expected to have little, if any, stabilizing effect on plasma turbulence. We support these conclusions through detailed linear and nonlinear gyrokinetic simulations.Comment: 29 pages, 10 figures, 3 table

Thinking Fast and Slow with Deep Learning and Tree Search

Sequential decision making problems, such as structured prediction, robotic control, and game playing, require a combination of planning policies and generalisation of those plans. In this paper, we present Expert Iteration (ExIt), a novel reinforcement learning algorithm which decomposes the problem into separate planning and generalisation tasks. Planning new policies is performed by tree search, while a deep neural network generalises those plans. Subsequently, tree search is improved by using the neural network policy to guide search, increasing the strength of new plans. In contrast, standard deep Reinforcement Learning algorithms rely on a neural network not only to generalise plans, but to discover them too. We show that ExIt outperforms REINFORCE for training a neural network to play the board game Hex, and our final tree search agent, trained tabula rasa, defeats MoHex 1.0, the most recent Olympiad Champion player to be publicly released.Comment: v1 to v2: - Add a value function in MCTS - Some MCTS hyper-parameters changed - Repetition of experiments: improved accuracy and errors shown. (note the reduction in effect size for the tpt/cat experiment) - Results from a longer training run, including changes in expert strength in training - Comparison to MoHex. v3: clarify independence of ExIt and AG0. v4: see appendix