Upon a Message-Oriented Trading API

In this paper, we introduce the premises for a trading system application-programming interface (API) based on a message-oriented middleware (MOM), and present the results of our research regarding the design and the implementation of a simulation-trading system employing a service-oriented architecture (SOA) and messaging. Our research has been conducted with the aim of creating a simulation-trading platform, within the academic environment, that will provide both the foundation for future experiments with trading systems architectures, components, APIs, and the framework for research on trading strategies, trading algorithm design, and equity markets analysis tools. Mathematics Subject Classification: 68M14 (distributed systems).Trading System API, Straight-Through Processing, Distributed Computing, Service-Oriented Architecture (SOA), Message-Oriented Middleware (MOM), Java Message Service (JMS), OpenMQ

Anode-Coupled Readout for Light Collection in Liquid Argon TPCs

This paper will discuss a new method of signal read-out from photon detectors in ultra-large, underground liquid argon time projection chambers. In this design, the signal from the light collection system is coupled via capacitive plates to the TPC wire-planes. This signal is then read out using the same cabling and electronics as the charge information. This greatly benefits light collection: it eliminates the need for an independent readout, substantially reducing cost; It reduces the number of cables in the vapor region of the TPC that can produce impurities; And it cuts down on the number of feed-throughs in the cryostat wall that can cause heat-leaks and potential points of failure. We present experimental results that demonstrate the sensitivity of a LArTPC wire plane to photon detector signals. We also simulate the effect of a 1 $\mu$s shaping time and a 2 MHz sampling rate on these signals in the presence of noise, and find that a single photoelectron timing resolution of $\sim$30 ns can be achieved.Comment: 16 pages, 15 figure

Survey and Analysis of Production Distributed Computing Infrastructures

This report has two objectives. First, we describe a set of the production distributed infrastructures currently available, so that the reader has a basic understanding of them. This includes explaining why each infrastructure was created and made available and how it has succeeded and failed. The set is not complete, but we believe it is representative. Second, we describe the infrastructures in terms of their use, which is a combination of how they were designed to be used and how users have found ways to use them. Applications are often designed and created with specific infrastructures in mind, with both an appreciation of the existing capabilities provided by those infrastructures and an anticipation of their future capabilities. Here, the infrastructures we discuss were often designed and created with specific applications in mind, or at least specific types of applications. The reader should understand how the interplay between the infrastructure providers and the users leads to such usages, which we call usage modalities. These usage modalities are really abstractions that exist between the infrastructures and the applications; they influence the infrastructures by representing the applications, and they influence the ap- plications by representing the infrastructures

Advanced manned space flight simulation and training: An investigation of simulation host computer system concepts

The findings of a preliminary investigation by Southwest Research Institute (SwRI) in simulation host computer concepts is presented. It is designed to aid NASA in evaluating simulation technologies for use in spaceflight training. The focus of the investigation is on the next generation of space simulation systems that will be utilized in training personnel for Space Station Freedom operations. SwRI concludes that NASA should pursue a distributed simulation host computer system architecture for the Space Station Training Facility (SSTF) rather than a centralized mainframe based arrangement. A distributed system offers many advantages and is seen by SwRI as the only architecture that will allow NASA to achieve established functional goals and operational objectives over the life of the Space Station Freedom program. Several distributed, parallel computing systems are available today that offer real-time capabilities for time critical, man-in-the-loop simulation. These systems are flexible in terms of connectivity and configurability, and are easily scaled to meet increasing demands for more computing power

Scaling up classification rule induction through parallel processing

The fast increase in the size and number of databases demands data mining approaches that are scalable to large amounts of data. This has led to the exploration of parallel computing technologies in order to perform data mining tasks concurrently using several processors. Parallelization seems to be a natural and cost-effective way to scale up data mining technologies. One of the most important of these data mining technologies is the classification of newly recorded data. This paper surveys advances in parallelization in the field of classification rule induction

A study of aspects of synchronisation and communication in certain parallel computer architectures

This paper examines methods for synchronisation and communication between tasks in highly parallel arrays of processors. The development of various methods is researched and simulation techniques are applied to specific structures, to examine their effectiveness. Two approaches to simulation are presented, in the first case a discrete event simulator is applied to task synchronisation implemented with semaphores in a close coupled environment. Secondly the concurrent programming language Occam is used to simulate a systolic configuration of processors. In this case the design is verified, through actual system construction. Conclusions are drawn regarding the design disciplines and structure imposed by the use of these simulation techniques. A close relationship is found between the behaviour of a simulation written in Occam and the same structure constructed from multiple processors. Further research is suggested into the subject of dataflow processors, to find suitable means for simulating such systems, prior to implementation. A type of test vehicle is proposed that would operate a dataflow processor under the control of the development system

Application of technology developed for flight simulation at NASA. Langley Research Center

In order to meet the stringent time-critical requirements for real-time man-in-the-loop flight simulation, computer processing operations including mathematical model computation and data input/output to the simulators must be deterministic and be completed in as short a time as possible. Personnel at NASA's Langley Research Center are currently developing the use of supercomputers for simulation mathematical model computation for real-time simulation. This, coupled with the use of an open systems software architecture, will advance the state-of-the-art in real-time flight simulation

Integration of tools for the Design and Assessment of High-Performance, Highly Reliable Computing Systems (DAHPHRS), phase 1

Systems for Space Defense Initiative (SDI) space applications typically require both high performance and very high reliability. These requirements present the systems engineer evaluating such systems with the extremely difficult problem of conducting performance and reliability trade-offs over large design spaces. A controlled development process supported by appropriate automated tools must be used to assure that the system will meet design objectives. This report describes an investigation of methods, tools, and techniques necessary to support performance and reliability modeling for SDI systems development. Models of the JPL Hypercubes, the Encore Multimax, and the C.S. Draper Lab Fault-Tolerant Parallel Processor (FTPP) parallel-computing architectures using candidate SDI weapons-to-target assignment algorithms as workloads were built and analyzed as a means of identifying the necessary system models, how the models interact, and what experiments and analyses should be performed. As a result of this effort, weaknesses in the existing methods and tools were revealed and capabilities that will be required for both individual tools and an integrated toolset were identified

HPC Cloud for Scientific and Business Applications: Taxonomy, Vision, and Research Challenges

High Performance Computing (HPC) clouds are becoming an alternative to on-premise clusters for executing scientific applications and business analytics services. Most research efforts in HPC cloud aim to understand the cost-benefit of moving resource-intensive applications from on-premise environments to public cloud platforms. Industry trends show hybrid environments are the natural path to get the best of the on-premise and cloud resources---steady (and sensitive) workloads can run on on-premise resources and peak demand can leverage remote resources in a pay-as-you-go manner. Nevertheless, there are plenty of questions to be answered in HPC cloud, which range from how to extract the best performance of an unknown underlying platform to what services are essential to make its usage easier. Moreover, the discussion on the right pricing and contractual models to fit small and large users is relevant for the sustainability of HPC clouds. This paper brings a survey and taxonomy of efforts in HPC cloud and a vision on what we believe is ahead of us, including a set of research challenges that, once tackled, can help advance businesses and scientific discoveries. This becomes particularly relevant due to the fast increasing wave of new HPC applications coming from big data and artificial intelligence.Comment: 29 pages, 5 figures, Published in ACM Computing Surveys (CSUR