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

Community Detection via Maximization of Modularity and Its Variants

In this paper, we first discuss the definition of modularity (Q) used as a metric for community quality and then we review the modularity maximization approaches which were used for community detection in the last decade. Then, we discuss two opposite yet coexisting problems of modularity optimization: in some cases, it tends to favor small communities over large ones while in others, large communities over small ones (so called the resolution limit problem). Next, we overview several community quality metrics proposed to solve the resolution limit problem and discuss Modularity Density (Qds) which simultaneously avoids the two problems of modularity. Finally, we introduce two novel fine-tuned community detection algorithms that iteratively attempt to improve the community quality measurements by splitting and merging the given network community structure. The first of them, referred to as Fine-tuned Q, is based on modularity (Q) while the second one is based on Modularity Density (Qds) and denoted as Fine-tuned Qds. Then, we compare the greedy algorithm of modularity maximization (denoted as Greedy Q), Fine-tuned Q, and Fine-tuned Qds on four real networks, and also on the classical clique network and the LFR benchmark networks, each of which is instantiated by a wide range of parameters. The results indicate that Fine-tuned Qds is the most effective among the three algorithms discussed. Moreover, we show that Fine-tuned Qds can be applied to the communities detected by other algorithms to significantly improve their results

Digital Ecosystems: Ecosystem-Oriented Architectures

We view Digital Ecosystems to be the digital counterparts of biological ecosystems. Here, we are concerned with the creation of these Digital Ecosystems, exploiting the self-organising properties of biological ecosystems to evolve high-level software applications. Therefore, we created the Digital Ecosystem, a novel optimisation technique inspired by biological ecosystems, where the optimisation works at two levels: a first optimisation, migration of agents which are distributed in a decentralised peer-to-peer network, operating continuously in time; this process feeds a second optimisation based on evolutionary computing that operates locally on single peers and is aimed at finding solutions to satisfy locally relevant constraints. The Digital Ecosystem was then measured experimentally through simulations, with measures originating from theoretical ecology, evaluating its likeness to biological ecosystems. This included its responsiveness to requests for applications from the user base, as a measure of the ecological succession (ecosystem maturity). Overall, we have advanced the understanding of Digital Ecosystems, creating Ecosystem-Oriented Architectures where the word ecosystem is more than just a metaphor.Comment: 39 pages, 26 figures, journa

Memristors for the Curious Outsiders

We present both an overview and a perspective of recent experimental advances and proposed new approaches to performing computation using memristors. A memristor is a 2-terminal passive component with a dynamic resistance depending on an internal parameter. We provide an brief historical introduction, as well as an overview over the physical mechanism that lead to memristive behavior. This review is meant to guide nonpractitioners in the field of memristive circuits and their connection to machine learning and neural computation.Comment: Perpective paper for MDPI Technologies; 43 page

Effective Large Scale Computing Software for Parallel Mesh Generation

Scientists commonly turn to supercomputers or Clusters of Workstations with hundreds (even thousands) of nodes to generate meshes for large-scale simulations. Parallel mesh generation software is then used to decompose the original mesh generation problem into smaller sub-problems that can be solved (meshed) in parallel. The size of the final mesh is limited by the amount of aggregate memory of the parallel machine. Also, requesting many compute nodes on a shared computing resource may result in a long waiting, far surpassing the time it takes to solve the problem.;These two problems (i.e., insufficient memory when computing on a small number of nodes, and long waiting times when using many nodes from a shared computing resource) can be addressed by using out-of-core algorithms. These are algorithms that keep most of the dataset out-of-core (i.e., outside of memory, on disk) and load only a portion in-core (i.e., into memory) at a time.;We explored two approaches to out-of-core computing. First, we presented a traditional approach, which is to modify the existing in-core algorithms to enable out-of-core computing. While we achieved good performance with this approach the task is complex and labor intensive. An alternative approach, we presented a runtime system designed to support out-of-core applications. It requires little modification of the existing in-core application code and still produces acceptable results. Evaluation of the runtime system showed little performance degradation while simplifying and shortening the development cycle of out-of-core applications. The overhead from using the runtime system for small problem sizes is between 12% and 41% while the overlap of computation, communication and disk I/O is above 50% and as high as 61% for large problems.;The main contribution of our work is the ability to utilize computing resources more effectively. The user has a choice of either solving larger problems, that otherwise would not be possible, or solving problems of the same size but using fewer computing nodes, thus reducing the waiting time on shared clusters and supercomputers. We demonstrated that the latter could potentially lead to substantially shorter wall-clock time

A Survey on Natural Inspired Computing (NIC): Algorithms and Challenges

Nature employs interactive images to incorporate end users2019; awareness and implication aptitude form inspirations into statistical/algorithmic information investigation procedures. Nature-inspired Computing (NIC) is an energetic research exploration field that has appliances in various areas, like as optimization, computational intelligence, evolutionary computation, multi-objective optimization, data mining, resource management, robotics, transportation and vehicle routing. The promising playing field of NIC focal point on managing substantial, assorted and self-motivated dimensions of information all the way through the incorporation of individual opinion by means of inspiration as well as communication methods in the study practices. In addition, it is the permutation of correlated study parts together with Bio-inspired computing, Artificial Intelligence and Machine learning that revolves efficient diagnostics interested in a competent pasture of study. This article intend at given that a summary of Nature-inspired Computing, its capacity and concepts and particulars the most significant scientific study algorithms in the field