21,110 research outputs found
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
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 ejecuciĂłn 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 clĂnica es aĂşn 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
Report from the MPP Working Group to the NASA Associate Administrator for Space Science and Applications
NASA's Office of Space Science and Applications (OSSA) gave a select group of scientists the opportunity to test and implement their computational algorithms on the Massively Parallel Processor (MPP) located at Goddard Space Flight Center, beginning in late 1985. One year later, the Working Group presented its report, which addressed the following: algorithms, programming languages, architecture, programming environments, the way theory relates, and performance measured. The findings point to a number of demonstrated computational techniques for which the MPP architecture is ideally suited. For example, besides executing much faster on the MPP than on conventional computers, systolic VLSI simulation (where distances are short), lattice simulation, neural network simulation, and image problems were found to be easier to program on the MPP's architecture than on a CYBER 205 or even a VAX. The report also makes technical recommendations covering all aspects of MPP use, and recommendations concerning the future of the MPP and machines based on similar architectures, expansion of the Working Group, and study of the role of future parallel processors for space station, EOS, and the Great Observatories era
Deep learning for video game playing
In this article, we review recent Deep Learning advances in the context of
how they have been applied to play different types of video games such as
first-person shooters, arcade games, and real-time strategy games. We analyze
the unique requirements that different game genres pose to a deep learning
system and highlight important open challenges in the context of applying these
machine learning methods to video games, such as general game playing, dealing
with extremely large decision spaces and sparse rewards
- …