Working with OpenCL to Speed Up a Genetic Programming Financial Forecasting Algorithm: Initial Results

The genetic programming tool EDDIE has been shown to be a successful financial forecasting tool, however it has suffered from an increase in execution time as new features have been added. Speed is an important aspect in financial problems, especially in the field of algorithmic trading, where a delay in taking a decision could cost millions. To offset this performance loss, EDDIE has been modified to take advantage of multi-core CPUs and dedicated GPUs. This has been achieved by modifying the candidate solution evaluation to use an OpenCL kernel, allowing the parallel evaluation of solutions. Our computational results have shown improvements in the running time of EDDIE when the evaluation was delegated to the OpenCL kernel running on a multi-core CPU, with speed ups up to 21 times faster than the original EDDIE algorithm. While most previous works in the literature reported significantly improvements in performance when running an OpenCL kernel on a GPU device, we did not observe this in our results. Further investigation revealed that memory copying overheads and branching code in the kernel are potentially causes of the (under-)performance of the OpenCL kernel when running on the GPU device

Efficient and Reasonable Object-Oriented Concurrency

Making threaded programs safe and easy to reason about is one of the chief difficulties in modern programming. This work provides an efficient execution model for SCOOP, a concurrency approach that provides not only data race freedom but also pre/postcondition reasoning guarantees between threads. The extensions we propose influence both the underlying semantics to increase the amount of concurrent execution that is possible, exclude certain classes of deadlocks, and enable greater performance. These extensions are used as the basis an efficient runtime and optimization pass that improve performance 15x over a baseline implementation. This new implementation of SCOOP is also 2x faster than other well-known safe concurrent languages. The measurements are based on both coordination-intensive and data-manipulation-intensive benchmarks designed to offer a mixture of workloads.Comment: Proceedings of the 10th Joint Meeting of the European Software Engineering Conference and the ACM SIGSOFT Symposium on the Foundations of Software Engineering (ESEC/FSE '15). ACM, 201