23,266 research outputs found

    High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

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    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

    State-of-the-art in aerodynamic shape optimisation methods

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    Aerodynamic optimisation has become an indispensable component for any aerodynamic design over the past 60 years, with applications to aircraft, cars, trains, bridges, wind turbines, internal pipe flows, and cavities, among others, and is thus relevant in many facets of technology. With advancements in computational power, automated design optimisation procedures have become more competent, however, there is an ambiguity and bias throughout the literature with regards to relative performance of optimisation architectures and employed algorithms. This paper provides a well-balanced critical review of the dominant optimisation approaches that have been integrated with aerodynamic theory for the purpose of shape optimisation. A total of 229 papers, published in more than 120 journals and conference proceedings, have been classified into 6 different optimisation algorithm approaches. The material cited includes some of the most well-established authors and publications in the field of aerodynamic optimisation. This paper aims to eliminate bias toward certain algorithms by analysing the limitations, drawbacks, and the benefits of the most utilised optimisation approaches. This review provides comprehensive but straightforward insight for non-specialists and reference detailing the current state for specialist practitioners

    Generalized disjunction decomposition for the evolution of programmable logic array structures

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    Evolvable hardware refers to a self reconfigurable electronic circuit, where the circuit configuration is under the control of an evolutionary algorithm. Evolvable hardware has shown one of its main deficiencies, when applied to solving real world applications, to be scalability. In the past few years several techniques have been proposed to avoid and/or solve this problem. Generalized disjunction decomposition (GDD) is one of these proposed methods. GDD was successful for the evolution of large combinational logic circuits based on a FPGA structure when used together with bi-directional incremental evolution and with (1+Ă«) evolution strategy. In this paper a modified generalized disjunction decomposition, together with a recently introduced multi-population genetic algorithm, are implemented and tested for its scalability for solving large combinational logic circuits based on Programmable Logic Array (PLA) structures

    Exact Computation of Influence Spread by Binary Decision Diagrams

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    Evaluating influence spread in social networks is a fundamental procedure to estimate the word-of-mouth effect in viral marketing. There are enormous studies about this topic; however, under the standard stochastic cascade models, the exact computation of influence spread is known to be #P-hard. Thus, the existing studies have used Monte-Carlo simulation-based approximations to avoid exact computation. We propose the first algorithm to compute influence spread exactly under the independent cascade model. The algorithm first constructs binary decision diagrams (BDDs) for all possible realizations of influence spread, then computes influence spread by dynamic programming on the constructed BDDs. To construct the BDDs efficiently, we designed a new frontier-based search-type procedure. The constructed BDDs can also be used to solve other influence-spread related problems, such as random sampling without rejection, conditional influence spread evaluation, dynamic probability update, and gradient computation for probability optimization problems. We conducted computational experiments to evaluate the proposed algorithm. The algorithm successfully computed influence spread on real-world networks with a hundred edges in a reasonable time, which is quite impossible by the naive algorithm. We also conducted an experiment to evaluate the accuracy of the Monte-Carlo simulation-based approximation by comparing exact influence spread obtained by the proposed algorithm.Comment: WWW'1

    Simulating chemistry efficiently on fault-tolerant quantum computers

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    Quantum computers can in principle simulate quantum physics exponentially faster than their classical counterparts, but some technical hurdles remain. Here we consider methods to make proposed chemical simulation algorithms computationally fast on fault-tolerant quantum computers in the circuit model. Fault tolerance constrains the choice of available gates, so that arbitrary gates required for a simulation algorithm must be constructed from sequences of fundamental operations. We examine techniques for constructing arbitrary gates which perform substantially faster than circuits based on the conventional Solovay-Kitaev algorithm [C.M. Dawson and M.A. Nielsen, \emph{Quantum Inf. Comput.}, \textbf{6}:81, 2006]. For a given approximation error Ï”\epsilon, arbitrary single-qubit gates can be produced fault-tolerantly and using a limited set of gates in time which is O(logâĄÏ”)O(\log \epsilon) or O(log⁥logâĄÏ”)O(\log \log \epsilon); with sufficient parallel preparation of ancillas, constant average depth is possible using a method we call programmable ancilla rotations. Moreover, we construct and analyze efficient implementations of first- and second-quantized simulation algorithms using the fault-tolerant arbitrary gates and other techniques, such as implementing various subroutines in constant time. A specific example we analyze is the ground-state energy calculation for Lithium hydride.Comment: 33 pages, 18 figure
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