Curriculum Guidelines for Undergraduate Programs in Data Science

The Park City Math Institute (PCMI) 2016 Summer Undergraduate Faculty Program met for the purpose of composing guidelines for undergraduate programs in Data Science. The group consisted of 25 undergraduate faculty from a variety of institutions in the U.S., primarily from the disciplines of mathematics, statistics and computer science. These guidelines are meant to provide some structure for institutions planning for or revising a major in Data Science

RELEASE: A High-level Paradigm for Reliable Large-scale Server Software

Erlang is a functional language with a much-emulated model for building reliable distributed systems. This paper outlines the RELEASE project, and describes the progress in the first six months. The project aim is to scale the Erlang’s radical concurrency-oriented programming paradigm to build reliable general-purpose software, such as server-based systems, on massively parallel machines. Currently Erlang has inherently scalable computation and reliability models, but in practice scalability is constrained by aspects of the language and virtual machine. We are working at three levels to address these challenges: evolving the Erlang virtual machine so that it can work effectively on large scale multicore systems; evolving the language to Scalable Distributed (SD) Erlang; developing a scalable Erlang infrastructure to integrate multiple, heterogeneous clusters. We are also developing state of the art tools that allow programmers to understand the behaviour of massively parallel SD Erlang programs. We will demonstrate the effectiveness of the RELEASE approach using demonstrators and two large case studies on a Blue Gene

Volatility forecasting

Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications. Volatility is inherently latent, and Section 1 begins with a brief intuitive account of various key volatility concepts. Section 2 then discusses a series of different economic situations in which volatility plays a crucial role, ranging from the use of volatility forecasts in portfolio allocation to density forecasting in risk management. Sections 3, 4 and 5 present a variety of alternative procedures for univariate volatility modeling and forecasting based on the GARCH, stochastic volatility and realized volatility paradigms, respectively. Section 6 extends the discussion to the multivariate problem of forecasting conditional covariances and correlations, and Section 7 discusses volatility forecast evaluation methods in both univariate and multivariate cases. Section 8 concludes briefly. JEL Klassifikation: C10, C53, G1

Random Sampling in Computational Algebra: Helly Numbers and Violator Spaces

This paper transfers a randomized algorithm, originally used in geometric optimization, to computational problems in commutative algebra. We show that Clarkson's sampling algorithm can be applied to two problems in computational algebra: solving large-scale polynomial systems and finding small generating sets of graded ideals. The cornerstone of our work is showing that the theory of violator spaces of G\"artner et al.\ applies to polynomial ideal problems. To show this, one utilizes a Helly-type result for algebraic varieties. The resulting algorithms have expected runtime linear in the number of input polynomials, making the ideas interesting for handling systems with very large numbers of polynomials, but whose rank in the vector space of polynomials is small (e.g., when the number of variables and degree is constant).Comment: Minor edits, added two references; results unchange

Homomorphic encryption and some black box attacks

This paper is a compressed summary of some principal definitions and concepts in the approach to the black box algebra being developed by the authors. We suggest that black box algebra could be useful in cryptanalysis of homomorphic encryption schemes, and that homomorphic encryption is an area of research where cryptography and black box algebra may benefit from exchange of ideas