Resource management for extreme scale high performance computing systems in the presence of failures

2018 Summer.Includes bibliographical references.High performance computing (HPC) systems, such as data centers and supercomputers, coordinate the execution of large-scale computation of applications over tens or hundreds of thousands of multicore processors. Unfortunately, as the size of HPC systems continues to grow towards exascale complexities, these systems experience an exponential growth in the number of failures occurring in the system. These failures reduce performance and increase energy use, reducing the efficiency and effectiveness of emerging extreme-scale HPC systems. Applications executing in parallel on individual multicore processors also suffer from decreased performance and increased energy use as a result of applications being forced to share resources, in particular, the contention from multiple application threads sharing the last-level cache causes performance degradation. These challenges make it increasingly important to characterize and optimize the performance and behavior of applications that execute in these systems. To address these challenges, in this dissertation we propose a framework for intelligently characterizing and managing extreme-scale HPC system resources. We devise various techniques to mitigate the negative effects of failures and resource contention in HPC systems. In particular, we develop new HPC resource management techniques for intelligently utilizing system resources through the (a) optimal scheduling of applications to HPC nodes and (b) the optimal configuration of fault resilience protocols. These resource management techniques employ information obtained from historical analysis as well as theoretical and machine learning methods for predictions. We use these data to characterize system performance, energy use, and application behavior when operating under the uncertainty of performance degradation from both system failures and resource contention. We investigate how to better characterize and model the negative effects from system failures as well as application co-location on large-scale HPC computing systems. Our analysis of application and system behavior also investigates: the interrelated effects of network usage of applications and fault resilience protocols; checkpoint interval selection and its sensitivity to system parameters for various checkpoint-based fault resilience protocols; and performance comparisons of various promising strategies for fault resilience in exascale-sized systems

Principal component analysis of the yield curve

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThis report deals with one of the remaining key problems in financial decision taking: the forecast of the term structure at different time horizons. Specifically: I will forecast the Euro Interest Rate Swap with a macro factor augmented autoregressive principal component model. I achieve forecasts that significantly outperform the Random Walk for medium to long term horizons when using a short rolling time window. Including macro factors leads to even better results

Organic matter quality in North Sea sediments

In order to establish a direct link between organic matter inputs to marine coastal areas and the macrobenthic community structure, essential data on the degradation state and biovailability of sedimentary organic matter in combination with the local macrobenthic community were gathered. Linking biogeomical sediment parameters and macrofaunal characteristics is especially important to improve our understanding of the potantial effects of increased carbon loading related directly (sewage discharge) or indirectly (eutrophication) to human activity in the coastal zone. ... Zie: Summary