ADAM: A Decentralized Parallel Computer Architecture Featuring Fast Thread and Data Migration and a Uniform Hardware Abstraction

The furious pace of Moore's Law is driving computer architecture into a realm where the the speed of light is the dominant factor in system latencies. The number of clock cycles to span a chip are increasing, while the number of bits that can be accessed within a clock cycle is decreasing. Hence, it is becoming more difficult to hide latency. One alternative solution is to reduce latency by migrating threads and data, but the overhead of existing implementations has previously made migration an unserviceable solution so far. I present an architecture, implementation, and mechanisms that reduces the overhead of migration to the point where migration is a viable supplement to other latency hiding mechanisms, such as multithreading. The architecture is abstract, and presents programmers with a simple, uniform fine-grained multithreaded parallel programming model with implicit memory management. In other words, the spatial nature and implementation details (such as the number of processors) of a parallel machine are entirely hidden from the programmer. Compiler writers are encouraged to devise programming languages for the machine that guide a programmer to express their ideas in terms of objects, since objects exhibit an inherent physical locality of data and code. The machine implementation can then leverage this locality to automatically distribute data and threads across the physical machine by using a set of high performance migration mechanisms. An implementation of this architecture could migrate a null thread in 66 cycles -- over a factor of 1000 improvement over previous work. Performance also scales well; the time required to move a typical thread is only 4 to 5 times that of a null thread. Data migration performance is similar, and scales linearly with data block size. Since the performance of the migration mechanism is on par with that of an L2 cache, the implementation simulated in my work has no data caches and relies instead on multithreading and the migration mechanism to hide and reduce access latencies.

Modeling Stock Order Flows and Learning Market-Making from Data

Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling the market as a dynamic system and a reinforcement learning algorithm that learns profitable market-making strategies when run on this model. The sequence of buys and sells for a particular stock, the order flow, we model as an Input-Output Hidden Markov Model fit to historical data. When combined with the dynamics of the order book, this creates a highly non-linear and difficult dynamic system. Our reinforcement learning algorithm, based on likelihood ratios, is run on this partially-observable environment. We demonstrate learning results for two separate real stocks.