A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

A cloud-based intelligent computing system for contextual exploration on personal sleep-tracking data using association rule mining

With the development of wearable and mobile computing technology, more and more people start using sleep-tracking tools to collect personal sleep data on a daily basis aiming at understanding and improving their sleep. While sleep quality is influenced by many factors in a person’s lifestyle context, such as exercise, diet and steps walked, existing tools simply visualize sleep data per se on a dashboard rather than analyse those data in combination with contextual factors. Hence many people find it difficult to make sense of their sleep data. In this paper, we present a cloud-based intelligent computing system named SleepExplorer that incorporates sleep domain knowledge and association rule mining for automated analysis on personal sleep data in light of contextual factors. Experiments show that the same contextual factors can play a distinct role in sleep of different people, and SleepExplorer could help users discover factors that are most relevant to their personal sleep.

Clinical application of biomarkers in prostate cancer in men with metabolic syndrome project: Prostate Specific Membrane Antigen (PSMA) Positron Emission Tomography (PET) in diagnosing localised prostate cancer

Localised prostate cancer is a heterogenous disease and a multi-modal approach is required to accurately diagnose and stage the disease. Whilst the use of magnetic resonance imaging (MRI) has become more common, small volume and multi-focal disease are oft en diffi cult to characterise. Prostate specifi c membrane antigen is a cell surface protein, which is expressed in nearly all prostate cancer cells. Its expression is signifi cantly higher in high grade prostate cancer cells. In this study, we compare multi-parametric magnetic resonance imaging and 68-Gallinium-PSMA PET with whole-mount pathology of the prostate to evaluate the applicability of multiparameteric (MP) MRI and 68Ga-PSMA PET in detecting and locating tumour foci in patients with localised prostate cancer.

Structural analysis of the roles of influenza A virus membrane-associated proteins in assembly and morphology

The assembly of influenza A virus at the plasma membrane of infected cells leads to release of enveloped virions that are typically round in tissue culture-adapted strains but filamentous in strains isolated from patients. The viral proteins hemagglutinin (HA), neuraminidase (NA), matrix protein 1 (M1), and M2 ion channel all contribute to virus assembly. When expressed individually or in combination in cells, they can all, under certain conditions, mediate release of membrane-enveloped particles, but their relative roles in virus assembly, release, and morphology remain unclear. To investigate these roles, we produced membrane-enveloped particles by plasmid-derived expression of combinations of HA, NA, and M proteins (M1 and M2) or by infection with influenza A virus. We monitored particle release, particle morphology, and plasma membrane morphology by using biochemical methods, electron microscopy, electron tomography, and cryo-electron tomography. Our data suggest that HA, NA, or HANA (HA plus NA) expression leads to particle release through nonspecific induction of membrane curvature. In contrast, coexpression with the M proteins clusters the glycoproteins into filamentous membrane protrusions, which can be released as particles by formation of a constricted neck at the base. HA and NA are preferentially distributed to differently curved membranes within these particles. Both the budding intermediates and the released particles are morphologically similar to those produced during infection with influenza A virus. Together, our data provide new insights into influenza virus assembly and show that the M segment together with either of the glycoproteins is the minimal requirement to assemble and release membrane-enveloped particles that are truly virus-like.