On the Viability of Microservers for Financial Analytics

Energy consumption and total cost of ownership are daunting challenges for Datacenters, because they scale disproportionately with performance. Datacenters running financial analytics may incur extremely high operational costs in order to meet performance and latency requirements of their hosted applications. Recently, ARM-based microservers have emerged as a viable alternative to high-end servers, promising scalable performance via scale-out approaches and low energy consumption. In this paper, we investigate the viability of ARM-based microservers for option pricing, using the Monte Carlo and Binomial Tree kernels. We compare an ARM-based microserver against a state-of-the-art x86 server. We define application-related but platform-independent energy and performance metrics to compare those platforms fairly in the context of datacenters for financial analytics and give insight on the particular requirements of option pricing. Our experiments show that through scaling out energyefficient compute nodes within a 2U rack-mounted unit, an ARM-based microserver consumes as little as about 60% of the energy per option pricing compared to an x86 server, despite having significantly slower cores. We also find that the ARM microserver scales enough to meet a high fraction of market throughput demand, while consuming up to 30% less energy than an Intel server

Iso-Quality of Service: Fairly Ranking Servers for Real-Time Data Analytics

We present a mathematically rigorous Quality-of-Service (QoS) metric which relates the achievable quality of service metric (QoS) for a real-time analytics service to the server energy cost of offering the service. Using a new iso-QoS evaluation methodology, we scale server resources to meet QoS targets and directly rank the servers in terms of their energy-efficiency and by extension cost of ownership. Our metric and method are platform-independent and enable fair comparison of datacenter compute servers with significant architectural diversity, including micro-servers. We deploy our metric and methodology to compare three servers running financial option pricing workloads on real-life market data. We find that server ranking is sensitive to data inputs and desired QoS level and that although scale-out micro-servers can be up to two times more energy-efficient than conventional heavyweight servers for the same target QoS, they are still six times less energy efficient than high-performance computational accelerators.

Methods and Metrics for Fair Server Assessment under Real-Time Financial Workloads

We present a rigorous methodology and new metrics for fair comparison of server and microserver platforms. Deploying our methodology and metrics, we compare a microserver with ARM cores against two servers with ×86 cores running the same real-time financial analytics workload. We define workload-specific but platform-independent performance metrics for platform comparison, targeting both datacenter operators and end users. Our methodology establishes that a server based on the Xeon Phi co-processor delivers the highest performance and energy efficiency. However, by scaling out energy-efficient microservers, we achieve competitive or better energy efficiency than a power-equivalent server with two Sandy Bridge sockets, despite the microserver's slower cores. Using a new iso-QoS metric, we find that the ARM microserver scales enough to meet market throughput demand, that is, a 100% QoS in terms of timely option pricing, with as little as 55% of the energy consumed by the Sandy Bridge server.

An efficient feature selection method for mobile devices with application to activity recognition

This paper presents a feature selection method for data classification, which combines a model-based variable selection technique and a fast two-stage subset selection algorithm. The relationship between a specified (and complete) set of candidate features and the class label is modelled using a non-linear full regression model which is linear-in-the-parameters. The performance of a sub-model measured by the sum of the squared-errors (SSE) is used to score the informativeness of the subset of features involved in the sub-model. The two-stage subset selection algorithm approaches a solution sub-model with the SSE being locally minimized. The features involved in the solution sub-model are selected as inputs to support vector machines (SVMs) for classification. The memory requirement of this algorithm is independent of the number of training patterns. This property makes this method suitable for applications executed in mobile devices where physical RAM memory is very limited. An application was developed for activity recognition, which implements the proposed feature selection algorithm and an SVM training procedure. Experiments are carried out with the application running on a PDA for human activity recognition using accelerometer data. A comparison with an information gain based feature selection method demonstrates the effectiveness and efficiency of the proposed algorithm.

Population Mobility Dynamics Estimated from Mobile Telephony Data

In the last decade, mobile phones and mobile devices using mobile cellular telecommunication network connections have become ubiquitous. In several developed countries, the penetration of such devices has surpassed 100 percent. They facilitate communication and access to large quantities of data without the requirement of a fixed location or connection. Assuming mobile phones usually are in close proximity with the user, their cellular activities and locations are indicative of the user's activities and movements. As such, those cellular devices may be considered as a large scale distributed human activity sensing platform. This paper uses mobile operator telephony data to visualize the regional flows of people across the Republic of Ireland. In addition, the use of modified Markov chains for the ranking of significant regions of interest to mobile subscribers is investigated. Methodology is then presented which demonstrates how the ranking of significant regions of interest may be used to estimate national population, results of which are found to have strong correlation with census data.

Tangible applications for regular objects:An end-user model for pervasive computing at home

This paper describes an end-user model for a domestic pervasive computing platform formed by regular home objects. The platform does not rely on pre-planned infrastructure; instead, it exploits objects that are already available in the home and exposes their joint sensing, actuating and computing capabilities to home automation applications. We advocate an incremental process of the platform formation and introduce tangible, object-like artifacts for representing important platform functions. One of those artifacts, the application pill, is a tiny object with a minimal user interface, used to carry the application, as well as to start and stop its execution and provide hints about its operational status. We also emphasize streamlining the user's interaction with the platform. The user engages any UI-capable object of his choice to configure applications, while applications issue notifications and alerts exploiting whichever available objects can be used for that purpose. Finally, the paper briefly describes an actual implementation of the presented end-user model. © (2010) by International Academy, Research, and Industry Association (IARIA).

Towards a Mobile Assistive Technology for Monitoring and Assessing Cognitive Fatigue in Individuals with Acquired Brain Injury

Those living with an acquired brain injury often have issues with fatigue due to factors resulting from the injury. Cognitive impairments such as lack of memory, concentration and planning have a great impact on an individual’s ability to carry out general everyday tasks, which subsequently has the effect of inducing cognitive fatigue. Moreover, there is difficulty in assessing cognitive fatigue, as there are no real biological markers that can be measured. Rather, it is a very subjective effect that can only be diagnosed by the individual. Consequently, the traditional way of assessing cognitive fatigue is to use a self-assessment questionnaire that is able to determine contributing factors. State of the art methods to evaluate cognitive! fa tigue employ cognitive tests in order to analyse performance on predefined tasks. However, one primary issue with such tests is that they are typically carried out in a clinical environment, therefore do not have the ability to be utilized in situ within everyday life. This paper presents a smartphone application for the evaluation of fatigue, which can be used daily to track cognitive performance in order to assess the influence of fatigue.

Fuzzy logic-based implicit authentication for mobile access control

In order to address the increasing compromise of user privacy on mobile devices, a Fuzzy Logic based implicit authentication scheme is proposed in this paper. The proposed scheme computes an aggregate score based on selected features and a threshold in real-time based on current and historic data depicting user routine. The tuned fuzzy system is then applied to the aggregated score and the threshold to determine the trust level of the current user. The proposed fuzzy-integrated implicit authentication scheme is designed to: operate adaptively and completely in the background, require minimal training period, enable high system accuracy while provide timely detection of abnormal activity. In this paper, we explore Fuzzy Logic based authentication in depth. Gaussian and triangle-based membership functions are investigated and compared using real data over several weeks from different Android phone users. The presented results show that our proposed Fuzzy Logic approach is a highly effective, and viable scheme for lightweight real-time implicit authentication on mobile devices.