17 resultados para financial data processing

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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How can GPU acceleration be obtained as a service in a cluster? This question has become increasingly significant due to the inefficiency of installing GPUs on all nodes of a cluster. The research reported in this paper is motivated to address the above question by employing rCUDA (remote CUDA), a framework that facilitates Acceleration-as-a-Service (AaaS), such that the nodes of a cluster can request the acceleration of a set of remote GPUs on demand. The rCUDA framework exploits virtualisation and ensures that multiple nodes can share the same GPU. In this paper we test the feasibility of the rCUDA framework on a real-world application employed in the financial risk industry that can benefit from AaaS in the production setting. The results confirm the feasibility of rCUDA and highlight that rCUDA achieves similar performance compared to CUDA, provides consistent results, and more importantly, allows for a single application to benefit from all the GPUs available in the cluster without loosing efficiency.

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A Time of flight (ToF) mass spectrometer suitable in terms of sensitivity, detector response and time resolution, for application in fast transient Temporal Analysis of Products (TAP) kinetic catalyst characterization is reported. Technical difficulties associated with such application as well as the solutions implemented in terms of adaptations of the ToF apparatus are discussed. The performance of the ToF was validated and the full linearity of the specific detector over the full dynamic range was explored in order to ensure its applicability for the TAP application. The reported TAP-ToF setup is the first system that achieves the high level of sensitivity allowing monitoring of the full 0-200 AMU range simultaneously with sub-millisecond time resolution. In this new setup, the high sensitivity allows the use of low intensity pulses ensuring that transport through the reactor occurs in the Knudsen diffusion regime and that the data can, therefore, be fully analysed using the reported theoretical TAP models and data processing.

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Data processing is an essential part of Acoustic Doppler Profiler (ADP) surveys, which have become the standard tool in assessing flow characteristics at tidal power development sites. In most cases, further processing beyond the capabilities of the manufacturer provided software tools is required. These additional tasks are often implemented by every user in mathematical toolboxes like MATLAB, Octave or Python. This requires the transfer of the data from one system to another and thus increases the possibility of errors. The application of dedicated tools for visualisation of flow or geographic data is also often beneficial and a wide range of tools are freely available, though again problems arise from the necessity of transferring the data. Furthermore, almost exclusively PCs are supported directly by the ADP manufacturers, whereas small computing solutions like tablet computers, often running Android or Linux operating systems, seem better suited for online monitoring or data acquisition in field conditions. While many manufacturers offer support for developers, any solution is limited to a single device of a single manufacturer. A common data format for all ADP data would allow development of applications and quicker distribution of new post processing methodologies across the industry.

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Quantile normalization (QN) is a technique for microarray data processing and is the default normalization method in the Robust Multi-array Average (RMA) procedure, which was primarily designed for analysing gene expression data from Affymetrix arrays. Given the abundance of Affymetrix microarrays and the popularity of the RMA method, it is crucially important that the normalization procedure is applied appropriately. In this study we carried out simulation experiments and also analysed real microarray data to investigate the suitability of RMA when it is applied to dataset with different groups of biological samples. From our experiments, we showed that RMA with QN does not preserve the biological signal included in each group, but rather it would mix the signals between the groups. We also showed that the Median Polish method in the summarization step of RMA has similar mixing effect. RMA is one of the most widely used methods in microarray data processing and has been applied to a vast volume of data in biomedical research. The problematic behaviour of this method suggests that previous studies employing RMA could have been misadvised or adversely affected. Therefore we think it is crucially important that the research community recognizes the issue and starts to address it. The two core elements of the RMA method, quantile normalization and Median Polish, both have the undesirable effects of mixing biological signals between different sample groups, which can be detrimental to drawing valid biological conclusions and to any subsequent analyses. Based on the evidence presented here and that in the literature, we recommend exercising caution when using RMA as a method of processing microarray gene expression data, particularly in situations where there are likely to be unknown subgroups of samples.

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Field programmable gate array devices boast abundant resources with which custom accelerator components for signal, image and data processing may be realised; however, realising high performance, low cost accelerators currently demands manual register transfer level design. Software-programmable ’soft’ processors have been proposed as a way to reduce this design burden but they are unable to support performance and cost comparable to custom circuits. This paper proposes a new soft processing approach for FPGA which promises to overcome this barrier. A high performance, fine-grained streaming processor, known as a Streaming Accelerator Element, is proposed which realises accelerators as large scale custom multicore networks. By adopting a streaming execution approach with advanced program control and memory addressing capabilities, typical program inefficiencies can be almost completely eliminated to enable performance and cost which are unprecedented amongst software-programmable solutions. When used to realise accelerators for fast fourier transform, motion estimation, matrix multiplication and sobel edge detection it is shown how the proposed architecture enables real-time performance and with performance and cost comparable with hand-crafted custom circuit accelerators and up to two orders of magnitude beyond existing soft processors.

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This paper is part of a special issue of Applied Geochemistry focusing on reliable applications of compositional multivariate statistical methods. This study outlines the application of compositional data analysis (CoDa) to calibration of geochemical data and multivariate statistical modelling of geochemistry and grain-size data from a set of Holocene sedimentary cores from the Ganges-Brahmaputra (G-B) delta. Over the last two decades, understanding near-continuous records of sedimentary sequences has required the use of core-scanning X-ray fluorescence (XRF) spectrometry, for both terrestrial and marine sedimentary sequences. Initial XRF data are generally unusable in ‘raw-format’, requiring data processing in order to remove instrument bias, as well as informed sequence interpretation. The applicability of these conventional calibration equations to core-scanning XRF data are further limited by the constraints posed by unknown measurement geometry and specimen homogeneity, as well as matrix effects. Log-ratio based calibration schemes have been developed and applied to clastic sedimentary sequences focusing mainly on energy dispersive-XRF (ED-XRF) core-scanning. This study has applied high resolution core-scanning XRF to Holocene sedimentary sequences from the tidal-dominated Indian Sundarbans, (Ganges-Brahmaputra delta plain). The Log-Ratio Calibration Equation (LRCE) was applied to a sub-set of core-scan and conventional ED-XRF data to quantify elemental composition. This provides a robust calibration scheme using reduced major axis regression of log-ratio transformed geochemical data. Through partial least squares (PLS) modelling of geochemical and grain-size data, it is possible to derive robust proxy information for the Sundarbans depositional environment. The application of these techniques to Holocene sedimentary data offers an improved methodological framework for unravelling Holocene sedimentation patterns.

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Based on an algorithm for pattern matching in character strings, we implement a pattern matching machine that searches for occurrences of patterns in multidimensional time series. Before the search process takes place, time series are encoded in user-designed alphabets. The patterns, on the other hand, are formulated as regular expressions that are composed of letters from these alphabets and operators. Furthermore, we develop a genetic algorithm to breed patterns that maximize a user-defined fitness function. In an application to financial data, we show that patterns bred to predict high exchange rates volatility in training samples retain statistically significant predictive power in validation samples.

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Metallographic characterisation is combined with statistical analysis to study the microstructure of a BT16 titanium alloy after different heat treatment processes. It was found that the length, width and aspect ratio of α plates in this alloy follow the three-parameter Weibull distribution. Increasing annealing temperature or time causes the probability distribution of the length and the width of α plates to tend toward a normal distribution. The phase transformation temperature of the BT16 titanium alloy was found to be 875±5°C.

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Mass spectrometry (MS)-based metabolomics is emerging as an important field of research in many scientific areas, including chemical safety of food. A particular strength of this approach is its potential to reveal some physiological effects induced by complex mixtures of chemicals present at trace concentrations. The limitations of other analytical approaches currently employed to detect low-dose and mixture effects of chemicals make detection very problematic. Besides this basic technical challenge, numerous analytical choices have to be made at each step of a metabolomics study, and each step can have a direct impact on the final results obtained and their interpretation (i.e. sample preparation, sample introduction, ionization, signal acquisition, data processing, and data analysis). As the application of metabolomics to chemical analysis of food is still in its infancy, no consensus has yet been reached on defining many of these important parameters. In this context, the aim of the present study is to review all these aspects of MS-based approaches to metabolomics, and to give a comprehensive, critical overview of the current state of the art, possible pitfalls, and future challenges and trends linked to this emerging field. (C) 2010 Elsevier Ltd. All rights reserved.

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We investigate the relationship between information disclosure and depositor behaviour in the Chinese banking sector. Specifically, we enquire whether enhanced information disclosure enables investors to more effectively infer a banking institution's risk profile, thereby influencing their deposit decisions. Utilising an unbalanced panel, incorporating financial data from 169 Chinese banks over the 1998–2009 period, we employ generalised-method-of-moments (GMM) estimation procedures to control for potential endogeneity, unobserved heterogeneity, and persistence in the dependent variable. We uncover evidence that: (i) the growth rate of deposits is sensitive to bank fundamentals after controlling for macroeconomic factors, diversity in ownership structure, and government intervention; (ii) a bank publicly disclosing more transparent information in its financial reports, is more likely to experience growth in its deposit base; and (iii) banks characterised by high information transparency, well-capitalised and adopted international accounting standards, are more able to attract funds by offering higher interest rates.

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Wireless sensor node platforms are very diversified and very constrained, particularly in power consumption. When choosing or sizing a platform for a given application, it is necessary to be able to evaluate in an early design stage the impact of those choices. Applied to the computing platform implemented on the sensor node, it requires a good understanding of the workload it must perform. Nevertheless, this workload is highly application-dependent. It depends on the data sampling frequency together with application-specific data processing and management. It is thus necessary to have a model that can represent the workload of applications with various needs and characteristics. In this paper, we propose a workload model for wireless sensor node computing platforms. This model is based on a synthetic application that models the different computational tasks that the computing platform will perform to process sensor data. It allows to model the workload of various different applications by tuning data sampling rate and processing. A case study is performed by modeling different applications and by showing how it can be used for workload characterization. © 2011 IEEE.

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A reduction in the time required to locate and restore faults on a utility's distribution network improves the customer minutes lost (CML) measurement and hence brings direct cost savings to the operating company. The traditional approach to fault location involves fault impedance determination from high volume waveform files dispatched across a communications channel to a central location for processing and analysis. This paper examines an alternative scheme where data processing is undertaken locally within a recording instrument thus reducing the volume of data to be transmitted. Processed event fault reports may be emailed to relevant operational staff for the timely repair and restoration of the line.

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Purpose: The purpose of this paper is to present an artificial neural network (ANN) model that predicts earthmoving trucks condition level using simple predictors; the model’s performance is compared to the respective predictive accuracy of the statistical method of discriminant analysis (DA).

Design/methodology/approach: An ANN-based predictive model is developed. The condition level predictors selected are the capacity, age, kilometers travelled and maintenance level. The relevant data set was provided by two Greek construction companies and includes the characteristics of 126 earthmoving trucks.

Findings: Data processing identifies a particularly strong connection of kilometers travelled and maintenance level with the earthmoving trucks condition level. Moreover, the validation process reveals that the predictive efficiency of the proposed ANN model is very high. Similar findings emerge from the application of DA to the same data set using the same predictors.

Originality/value: Earthmoving trucks’ sound condition level prediction reduces downtime and its adverse impact on earthmoving duration and cost, while also enhancing the maintenance and replacement policies effectiveness. This research proves that a sound condition level prediction for earthmoving trucks is achievable through the utilization of easy to collect data and provides a comparative evaluation of the results of two widely applied predictive methods.

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This paper introduces hybrid address spaces as a fundamental design methodology for implementing scalable runtime systems on many-core architectures without hardware support for cache coherence. We use hybrid address spaces for an implementation of MapReduce, a programming model for large-scale data processing, and the implementation of a remote memory access (RMA) model. Both implementations are available on the Intel SCC and are portable to similar architectures. We present the design and implementation of HyMR, a MapReduce runtime system whereby different stages and the synchronization operations between them alternate between a distributed memory address space and a shared memory address space, to improve performance and scalability. We compare HyMR to a reference implementation and we find that HyMR improves performance by a factor of 1.71× over a set of representative MapReduce benchmarks. We also compare HyMR with Phoenix++, a state-of-art implementation for systems with hardware-managed cache coherence in terms of scalability and sustained to peak data processing bandwidth, where HyMR demon- strates improvements of a factor of 3.1× and 3.2× respectively. We further evaluate our hybrid remote memory access (HyRMA) programming model and assess its performance to be superior of that of message passing.