Neural network DEA for measuring the efficiency of mutual funds

Efficiency in the mutual fund (MF), is one of the issues that has attracted many investors in countries with advanced financial market for many years. Due to the need for frequent study of MF's efficiency in short-term periods, investors need a method that not only has high accuracy, but also high speed. Data envelopment analysis (DEA) is proven to be one of the most widely used methods in the measurement of the efficiency and productivity of decision making units (DMUs). DEA for a large dataset with many inputs/outputs would require huge computer resources in terms of memory and CPU time. This paper uses neural network back-ropagation DEA in measurement of mutual funds efficiency and shows the requirements, in the proposed method, for computer memory and CPU time are far less than that needed by conventional DEA methods and can therefore be a useful tool in measuring the efficiency of a large set of MFs. Copyright © 2014 Inderscience Enterprises Ltd.

Evaluation efficiency of large-scale data set with negative data:an artificial neural network approach

Data envelopment analysis (DEA) is the most widely used methods for measuring the efficiency and productivity of decision-making units (DMUs). The need for huge computer resources in terms of memory and CPU time in DEA is inevitable for a large-scale data set, especially with negative measures. In recent years, wide ranges of studies have been conducted in the area of artificial neural network and DEA combined methods. In this study, a supervised feed-forward neural network is proposed to evaluate the efficiency and productivity of large-scale data sets with negative values in contrast to the corresponding DEA method. Results indicate that the proposed network has some computational advantages over the corresponding DEA models; therefore, it can be considered as a useful tool for measuring the efficiency of DMUs with (large-scale) negative data.

Exact Probability Distribution versus Entropy

The problem addressed concerns the determination of the average numberof successive attempts of guessing a word of a certain length consisting of letters withgiven probabilities of occurrence. Both first- and second-order approximations to a naturallanguage are considered. The guessing strategy used is guessing words in decreasing orderof probability. When word and alphabet sizes are large, approximations are necessary inorder to estimate the number of guesses. Several kinds of approximations are discusseddemonstrating moderate requirements regarding both memory and central processing unit(CPU) time. When considering realistic sizes of alphabets and words (100), the numberof guesses can be estimated within minutes with reasonable accuracy (a few percent) andmay therefore constitute an alternative to, e.g., various entropy expressions. For manyprobability distributions, the density of the logarithm of probability products is close to anormal distribution. For those cases, it is possible to derive an analytical expression for theaverage number of guesses. The proportion of guesses needed on average compared to thetotal number decreases almost exponentially with the word length. The leading term in anasymptotic expansion can be used to estimate the number of guesses for large word lengths.Comparisons with analytical lower bounds and entropy expressions are also provided.

Evaluating Risks of Dam-Reservoir Systems Using Efficient Importance Sampling

The occurrence frequency of failure events serve as critical indexes representing the safety status of dam-reservoir systems. Although overtopping is the most common failure mode with significant consequences, this type of event, in most cases, has a small probability. Estimation of such rare event risks for dam-reservoir systems with crude Monte Carlo (CMC) simulation techniques requires a prohibitively large number of trials, where significant computational resources are required to reach the satisfied estimation results. Otherwise, estimation of the disturbances would not be accurate enough. In order to reduce the computation expenses and improve the risk estimation efficiency, an importance sampling (IS) based simulation approach is proposed in this dissertation to address the overtopping risks of dam-reservoir systems. Deliverables of this study mainly include the following five aspects: 1) the reservoir inflow hydrograph model; 2) the dam-reservoir system operation model; 3) the CMC simulation framework; 4) the IS-based Monte Carlo (ISMC) simulation framework; and 5) the overtopping risk estimation comparison of both CMC and ISMC simulation. In a broader sense, this study meets the following three expectations: 1) to address the natural stochastic characteristics of the dam-reservoir system, such as the reservoir inflow rate; 2) to build up the fundamental CMC and ISMC simulation frameworks of the dam-reservoir system in order to estimate the overtopping risks; and 3) to compare the simulation results and the computational performance in order to demonstrate the ISMC simulation advantages. The estimation results of overtopping probability could be used to guide the future dam safety investigations and studies, and to supplement the conventional analyses in decision making on the dam-reservoir system improvements. At the same time, the proposed methodology of ISMC simulation is reasonably robust and proved to improve the overtopping risk estimation. The more accurate estimation, the smaller variance, and the reduced CPU time, expand the application of Monte Carlo (MC) technique on evaluating rare event risks for infrastructures.

Interrupted searches in the BBMCSFilter context for MINLP problems

The BBMCSFilter method was developed to solve mixed integer nonlinear programming problems. This kind of problems have integer and continuous variables and they appear very frequently in process engineering problems. The objective of this work is to analyze the performance of the method when the coordinate searches are interrupted in the context of the multistart strategy. From the numerical experiments, we observed a reduction on the number of function evaluations and on the CPU time.

Real-time simulation for power systems based on parallel computing - an empirical study

Abstract Computer simulation is a versatile and commonly used tool for the design and evaluation of systems with different degrees of complexity. Power distribution systems and electric railway network are areas for which computer simulations are being heavily applied. A dominant factor in evaluating the performance of a software simulator is its processing time, especially in the cases of real-time simulation. Parallel processing provides a viable mean to reduce the computing time and is therefore suitable for building real-time simulators. In this paper, we present different issues related to solving the power distribution system with parallel computing based on a multiple-CPU server and we will concentrate, in particular, on the speedup performance of such an approach.

Pulse-coupled neural network performance for real-time identification of vegetation during forced landing

Safety concerns in the operation of autonomous aerial systems require safe-landing protocols be followed during situations where the a mission should be aborted due to mechanical or other failure. On-board cameras provide information that can be used in the determination of potential landing sites, which are continually updated and ranked to prevent injury and minimize damage. Pulse Coupled Neural Networks have been used for the detection of features in images that assist in the classification of vegetation and can be used to minimize damage to the aerial vehicle. However, a significant drawback in the use of PCNNs is that they are computationally expensive and have been more suited to off-line applications on conventional computing architectures. As heterogeneous computing architectures are becoming more common, an OpenCL implementation of a PCNN feature generator is presented and its performance is compared across OpenCL kernels designed for CPU, GPU and FPGA platforms. This comparison examines the compute times required for network convergence under a variety of images obtained during unmanned aerial vehicle trials to determine the plausibility for real-time feature detection.

Pulse-coupled neural network performance for real-time identification of vegetation during forced landing

Safety concerns in the operation of autonomous aerial systems require safe-landing protocols be followed during situations where the mission should be aborted due to mechanical or other failure. This article presents a pulse-coupled neural network (PCNN) to assist in the vegetation classification in a vision-based landing site detection system for an unmanned aircraft. We propose a heterogeneous computing architecture and an OpenCL implementation of a PCNN feature generator. Its performance is compared across OpenCL kernels designed for CPU, GPU, and FPGA platforms. This comparison examines the compute times required for network convergence under a variety of images to determine the plausibility for real-time feature detection.

Rendering stiffer walls: a hybrid haptic system using continuous and discrete time feedback

Instability in conventional haptic rendering destroys the perception of rigid objects in virtual environments. Inherent limitations in the conventional haptic loop restrict the maximum stiffness that can be rendered. In this paper we present a method to render virtual walls that are much stiffer than those achieved by conventional techniques. By removing the conventional digital haptic loop and replacing it with a part-continuous and part-discrete time hybrid haptic loop, we were able to render stiffer walls. The control loop is implemented as a combinational logic circuit on an field-programmable gate array. We compared the performance of the conventional haptic loop and our hybrid haptic loop on the same haptic device, and present mathematical analysis to show the limit of stability of our device. Our hybrid method removes the computer-intensive haptic loop from the CPU-this can free a significant amount of resources that can be used for other purposes such as graphical rendering and physics modeling. It is our hope that, in the future, similar designs will lead to a haptics processing unit (HPU).

Minimizing total completion time on batch processing machines

We study the problem of minimizing total completion time on single and parallel batch processing machines. A batch processing machine is one which can process up to B jobs simultaneously. The processing time of a batch is equal to the largest processing time among all jobs in the batch. This problem is motivated by burn-in operations in the final testing stage of semiconductor manufacturing and is expected to occur in other production environments. We provide an exact solution procedure for the single-machine problem and heuristic algorithms for both single and parallel machine problems. While the exact algorithms have limited applicability due to high computational requirements, extensive experiments show that the heuristics are capable of consistently obtaining near-optimal solutions in very reasonable CPU times.

Graphics Processing Units for the Real-time Linear Elastostatic Simulation of Liver

Biomedical engineering solutions like surgical simulators need High Performance Computing (HPC) to achieve real-time performance. Graphics Processing Units (GPUs) offer HPC capabilities at low cost and low power consumption. In this work, it is demonstrated that a liver which is discretized by about 2500 finite element nodes, can be graphically simulated in realtime, by making use of a GPU. Present work takes into consideration the time needed for the data transfer from CPU to GPU and back from GPU to CPU. Although behaviour of liver is very complicated, present computer simulation assumes linear elastostatics. One needs to use the commercial software ANSYS to obtain the global stiffness matrix of the liver. Results show that GPUs are useful for the real-time graphical simulation of liver, which in turn is needed in simulators that are used for training surgeons in laparoscopic surgery. Although the computer simulation should involve rendering also, neither rendering, nor the time needed for rendering and displaying the liver on a screen, is considered in the present work. The present work is just a demonstration of a concept; the concept is not really implemented and validated. Future work is to develop software which can accomplish real-time and very realistic graphical simulation of liver, with rendered image of liver on the screen changing in real-time according to the position of the surgical tool tip approximated as the mouse cursor in 3D.

Preliminary study of the effects of carbon nanotubes on Cpu cooling

Managing heat produced by computer processors is an important issue today, especially when the size of processors is decreasing rapidly while the number of transistors in the processor is increasing rapidly. This poster describes a preliminary study of the process of adding carbon nanotubes (CNTs) to a standard silicon paste covering a CPU. Measurements were made in two rounds of tests to compare the rate of cool-down with and without CNTs present. The silicon paste acts as an interface between the CPU and the heat sink, increasing the heat transfer rate away from the CPU. To the silicon paste was added 0.05% by weight of CNTs. These were not aligned. A series of K-type thermocouples was used to measure the temperature as a function of time in the vicinity of the CPU, following its shut-off. An Omega data acquisition system was attached to the thermocouples. The CPU temperature was not measured directly because attachment of a thermocouple would have prevented its automatic shut-off A thermocouple in the paste containing the CNTs actually reached a higher temperature than the standard paste, an effect easily explained. But the rate of cooling with the CNTs was about 4.55% better.

3-D GPU Based Real Time Diffuse Optical Tomographic System

3-Dimensional Diffuse Optical Tomographic (3-D DOT) image reconstruction algorithm is computationally complex and requires excessive matrix computations and thus hampers reconstruction in real time. In this paper, we present near real time 3D DOT image reconstruction that is based on Broyden approach for updating Jacobian matrix. The Broyden method simplifies the algorithm by avoiding re-computation of the Jacobian matrix in each iteration. We have developed CPU and heterogeneous CPU/GPU code for 3D DOT image reconstruction in C and MatLab programming platform. We have used Compute Unified Device Architecture (CUDA) programming framework and CUDA linear algebra library (CULA) to utilize the massively parallel computational power of GPUs (NVIDIA Tesla K20c). The computation time achieved for C program based implementation for a CPU/GPU system for 3 planes measurement and FEM mesh size of 19172 tetrahedral elements is 806 milliseconds for an iteration.

An Implementation of Partitioned Scheduling Scheme for Hard Real-Time Tasks in Multicore Linux with Fair Share for Linux Tasks

The correctness of a hard real-time system depends its ability to meet all its deadlines. Existing real-time systems use either a pure real-time scheduler or a real-time scheduler embedded as a real-time scheduling class in the scheduler of an operating system (OS). Existing implementations of schedulers in multicore systems that support real-time and non-real-time tasks, permit the execution of non-real-time tasks in all the cores with priorities lower than those of real-time tasks, but interrupts and softirqs associated with these non-real-time tasks can execute in any core with priorities higher than those of real-time tasks. As a result, the execution overhead of real-time tasks is quite large in these systems, which, in turn, affects their runtime. In order that the hard real-time tasks can be executed in such systems with minimal interference from other Linux tasks, we propose, in this paper, an integrated scheduler architecture, called SchedISA, which aims to considerably reduce the execution overhead of real-time tasks in these systems. In order to test the efficacy of the proposed scheduler, we implemented partitioned earliest deadline first (P-EDF) scheduling algorithm in SchedISA on Linux kernel, version 3.8, and conducted experiments on Intel core i7 processor with eight logical cores. We compared the execution overhead of real-time tasks in the above implementation of SchedISA with that in SCHED_DEADLINE's P-EDF implementation, which concurrently executes real-time and non-real-time tasks in Linux OS in all the cores. The experimental results show that the execution overhead of real-time tasks in the above implementation of SchedISA is considerably less than that in SCHED_DEADLINE. We believe that, with further refinement of SchedISA, the execution overhead of real-time tasks in SchedISA can be reduced to a predictable maximum, making it suitable for scheduling hard real-time tasks without affecting the CPU share of Linux tasks.

Real-time maximum a-posteriori image reconstruction for fluorescence microscopy

Rapid reconstruction of multidimensional image is crucial for enabling real-time 3D fluorescence imaging. This becomes a key factor for imaging rapidly occurring events in the cellular environment. To facilitate real-time imaging, we have developed a graphics processing unit (GPU) based real-time maximum a-posteriori (MAP) image reconstruction system. The parallel processing capability of GPU device that consists of a large number of tiny processing cores and the adaptability of image reconstruction algorithm to parallel processing (that employ multiple independent computing modules called threads) results in high temporal resolution. Moreover, the proposed quadratic potential based MAP algorithm effectively deconvolves the images as well as suppresses the noise. The multi-node multi-threaded GPU and the Compute Unified Device Architecture (CUDA) efficiently execute the iterative image reconstruction algorithm that is similar to 200-fold faster (for large dataset) when compared to existing CPU based systems. (C) 2015 Author(s). All article content, except where otherwise noted, is licensed under a Creative Commons Attribution 3.0 Unported License.