The Experts below are selected from a list of 102 Experts worldwide ranked by ideXlab platform
Diane Wilcox - One of the best experts on this subject based on the ideXlab platform.
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High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm
South African Journal of Science, 2016Co-Authors: Dieter Hendricks, Tim Gebbie, Diane WilcoxAbstract:We implement a master-slave parallel genetic algorithm with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a parallel genetic algorithm and visualise the results using disjoint minimal spanning trees. We demonstrate that our GPU parallel genetic algorithm, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This approach represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based Fourth-Generation Programming Language, although the results are not directly comparable because of compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.
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High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm
2014Co-Authors: Dieter Hendricks, Diane Wilcox, Tim GebbieAbstract:We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based Fourth-Generation Programming Language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.
Tim Gebbie - One of the best experts on this subject based on the ideXlab platform.
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High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm
South African Journal of Science, 2016Co-Authors: Dieter Hendricks, Tim Gebbie, Diane WilcoxAbstract:We implement a master-slave parallel genetic algorithm with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a parallel genetic algorithm and visualise the results using disjoint minimal spanning trees. We demonstrate that our GPU parallel genetic algorithm, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This approach represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based Fourth-Generation Programming Language, although the results are not directly comparable because of compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.
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High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm
2014Co-Authors: Dieter Hendricks, Diane Wilcox, Tim GebbieAbstract:We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based Fourth-Generation Programming Language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.
Dieter Hendricks - One of the best experts on this subject based on the ideXlab platform.
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High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm
South African Journal of Science, 2016Co-Authors: Dieter Hendricks, Tim Gebbie, Diane WilcoxAbstract:We implement a master-slave parallel genetic algorithm with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a parallel genetic algorithm and visualise the results using disjoint minimal spanning trees. We demonstrate that our GPU parallel genetic algorithm, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This approach represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based Fourth-Generation Programming Language, although the results are not directly comparable because of compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.
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High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm
2014Co-Authors: Dieter Hendricks, Diane Wilcox, Tim GebbieAbstract:We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based Fourth-Generation Programming Language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.
Norbahiah Misran - One of the best experts on this subject based on the ideXlab platform.
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ray tracing technique for shaping a dual reector antenna system
Turkish Journal of Electrical Engineering and Computer Sciences, 2016Co-Authors: Rezwanul Ahsan, Mohammad Tariqul Islam, Yoshihide Yamada, Norbahiah MisranAbstract:In radio astronomy applications, antennas having the highest aperture efficiencies are requested. In order to meet this request, a reector shaping program for dual reector antennas has been developed. The design procedure is based on the geometrical optics where differential equations have been formulated to dene the ray trace of the antenna system. Recently, the fourth generation Programming Language MATLAB has become well known for its numerical computing environment and very useful three-dimensiona data visualization functions. The authors wished to make a dual reector shaping program by a ray tracing method in MATLAB. In this paper, details of the program are explained, and antenna ray tracing results are shown visually by three-dimensiona viewgraphs. The numerical results are compared with the theoretical ones to conrm the correctness of the developed shaping program for a Cassegrain dual reector antenna system. For uniform aperture distribution therst side lobe level is numerically obtained as {17.59 dB, which can be further reduced through shaping to {24.67 dB and {30.65 dB for parabolic and squared parabolic, respectively.
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Designing shaped dual reflector antenna system by ray tracing method
2013 IEEE International Conference on Space Science and Communication (IconSpace), 2013Co-Authors: Rezwanul Ahsan, Mohammad Tariqul Islam, Yoshihide Yamada, Norbahiah MisranAbstract:In the radio astronomy applications, antennas having the highest aperture efficiencies are requested. In order to meet the request, a reflector shaping program for dual reflector antennas has been developed. The conventional ray tracing method is employed in the developed program. Recently, the fourth generation Programming Language MATLAB is well known for its numerical computing environment and very useful three dimensional data display functions. The authors wished to make a dual reflector shaping program by a ray tracing method on MATLAB. In this paper, details of the program are explained. And antenna ray tracing results are shown visually by three dimensional viewgraphs. Moreover, some calculated examples such as dual reflector shapes and radiation patterns depending on aperture distributions are shown. It is shown that the uniform aperture distribution that gives the highest aperture efficiency can be achieved by the reflector shaping program. Moreover, accuracies of the developed program are ensured through calculated results of radiation patterns.
Rezwanul Ahsan - One of the best experts on this subject based on the ideXlab platform.
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ray tracing technique for shaping a dual reector antenna system
Turkish Journal of Electrical Engineering and Computer Sciences, 2016Co-Authors: Rezwanul Ahsan, Mohammad Tariqul Islam, Yoshihide Yamada, Norbahiah MisranAbstract:In radio astronomy applications, antennas having the highest aperture efficiencies are requested. In order to meet this request, a reector shaping program for dual reector antennas has been developed. The design procedure is based on the geometrical optics where differential equations have been formulated to dene the ray trace of the antenna system. Recently, the fourth generation Programming Language MATLAB has become well known for its numerical computing environment and very useful three-dimensiona data visualization functions. The authors wished to make a dual reector shaping program by a ray tracing method in MATLAB. In this paper, details of the program are explained, and antenna ray tracing results are shown visually by three-dimensiona viewgraphs. The numerical results are compared with the theoretical ones to conrm the correctness of the developed shaping program for a Cassegrain dual reector antenna system. For uniform aperture distribution therst side lobe level is numerically obtained as {17.59 dB, which can be further reduced through shaping to {24.67 dB and {30.65 dB for parabolic and squared parabolic, respectively.
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Designing shaped dual reflector antenna system by ray tracing method
2013 IEEE International Conference on Space Science and Communication (IconSpace), 2013Co-Authors: Rezwanul Ahsan, Mohammad Tariqul Islam, Yoshihide Yamada, Norbahiah MisranAbstract:In the radio astronomy applications, antennas having the highest aperture efficiencies are requested. In order to meet the request, a reflector shaping program for dual reflector antennas has been developed. The conventional ray tracing method is employed in the developed program. Recently, the fourth generation Programming Language MATLAB is well known for its numerical computing environment and very useful three dimensional data display functions. The authors wished to make a dual reflector shaping program by a ray tracing method on MATLAB. In this paper, details of the program are explained. And antenna ray tracing results are shown visually by three dimensional viewgraphs. Moreover, some calculated examples such as dual reflector shapes and radiation patterns depending on aperture distributions are shown. It is shown that the uniform aperture distribution that gives the highest aperture efficiency can be achieved by the reflector shaping program. Moreover, accuracies of the developed program are ensured through calculated results of radiation patterns.
