ppxscal/embedding_network huggingface dataset:
High-Performance Computing for Asset-Liability Management
Authors: Jacek Gondzio, Roy Kouwenberg
Venue: Operations Research (2001)

Financial institutions require sophisticated tools for risk management. For companywide risk management, both sides of the balance sheet should be considered, resulting in an integrated asset-liability management approach. Stochastic programming models suit these needs well and have already been applied in the field of asset-liability management to improve financial operations and risk management. The dynamic aspect of the financial planning problems inevitably leads to multiple decision stages (trading dates) in the stochastic program and results in an explosion of dimensionality. In this paper we show that dedicated model generation, specialized solution techniques based on decomposition and high-performance computing, are the essential elements to tackle these large-scale financial planning problems. It turns out that memory management is a major bottleneck when solving very large problems, given an efficient solution approach and a parallel computing facility. We report on the solution of an asset-liability management model for an actual Dutch pension fund with 4,826,809 scenarios; 12,469,250 constraints; and 24,938,502 variables; which is the largest stochastic linear program ever solved. A closer look at the optimal decisions reveals that the initial asset mix is more stable for larger models, demonstrating the potential benefits of the high-performance computing approach for ALM.
Adaptive algorithms for set containment joins
Authors: Sergey Melnik, Hector Garcia-Molina
Venue: ACM Transactions on Database Systems (TODS) (2003)

A set containment join is a join between set-valued attributes of two relations, whose join condition is specified using the subset (&sube;) operator. Set containment joins are deployed in many database applications, even those that do not support set-valued attributes. In this article, we propose two novel partitioning algorithms, called the Adaptive Pick-and-Sweep Join (APSJ) and the Adaptive Divide-and-Conquer Join (ADCJ), which allow computing set containment joins efficiently. We show that APSJ outperforms previously suggested algorithms for many data sets, often by an order of magnitude. We present a detailed analysis of the algorithms and study their performance on real and synthetic data using an implemented testbed.
Dynamic economic-environmental simulation of waste pollution in Taiwan
Authors: S.-C. Yeh, Y.-P. Chu, H.-C. Yu
Venue: Development and application of computer techniques to environmental studies (2002)

Treatment of wastes from domestic, industrial and other sources has been an environmental issue of intensive concern in Taiwan in last decades. Pollution due to inappropriate disposal and treatment of wastes has led to deterioration of environmental quality and increased social costs. An aggregated model of a large scale region of a nation was developed in this study for exploring generation, treatment, accumulation, and accompanying cost of wastes from various sources and predicting their trends associated with different economic development scenarios using a system dynamics simulation tool Vensim®. Based on the assumptions regarding future economic development, the amounts of generation, treatment, and accumulation of hazardous and non-hazardous wastes from various sources and sectors were simulated. Additionally, waste treatment costs and the "maintenance costs" under the framework of SEEA can then be calculated and these will further influence "green GDP" of the nation by considering waste pollution. In addition to the baseline scenario where input parameters prior to the year of 1998 were used, three alternative scenarios were simulated from 1981 to 2011 to explore the trends of variables of interest. Results showed that a more aggressive scenario than the baseline is needed to achieve the EPA goal in the proper treatment rate of industrial wastes in 2011. It was also suggested that the EPA goal seems to be too conservative to attain sustainable use of the local environment. It was also indicated that although increasing the waste treatment ratio would bring about increase of treatment cost, the "green GDP" of the nation would also raise up because of deduction in SEEA's maintenance cost.
Block duplicate graphs and a hierarchy of chordal graphs
Authors: M. C. Golumbic, U. N. Peled
Venue: Discrete Applied Mathematics (2002)

A block graph is a graph whose blocks are cliques. A block duplicate (BD) graph is a graph obtained by adding true twins (i.e., adjacent vertices with the same closed neighborhood) to vertices of a block graph. If each cut-vertex belonging to three or more blocks in the block graph receives at most one true twin, the resulting graph is called a restricted block duplicate (RBD) graph. BD and RBD graphs arise in the study of RU-chordal graphs by Peled and Wu (J. Graph Theory 30 (1999) 121), who proved that the 2-connected RU-chordal graphs are equivalent to the 2-connected RBD graphs. In this note, we characterize the BD and the RBD graphs by forbidden induced subgraphs, and complete their incorporation into the hierarchy of special classes of chordal graphs.
Observer-based robust fuzzy control of nonlinear systems with parametric uncertainties
Authors: Shaocheng Tong, Han-Hiong Li
Venue: Fuzzy Sets and Systems (2002)

This paper addresses the robust fuzzy control problem for nonlinear systems in the presence of parametric uncertainties and the state variables unavailable for measurement. The Takagi-Sugeno (T-S) fuzzy model system with parametric uncertainties is adopted for modeling the nonlinear system and establishing fuzzy state observer. Sufficient conditions are derived for robust stabilization in the sense of Lyapunov asymptotic stability and are formulated in the format of linear matrix inequalities (LMIs). The effectiveness of the proposed fuzzy controller and fuzzy observer design methodology is finally demonstrated through numerical simulations on an inverted pendulum system.
On-Chip Jitter Measurement for Phase Locked Loops
Authors: Tian Xia, Jien-Chung Lo
Venue: Proceedings of the 17th IEEE International Symposium on Defect and Fault-Tolerance in VLSI Systems (2002)

In this paper, we propose an efficient on-chip method for the direct measurement of jitter in phase locked loops (PLLs). The jitter is first detected as the phase difference in the form of pulses with duration in the range of pico-seconds. A combination of a modified charge pump and a binary counter can then record the number that represents the jitter measurement. This is the first attempt to directly measure the jitter of PLLs on-chip via analog testing circuit, but with digital output. The proposed testing circuit is only about 20% of the PLL under test. The proposed on-chip jitter measurement circuit is a central part of built-in self-test for many embedded applications in SOCs.
Estimating Doppler shift using bat-inspired cochlear filter bank models: a comparison of methods for echoes from single and multiple reflectors
Authors: Jose M. Carmena, John C. T. Hallam
Venue: Adaptive Behavior (2001)

This work presents biologically inspired engineering on the use of narrowband sonar in mobile robotics. It replicates, using robotics as a modeling medium, elements of how CF-FM bats process the constant frequency part of their emitted call for estimating Doppler shift in the echoes. The experimental platform for the work is RoBat, a 6-DOF biomimetic sonar head mounted on a 3-DOF mobile platform. Two models of the signal processing performed by the bat's cochlea were implemented, based on sets of bandpass filters followed by full-wave rectification and lowpass filtering. One filter bank uses Butterworth filters whose center frequencies vary linearly across the set. The alternative filter bank uses gammatone filters, with center frequencies varying nonlinearly across the set. Two methods of estimating Doppler shift from the return echoes after cochlear signal processing were implemented. The first was a simple energy-weighted average of filter center frequencies. The second was a novel neural-network-based technique. Each method was tested with each of the cochlear models and evaluated in the context of several dynamic tasks in which RoBat was moved at different velocities toward stationary echo sources such as walls and posts. Overall, the performance of the linear filter bank was more consistent than the gammatone. The same applies to the artificial neural network, with consistently better noise performance than the weighted average. The effect of multiple reflectors contained in a single echo was also analyzed in terms of error in Doppler-shift estimation assuming a single wider reflector.
The second bounded cohomology of 3-manifolds
Authors: Koji Fujiwara, Ken'ichi Ohshika
Venue: Publications of the Research Institute for Mathematical Sciences (2002)

Let G be the fundamental group of a compact, orientable 3-manifold M. We show that if each piece of the canonical decomposition of M has a geometric structure (e.g. when G contains Z2), then either G has infinite dimensional second bounded cohomology or G is virtually solvable.
Using backtracking to solve theScramble squares puzzle
Authors: Keith Brandt, Kevin R. Burger, Jason Downing, Stuart Kilzer
Venue: Journal of Computing Sciences in Colleges (2002)

Constructing computer programs that solve problems (and puzzles) is central to the field of Artificial Intelligence (AI). In this paper we present an interesting puzzle and show how it can be solved using depth first search with backtracking. We feel this problem is well suited for undergraduate student projects, as it clearly demonstrates the power of backtracking when working with very large search trees. We conclude with several extensions to the original puzzle that would provide excellent research opportunities for undergraduate students.
A fully abstract model for the &#x03C0;-calculus
Authors: M. P. Fiore, E. Moggi, D. Sangiorgi
Venue: Information and Computation (2002)

This paper provides both a fully abstract (domain-theoretic) model for the π-calculus and a universal (set-theoretic) model for the finite π-calculus with respect to strong late bisimulation and congruence. This is done by considering categorical models, defining a metalanguage for these models, and translating the π-calculus into the metalanguage, A technical novelty of our approach is an abstract proof of full abstraction: The result on full abstraction for the finite π-calculus in the set-theoretic model is axiomatically extended to the whole π-calculus with respect to the domain-theoretic interpretation. In this proof, a central role is played by the description of nondeterminism as a free construction and by the equational theory of the metalanguage.
Forecast, Solution, and Rolling Horizons in Operations Management Problems: A Classified Bibliography
Authors: Suresh Chand, Vernon Ning Hsu, Suresh Sethi
Venue: Manufacturing Service Operations Management (2001)

We present a classified bibliography of the literature in the area of forecast, solution, and rolling horizons primarily in operations management problems. Each one of over 200 selected papers is categorized on five dimensions that identify the horizon type, the model type (deterministic or stochastic), the sources of the horizon, the methods used to obtain horizon results, and the subject area of the paper. The majority of the papers treat dynamic problems in inventory management, production planning, capacity expansion, machine replacement, and warehousing. We discuss the relationship of the horizon results with the theory and practice of rolling-horizon procedures and future research directions.
A TCP tuning daemon
Authors: Tom Dunigan, Matt Mathis, Brian Tierney
Venue: Proceedings of the 2002 ACM/IEEE conference on Supercomputing (2002)

Many high performance distributed applications require high network throughput but are able to achieve only a small fraction of the available bandwidth. A common cause of this problem is improperly tuned network settings. Tuning techniques, such as setting the correct TCP buffers and using parallel streams, are well known in the networking community, but outside the networking community they are infrequently applied. In this paper, we describe a tuning daemon that uses TCP instrumentation data from the Unix kernel to transparently tune TCP parameters for specified individual flows over designated paths. No modifications are required to the application, and the user does not need to understand network or TCP characteristics.
Knowledge Base Decomposition to Facilitate Verification
Authors: Sumit Sarkar, Mysore Ramaswamy
Venue: Information Systems Research (2000)

We examine the verification of large knowledge-based systems. When knowledge bases are large, the verification process poses several problems that are usually not significant for small systems. We focus on decompositions that allow verification of such systems to be performed in a modular fashion. We identify a graphical framework, that we call an ordered polytree, for decomposing systems in a manner that enables modular verification. We also determine the nature of information that needs to be available for performing local checks to ensure accurate detection of anomalies. We illustrate the modular verification process using examples, and provide a formal proof of its accuracy. Next, we discuss a meta-verification procedure that enables us to check if decompositions under consideration do indeed satisfy the requirements for an ordered polytree structure. Finally, we show how the modular verification algorithm leads to considerable improvements in the computational effort required for verification as compared to the traditional approach.
Object Request Brokers in Mobile Computing
Authors: Attila Ulbert
Venue: Wireless Personal Communications: An International Journal (2003)

The widespread use of wireless and mobile networks and devices requires special programming techniques and solutions. The object request brokers of mobile environments have to adopt these techniques and offer services dealing with the problems of mobility. Most of the existing object request brokers however were developed for fixed networks assuming reliable transport protocols (mostly TCP), while the mobile networks cannot offer high quality transport. In this paper we give an overview of the challenges and solutions in mobile computing and present our ORB(M) framework implementing services based on the solutions. Extending the framework doesn't require the assistance of its developers, the user can implement application-specific semantic elements and deploy various new methods bound to the process of remote invocation. The user can form arbitrary new invocation semantics based on these elements and customise the invocation semantics used by a given method. Our new mobility-related semantic elements offer solutions to the challenges of mobility allowing the user to concentrate on the essential problems of the application and handling.
A parallel multiple time-scale reversible integrator for dynamics simulation
Authors: Zhidong Jia, Ben Leimkuhler
Venue: Future Generation Computer Systems (2003)

We investigate parallelizable schemes for simulating dynamics of conservative systems admitting a decomposition into weakly coupled subsystems. A new method, related to reversible averaging [B. Leimkuhler, S. Reich, J. Comput. Phys. 171 (2001) 95-114] is introduced for constrained and unconstrained dynamics. Stability issues are discussed.
The Dynamic Effect of Discounting on Sales: Empirical Analysis and Normative Pricing Implications
Authors: Praveen K. Kopalle, Carl F. Mela, Lawrence Marsh
Venue: Marketing Science (1999)

Baseline sales measure what retail sales would be in the absence of a promotion (Abraham and Lodish 1993), and models that measure baseline sales are widely used by managers to assess the profitability of promotions (Bucklin and Gupta 1999-this issue). Estimates of baseline sales and promotional response are typically independent of past promotional activity, even though there is evidence to suggest that increased discounting reduces off-promotion sales and increases the percentage of purchases made on deal (e.g., Krishna 1994). As a result, models that do not consider dynamic promotional effects can mislead managers to overpromote. Given the widespread use of "static" models to evaluate the efficacy of promotions, it is particularly desirable to calibrate a dynamic brand sales model and use it to establish an optimal course of action. Accordingly, we develop a descriptive dynamic brand sales model and use it to determine normative price promotion strategies. Our descriptive approach consists of estimating a varying-parameter sales response model. Letting model parameters vary with past discounting activity accommodates the possibility that market response changes with firms' discounting policies. In the normative model, we use the estimates obtained in the descriptive model to determine optimal retailer and manufacturer prices over time. The results of the descriptive model indicate that promotions have positive contemporaneous effects on sales accompanied by negative future effects on baseline sales. The results of the normative model suggest that the higher-share brands in our data tend to overpromote while the lower-share brands do not promote frequently enough. We project that the use of our model could improve manufacturers' profits by as much as 7% to 31%. More generally, the normative results indicate that i) if deals become more effective in the current period, i.e., if consumers are more price sensitive, promotions should be used more frequently; and ii) as the negative dynamic effect of discounts on sales increases, the optimal level of discounting should go down. Without our approach, it would be difficult to make this trade-off exact. Finally, we demonstrate that these dynamic effects provide another perspective to the marketing literature regarding the existence of promotions.
Entrepreneurship, Innovation, and Sustainability Strategies at Walden Paddlers, Inc.
Authors: Paul H. Farrow, Richard R. Johnson, Andrea L. Larson
Venue: Interfaces (2000)

Walden Paddlers, a market leader in popularly priced recreational kayaks, used a simple, inexpensive guide to evaluate decisions against a parameter of environmental responsibility. This guide was applied across Walden's virtual corporation structure to yield quick innovations and economic, strategic, and environmental advantages. The guide enabled Walden and its network of partners to produce light, strong, inexpensive kayaks with superior performance characteristics made from 100-percent-recycled plastic, the only such kayaks on the market. Walden also employed the guide to create a nearly waste-free product-packaging-and-shipping system. Walden's decision guide succeeded within a network of collaborative alliances because it was applied comprehensively, it helped to clarify common goals, it created benefits for all participants, and it was implemented by a skilled entrepreneur-leader who coordinated decision making in the network.
Editorial&mdash;Music Information Retrieval
Authors: Alicja A. Wieczorkowska, Zbigniew W. Ras
Venue: Journal of Intelligent Information Systems (2003)

Increasing availability of music data via Internet evokes demand for efficient search through music files. Users' interests include melody tracking, harmonic structure analysis, timbre identification, and so on. We visualize, in an illustrative example, why content based search is needed for music data and what difficulties must be overcame to build an intelligent music information retrieval system.
Constructing rough mereological granules of classifying rules and classifying algorithms
Authors: Lech Polkowski, Andrzej Skowron
Venue: Technologies for constructing intelligent systems: Tasks (2002)

Rough Set Theory cf. [3] was conceived as an approach toward analysis of uncertainty as well as incompleteness. Its basic assumptions going back to logical and philosophical analysis by - among others - Leibniz, Frege and Russell - is that objects perceived by a given set of attributes should be regarded as indiscernible whenever the attributes have same values on them (Leibnizian identity). Sets of objects which may be represented as unions of classes of the indiscernibility relation are then complete (exact, certain) while all other sets may be described by means of approximations with complete sets. The framework of rough sets allows for construction of classifying as well as decision rules and algorithms cf. [9] as well as for many applications to real life problems (op. cit.).Rough Mereology cf. [6], [7], [8], [11] is a paradigm based on the predicate of being a part to a degree and as such falls in the province of mereological theories of reasoning based on the notion of a part which go back to the tradition of the Polish School in particular to the work of S. Lesniewski cf. [2]. Rough Mereology is a paradigm allowing for a synthesis of main ideas of two potent paradigms for reasoning under uncertainty : Fuzzy Set Theory and Rough Set Theory. We present applications of Rough Mereology to the important theoretical idea put forth by Lotfi Zadeh [12], [13] i.e. Granularity of Knowledge. Granules of Knowledge are constructed in the framework of Rough Mereology via its class operator which allows for aggregation of objects close enough (or, similar in a satisfactory degree) with respect to the rough inclusion operator (which measures the degree of being a part for pairs of objects). This allows for constructing Logics for reasoning in Multi-Agent environment. We present a basic outline of this approach. We propose a formal language for encoding reasoning schemes (the Synthesis Grammar) and here we carry the idea of Synthesis Grammar to a higher level of abstraction by constructing Granules of classifying rules as well as classifying algorithms. We finally discuss briefly the analogy between rough mereological and neural computations leading to the idea of hybrid rough-neural computation schemes.
Fetching instruction streams
Authors: Alex Ramirez, Oliverio J. Santana, Josep L. Larriba-Pey, Mateo Valero
Venue: Proceedings of the 35th annual ACM/IEEE international symposium on Microarchitecture (2002)

Fetch performance is a very important factor because it effectively limits the overall processor performance. However, there is little performance advantage in increasing front-end performance beyond what the back-end can consume. For each processor design, the target is to build the best possible fetch engine for the required performance level A fetch engine will be better if it provides better performance, but also if it takes fewer resources, requires less chip area, or consumes less power.In this paper we propose a novel fetch architecture based on the execution of long streams of sequential instructions, taking maximum advantage of code layout optimizations. We describe our architecture in detail, and show that it requires less complexity and resources than other high performance fetch architectures like the trace cache, while providing a high fetch performance suitable for wide-issue super-scalar processors.Our results show that using our fetch architecture and code layout optimizations obtains 10% higher performance than the EV8 fetch architecture, and 4% higher than the FTB architecture using state-of-the-art branch predictors, while being only 1.5% slower than the trace cache. Even in the absence of code layout optimizations, fetching instruction streams is still 10% faster than the EV8, and only 4% slower than the trace cache.Fetching instruction streams effectively exploits the special characteristics of layout optimized codes to provide a high fetch performance, close to that of a trace cache, but has a much lower cost and complexity, similar to that of a basic block architecture.