1-3hit |
Wen SHI Xueyan SONG Jizhou SUN
Aircraft Landing Scheduling (ALS) attempts to determine the landing time for each aircraft. The objective of ALS is to minimise the deviations of the landing time of each aircraft from its target landing time. In this paper, we propose a dynamic hyper-heuristic algorithm for the ALS problem. In our approach, the Scatter Search algorithm is chosen as the high level heuristic to build a chain of intensification and diversification priority rules, which are applied to generate the landing sequence by different priority rules, which are low level heuristics in the hyper-heuristic framework. The landing time for each aircraft can be calculated efficiently based on the landing sequence. Simulation studies demonstrate that the proposed algorithm can obtain high quality solutions for ALS.
Ce YU Xiang CHEN Chunyu WANG Hutong WU Jizhou SUN Yuelei LI Xiaotao ZHANG
Multi-agent based simulation has been widely used in behavior finance, and several single-processed simulation platforms with Agent-Based Modeling (ABM) have been proposed. However, traditional simulations of stock markets on single processed computers are limited by the computing capability since financial researchers need larger and larger number of agents and more and more rounds to evolve agents' intelligence and get more efficient data. This paper introduces a distributed multi-agent simulation platform, named PSSPAM, for stock market simulation focusing on large scale of parallel agents, communication system and simulation scheduling. A logical architecture for distributed artificial stock market simulation is proposed, containing four loosely coupled modules: agent module, market module, communication system and user interface. With the customizable trading strategies inside, agents are deployed to multiple computing nodes. Agents exchange messages with each other and with the market based on a customizable network topology through a uniform communication system. With a large number of agent threads, the round scheduling strategy is used during the simulation, and a worker pool is applied in the market module. Financial researchers can design their own financial models and run the simulation through the user interface, without caring about the complexity of parallelization and related problems. Two groups of experiments are conducted, one with internal communication between agents and the other without communication between agents, to verify PSSPAM to be compatible with the data from Euronext-NYSE. And the platform shows fair scalability and performance under different parallelism configurations.
Jinwei WANG Xirong MA Yuanping ZHU Jizhou SUN
Modern GPUs have evolved to become a more general processor capable of executing scientific and engineering computations. It provides a highly parallel computing environment due to its large number of computing cores, which are suitable for numerous data parallel arithmetic computations, particularly linear algebra operations. The matrix-vector multiplication is one of the most important dense linear algebraic operations. It is applied to a diverse set of applications in many fields and must therefore be fully optimized to achieve a high-performance. In this paper, we proposed a novel auto-tuning method for matrix-vector multiplication on GPUs, where the number of assigned threads that are used to compute one element of the result vector can be auto-tuned according to the size of matrix. On the Nvidia's GPU GTX 650 with the most recent Kepler architecture, we developed an auto-tuner that can automatically select the optimal number of assigned threads for calculation. Based on the auto-tuner's result, we developed a versatile generic matrix-vector multiplication kernel with the CUDA programming model. A series of experiments on different shapes and sizes of matrices were conducted for comparing the performance of our kernel with that of the kernels from CUBLAS 5.0, MAGMA 1.3 and a warp method. The experiments results show that the performance of our matrix-vector multiplication kernel is close to the optimal behavior with increasing of the size of the matrix and has very little dependency on the shape of the matrix, which is a significant improvement compared to the other three kernels that exhibit unstable performance behavior for different shapes of matrices.