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Performance analysis of the parallel code execution for an algorithmic trading system, generated from UML models by end users

2015· article· en· W2092154000 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldComputer Science
TopicSpreadsheets and End-User Computing
Canadian institutionsOkanagan College
Fundersnot available
KeywordsComputer scienceUnified Modeling LanguagePortfolioJavaSource codeCode generationVirtual machineProgramming languageSoftware engineeringOperating systemSoftwareFinance

Abstract

fetched live from OpenAlex

In this paper, we describe practical results of an algorithmic trading prototype and performance optimization related experiments for end-user code generation from customized UML models. Our prototype includes high-performance computing solutions for algorithmic trading systems. The performance prediction feature can help the traders to understand how powerful the machine they need when they have a very diverse portfolio or help hem to define the max size of their portfolio for a given machine. The traders can use our Watch Monitor for supervising the PNL (Profit and Loss) of the portfolio and other information so far. A portfolio management module could be added later for aggregating all strategies information together in order to maintain the risk level of the portfolio automatically. The prototype can be modified by end-users on the UML model level and then used with automatic Java code generation and execution within the Eclipse IDE. An advanced coding environment was developed for providing a visual and declarative approach to trading algorithms development. We learned exact and quantitative conditions under which the system can adapt to varying data and hardware parameters.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.501
Threshold uncertainty score0.394

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.067
GPT teacher head0.257
Teacher spread0.190 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Quick stats

Citations13
Published2015
Admission routes1
Has abstractyes

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