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Julian Kunkel

Publications and source records attributed to Julian Kunkel.

14 recordsLinked to original sources

TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution

This study addresses the optimal execution of large stock sell programs by introducing TT-DAC-PS (Twin-Target Deterministic Actor-Critic with Policy Smoothing), a deterministic actor-critic architecture that combines twin exponential-moving-average critic targets with pessimistic min backup, TD3-style target policy smoothing noise, delayed actor updates, and conservative Q regularisation to curb overestimation. Exploration uses Ornstein-Uhlenbeck (OU) noise with a hybrid schedule: deterministic episode-wise decay, variance-guided adjustment based on recent reward dispersion, and a Soft Actor-Critic (SAC)-style temperature that is learned and mapped to the noise scale. The environment integrates Almgren-Chriss (AC) trade impact with Limit Order Book (LOB) prices and volumes, normalised state features, per-step volume participation caps, and a utility-based reward. The trade execution algorithm is applied to LOB data for ten U.S. stocks. Performance is assessed against reinforcement-learning baseline algorithms, including Proximal Policy Optimisation (PPO), Soft Actor-Critic (SAC), and Advantage Actor-Critic (A2C), as well as alternative trade execution algorithms, including Time-Weighted Average Price (TWAP), Volume-Weighted Average Price (VWAP), and AC. The proposed model consistently reduces mean implementation shortfall percentage with competitive variance, outperforming classical baselines and standard reinforcement-learning benchmark models.

cs.AI

Global AI Regulations for FAIR and Ethics in High-Risk Use Cases: A Comparative Review

AI governance is shifting from voluntary ethics to enforceable, risk-based regulation, yet cross-jurisdictional divergence creates compliance uncertainty for operators of high-stakes AI. We present a comparative matrix for the EU, US, and China that maps (i) risk classification triggers, (ii) binding obligations, (iii) enforcement and accountability mechanisms, and (iv) the degree to which FAIR principles are operationalised in practice. We stress-test the matrix on three high-impact domains: Electroencephalography (EEG)-guided rehabilitation robotics, AI-enabled debt collection in prospective Central Bank Digital Currency (CBDC) ecosystems, and AI-driven allocation of scarce Graphics Processing Unit (GPU) resources in emerging AI Factory infrastructures. Using primary legal texts and implementation evidence, we identify three recurring gaps: weak interoperability mandates, difficult operationalisation of cross-regime obligations (AI + sector regulation + data protection), and under-specified governance for critical digital infrastructure use cases. To bridge the implementation gap, we outline Knowledge Blocks, a machine-checkable compliance artefact pattern based on Resource Description Framework/Web Ontology Language (RDF/OWL), Shapes Constraint Language (SHACL), and Provenance Ontology (PROV-O), enabling audit-ready compliance-by-design across multiple regimes.

cs.AI

An Empirical Evaluation of Quantum-Inspired QUBO Methods for Heterogeneous HPC Workflow Mapping and Scheduling

Heterogeneous HPC workflow scheduling under multiple hard constraints poses a challenging combinatorial optimization problem. Classical exact solvers guarantee optimality but face scalability limits, motivating interest in quantum-inspired Quadratic Unconstrained Binary Optimization (QUBO) as an alternative optimization paradigm. This work presents a systematic empirical evaluation of QUBO-based scheduling methods against classical baselines including MILP, CP-SAT, GA, and HEFT. We evaluate three QUBO variants, single-run simulated annealing, multi-attempt annealing, and a layered QAOA-inspired schedule, with hybrid enhancement strategies on validation workflows (3-4 tasks) and synthetic scaling instances (5-20 tasks). All solvers are assessed through a unified pipeline tracking feasibility, makespan, and resource utilization under progressive constraint activation and controlled penalty sweeps. All approaches recover the expected optimal makespan on validation instances, confirming formulation correctness. However, feasibility degradation emerges for specific QUBO variants as constraint interactions intensify, particularly when communication costs are introduced. Penalty analysis reveals a sharp feasibility threshold for QUBO-SA, where insufficient penalties consistently fail and moderate-to-strong penalties restore feasibility. Scaling experiments show that classical solvers remain robust across all tested sizes, while QUBO-SA loses feasibility beyond 15 tasks and the QAOA-inspired variant beyond 10 tasks. The study provides a clear empirical characterization of the reliability boundaries of quantum-inspired QUBO formulations for HPC scheduling and identifies regimes where classical approaches remain preferable under current solver capabilities.

cs.DC

A Treasure Trove of Performance: Analyzing the IO500 Submission Data

The IO500 benchmark has become the community standard for evaluating HPC storage system performance, yet the detailed data contained in its submission packages remains largely unexplored beyond aggregate leaderboard rankings. We present a statistical characterization of 61 IO500 submissions from four competition lists (ISC21 through SC22), examining score distributions, inter-phase correlations, and insights derived from detailed log files that accompany each submission. Our analysis reveals that IO500 scores span four orders of magnitude. Spearman correlation analysis shows strong within-domain clustering for both bandwidth (rs = 0.78 to 0.96) and metadata (rs = 0.89 to 0.98) phases, with the composite sub-scores exhibiting rs = 0.92 at per-node level (Pearson r = 0.53). Log-level analysis uncovers file-system-specific patterns in IOR close-time overhead, straggler behavior during the stonewall wear-down phase, and parallel-find load imbalance that are invisible in aggregate scores. These findings demonstrate that IO500 submission packages constitute a valuable research resource for understanding storage system behavior. The full submission dataset is publicly available at https://github.com/IO500/submission-data, and analysis scripts at https://gitlab-ce.gwdg.de/hpc-team/io500-analysis.

cs.DC

Interactive and Urgent HPC: State of the Research

When we think of how we use smartphones, e-commerce, collaboration platforms, LLMs, etc., most of our interactions with computers are interactive and often urgent. Similar trends of interactivity and urgency are coming to HPC, with applications from simulations to data analysis and machine learning requiring more parallel computational capability and more interactivity. This chapter overviews the progress made so far along with some vectors of what the path forward will bring for greater integration of interactive and urgent HPC policies, techniques, and technologies into our HPC ecosystems.

cs.DC

Evaluating Large Language Models for Workload Mapping and Scheduling in Heterogeneous HPC Systems

Large language models (LLMs) are increasingly explored for their reasoning capabilities, yet their ability to perform structured, constraint-based optimization from natural language remains insufficiently understood. This study evaluates twenty-one publicly available LLMs on a representative heterogeneous high-performance computing (HPC) workload mapping and scheduling problem. Each model received the same textual description of system nodes, task requirements, and scheduling constraints, and was required to assign tasks to nodes, compute the total makespan, and explain its reasoning. A manually derived analytical optimum of nine hours and twenty seconds served as the ground truth reference. Three models exactly reproduced the analytical optimum while satisfying all constraints, twelve achieved near-optimal results within two minutes of the reference, and six produced suboptimal schedules with arithmetic or dependency errors. All models generated feasible task-to-node mappings, though only about half maintained strict constraint adherence. Nineteen models produced partially executable verification code, and eighteen provided coherent step-by-step reasoning, demonstrating strong interpretability even when logical errors occurred. Overall, the results define the current capability boundary of LLM reasoning in combinatorial optimization: leading models can reconstruct optimal schedules directly from natural language, but most still struggle with precise timing, data transfer arithmetic, and dependency enforcement. These findings highlight the potential of LLMs as explainable co-pilots for optimization and decision-support tasks rather than autonomous solvers.

cs.DC

Ethical AI: Towards Defining a Collective Evaluation Framework

Artificial Intelligence (AI) is transforming sectors such as healthcare, finance, and autonomous systems, offering powerful tools for innovation. Yet its rapid integration raises urgent ethical concerns related to data ownership, privacy, and systemic bias. Issues like opaque decision-making, misleading outputs, and unfair treatment in high-stakes domains underscore the need for transparent and accountable AI systems. This article addresses these challenges by proposing a modular ethical assessment framework built on ontological blocks of meaning-discrete, interpretable units that encode ethical principles such as fairness, accountability, and ownership. By integrating these blocks with FAIR (Findable, Accessible, Interoperable, Reusable) principles, the framework supports scalable, transparent, and legally aligned ethical evaluations, including compliance with the EU AI Act. Using a real-world use case in AI-powered investor profiling, the paper demonstrates how the framework enables dynamic, behavior-informed risk classification. The findings suggest that ontological blocks offer a promising path toward explainable and auditable AI ethics, though challenges remain in automation and probabilistic reasoning.

cs.AI

GrapheonRL: A Graph Neural Network and Reinforcement Learning Framework for Constraint and Data-Aware Workflow Mapping and Scheduling in Heterogeneous HPC Systems

Effective resource utilization and decreased makespan in heterogeneous High Performance Computing (HPC) environments are key benefits of workload mapping and scheduling. Tools such as Snakemake, a workflow management solution, employ Integer Linear Programming (ILP) and heuristic techniques to deploy workflows in various HPC environments like SLURM (Simple Linux Utility for Resource Management) or Kubernetes. Its scheduler factors in workflow task dependencies, resource requirements, and individual task data sizes before system deployment. ILP offers optimal solutions respecting constraints, but only for smaller workflows. Meanwhile, meta-heuristics and heuristics offer faster, though suboptimal, makespan. As problem sizes, system constraints, and complexities evolve, maintaining these schedulers becomes challenging. In this study, we propose a novel solution that integrates Graph Neural Network (GNN) and Reinforcement Learning (RL) to flexibly handle workflows, dynamic constraints, and heterogeneous resources while providing quick responses. GNN manages dependencies and resource requirements, and RL optimizes scheduling decision-making via a learned policy, overcoming the need for a comprehensive global search. Experimental results with different datasets demonstrate that this method effectively adapts to different workflows, adheres to HPC constraints, and offers optimal solutions akin to ILP but with drastically reduced execution times (76 percent faster), comparable to heuristic methods (only 3.85 times slower than OLB). Our contribution is to provide a robust yet scalable mapping and scheduling solution that can handle changing constraints, as well as workload sizes and complexities in a heterogeneous HPC Compute Continuum system landscape.

cs.DC

Workflow-Driven Modeling for the Compute Continuum: An Optimization Approach to Automated System and Workload Scheduling

The convergence of IoT, Edge, Cloud, and HPC technologies creates a compute continuum that merges cloud scalability and flexibility with HPC's computational power and specialized optimizations. However, integrating cloud and HPC resources often introduces latency and communication overhead, which can hinder the performance of tightly coupled parallel applications. Additionally, achieving seamless interoperability between cloud and on-premises HPC systems requires advanced scheduling, resource management, and data transfer protocols. Consequently, users must manually allocate complex workloads across heterogeneous resources, leading to suboptimal task placement and reduced efficiency due to the absence of an automated scheduling mechanism. To overcome these challenges, we introduce a comprehensive framework based on rigorous system and workload modeling for the compute continuum. Our method employs established tools and techniques to optimize workload mapping and scheduling, enabling the automatic orchestration of tasks across both cloud and HPC infrastructures. Experimental evaluations reveal that our approach could optimally improve scheduling efficiency, reducing execution times, and enhancing resource utilization. Specifically, our MILP-based solution achieves optimal scheduling and makespan for small-scale workflows, while heuristic methods offer up to 99% faster estimations for large-scale workflows, albeit with a 5-10% deviation from optimal results. Our primary contribution is a robust system and workload modeling framework that addresses critical gaps in existing tools, paving the way for fully automated orchestration in HPC-compute continuum environments.

cs.DC

A Review of Tools and Techniques for Optimization of Workload Mapping and Scheduling in Heterogeneous HPC System

This paper presents a systematic review of mapping and scheduling strategies within the High-Performance Computing (HPC) compute continuum, with a particular emphasis on heterogeneous systems. It introduces a prototype workflow to establish foundational concepts in workload characterization and resource allocation. Building on this, a thorough analysis of 66 selected research papers - spanning the period from 2017 to 2024 - is conducted, evaluating contemporary tools and techniques used for workload mapping and scheduling. The review highlights that conventional Job Shop scheduling formulations often lack the expressiveness required to model the complexity of modern HPC data centers effectively. It also reaffirms the classification of HPC scheduling problems as NP-hard, due to their combinatorial nature and the diversity of system and workload constraints. The analysis reveals a prevailing reliance on heuristic and meta-heuristic strategies, including nature-inspired, evolutionary, sorting, and search algorithms. To bridge the observed gaps, the study advocates for hybrid optimization approaches that strategically integrate heuristics, meta-heuristics, machine learning, and emerging quantum computing techniques. Such integration, when tailored to specific problem domains, holds promise for significantly improving the scalability, efficiency, and adaptability of workload optimization in heterogeneous HPC environments.

cs.DC

AdamZ: An Enhanced Optimisation Method for Neural Network Training

AdamZ is an advanced variant of the Adam optimiser, developed to enhance convergence efficiency in neural network training. This optimiser dynamically adjusts the learning rate by incorporating mechanisms to address overshooting and stagnation, that are common challenges in optimisation. Specifically, AdamZ reduces the learning rate when overshooting is detected and increases it during periods of stagnation, utilising hyperparameters such as overshoot and stagnation factors, thresholds, and patience levels to guide these adjustments. While AdamZ may lead to slightly longer training times compared to some other optimisers, it consistently excels in minimising the loss function, making it particularly advantageous for applications where precision is critical. Benchmarking results demonstrate the effectiveness of AdamZ in maintaining optimal learning rates, leading to improved model performance across diverse tasks.

cs.LG

Interactive and Urgent HPC: Challenges and Opportunities

As a broader set of applications from simulations to data analysis and machine learning require more parallel computational capability, the demand for interactive and urgent high performance computing (HPC) continues to increase. This paper overviews the progress made so far and elucidates the challenges and opportunities for greater integration of interactive and urgent HPC policies, techniques, and technologies into HPC ecosystems.

cs.DC

DECICE: Device-Edge-Cloud Intelligent Collaboration Framework

DECICE is a Horizon Europe project that is developing an AI-enabled open and portable management framework for automatic and adaptive optimization and deployment of applications in computing continuum encompassing from IoT sensors on the Edge to large-scale Cloud / HPC computing infrastructures. In this paper, we describe the DECICE framework and architecture. Furthermore, we highlight use-cases for framework evaluation: intelligent traffic intersection, magnetic resonance imaging, and emergency response.

cs.DC

Analysis of parallel I/O use on the UK national supercomputing service, ARCHER using Cray LASSi and EPCC SAFE

In this paper, we describe how we have used a combination of the LASSi tool (developed by Cray) and the SAFE software (developed by EPCC) to collect and analyse Lustre I/O performance data for all jobs running on the UK national supercomputing service, ARCHER; and to provide reports on I/O usage for users in our standard reporting framework. We also present results from analysis of parallel I/O use on ARCHER and analysis on the potential impact of different applications on file system performance using metrics we have derived from the LASSi data. We show that the performance data from LASSi reveals how the same application can stress different components of the file system depending on how it is run, and how the LASSi risk metrics allow us to identify use cases that could potentially cause issues for global I/O performance and work with users to improve their I/O use. We use the IO-500 benchmark to help us understand how LASSi risk metrics correspond to observed performance on the ARCHER file systems. We also use LASSi data imported into SAFE to identify I/O use patterns associated with different research areas, understand how the research workflow gives rise to the observed patterns and project how this will affect I/O requirements in the future. Finally, we provide an overview of likely future directions for the continuation of this work.

cs.DC