arXiv subjects

R. Nuriyev

Publications and source records attributed to R. Nuriyev.

4 recordsLinked to original sources

arXiv2008

Parallel execution of portfolio optimization

Analysis of asset liability management (ALM) strategies especially for long term horizon is a crucial issue for banks, funds and insurance companies. Modern economic models, investment strategies and optimization criteria make ALM studies computationally very intensive task. It attracts attention to multiprocessor system and especially to the cheapest one: multi core PCs and PC clusters. In this article we are analyzing problem of parallel organization of portfolio optimization, results of using clusters for optimization and the most efficient cluster architecture for these kinds of tasks.

cs.DC↗

arXiv2008

Programming languages with algorithmically parallelizing problem

The study consists of two parts. Objective of the first part is modern language constructions responsible for algorithmically insolvability of parallelizing problem. Second part contains several ways to modify the constructions to make the problem algorithmically solvable

cs.DC↗

arXiv2008

Practical language based on systems of definitions

The article suggests a description of a system of tables with a set of special lists absorbing a semantics of data and reflects a fullness of data. It shows how their parallel processing can be constructed based on the descriptions. The approach also might be used for definition intermediate targets for data mining and unstructured data processing.

cs.DC↗

arXiv2008

Detection of parallel steps in programs with arrays

The problem of detecting of information and logically independent (DILD) steps in programs is a key for equivalent program transformations. Here we are considering the problem of independence of loop iterations, the concentration of massive data processing and hence the most challenge construction for parallelizing. We introduced a separated form of loops when loop's body is a sequence of procedures each of them are used array's elements selected in a previous procedure. We prove that any loop may be algorithmically represented in this form and number of such procedures is invariant. We show that for this form of loop the steps connections are determined with some integer equations and hence the independence problem is algorithmically unsolvable if index expressions are more complex than cubical. We suggest a modification of index semantics that made connection equations trivial and loops iterations can be executed in parallel.

cs.PL↗