arXiv subjects

Ralf-Peter Mundani

Publications and source records attributed to Ralf-Peter Mundani.

14 recordsLinked to original sources

arXiv2024

Unifying Economic and Language Models for Enhanced Sentiment Analysis of the Oil Market

Crude oil, a critical component of the global economy, has its prices influenced by various factors such as economic trends, political events, and natural disasters. Traditional prediction methods based on historical data have their limits in forecasting, but recent advancements in natural language processing bring new possibilities for event-based analysis. In particular, Language Models (LM) and their advancement, the Generative Pre-trained Transformer (GPT), have shown potential in classifying vast amounts of natural language. However, these LMs often have difficulty with domain-specific terminology, limiting their effectiveness in the crude oil sector. Addressing this gap, we introduce CrudeBERT, a fine-tuned LM specifically for the crude oil market. The results indicate that CrudeBERT's sentiment scores align more closely with the WTI Futures curve and significantly enhance price predictions, underscoring the crucial role of integrating economic principles into LMs.

cs.IR↗

arXiv2023

CrudeBERT: Applying Economic Theory towards fine-tuning Transformer-based Sentiment Analysis Models to the Crude Oil Market

Predicting market movements based on the sentiment of news media has a long tradition in data analysis. With advances in natural language processing, transformer architectures have emerged that enable contextually aware sentiment classification. Nevertheless, current methods built for the general financial market such as FinBERT cannot distinguish asset-specific value-driving factors. This paper addresses this shortcoming by presenting a method that identifies and classifies events that impact supply and demand in the crude oil markets within a large corpus of relevant news headlines. We then introduce CrudeBERT, a new sentiment analysis model that draws upon these events to contextualize and fine-tune FinBERT, thereby yielding improved sentiment classifications for headlines related to the crude oil futures market. An extensive evaluation demonstrates that CrudeBERT outperforms proprietary and open-source solutions in the domain of crude oil.

cs.IR↗

arXiv2018

Design and optimisation of an efficient HDF5 I/O kernel for massive parallel fluid flow simulations

More and more massive parallel codes running on several hundreds of thousands of cores enter the computational science and engineering domain, allowing high-fidelity computations on up to trillions of unknowns for very detailed analyses of the underlying problems. During such runs, typically gigabytes of data are being produced, hindering both efficient storage and (interactive) data exploration. Here, advanced approaches based on inherently distributed data formats such as HDF5 become necessary in order to avoid long latencies when storing the data and to support fast (random) access when retrieving the data for visual processing. Avoiding file locking and using collective buffering, write bandwidths to a single file close to the theoretical peak on a modern supercomputing cluster were achieved. The structure of the output file supports a very fast interactive visualisation and introduces additional steering functionality.

cs.PF↗

arXiv2018

A review of the finite cell method for nonlinear structural analysis of complex CAD and image-based geometric models

The finite cell method (FCM) belongs to the class of immersed boundary methods, and combines the fictitious domain approach with high-order approximation, adaptive integration and weak imposition of unfitted Dirichlet boundary conditions. For the analysis of complex geometries, it circumvents expensive and potentially error-prone meshing procedures, while maintaining high rates of convergence. The present contribution provides an overview of recent accomplishments in the FCM with applications in structural mechanics. First, we review the basic components of the technology using the p- and B-spline versions of the FCM. Second, we illustrate the typical solution behavior for linear elasticity in 1D. Third, we show that it is straightforward to extend the FCM to nonlinear elasticity. We also outline that the FCM can be extended to applications beyond structural mechanics, such as transport processes in porous media. Finally, we demonstrate the benefits of the FCM with two application examples, i.e. the vibration analysis of a ship propeller described by T-spline CAD surfaces and the nonlinear compression test of a CT-based metal foam.

math.NA↗

arXiv2018

Parallelization of the multi-level hp-adaptive finite cell method

The multi-level hp-refinement scheme is a powerful extension of the finite element method that allows local mesh adaptation without the trouble of constraining hanging nodes. This is achieved through hierarchical high-order overlay meshes, a hp-scheme based on spatial refinement by superposition. An efficient parallelization of this method using standard domain decomposition approaches in combination with ghost elements faces the challenge of a large basis function support resulting from the overlay structure and is in many cases not feasible. In this contribution, a parallelization strategy for the multi-level hp-scheme is presented that is adapted to the scheme's simple hierarchical structure. By distributing the computational domain among processes on the granularity of the active leaf elements and utilizing shared mesh data structures, good parallel performance is achieved, as redundant computations on ghost elements are avoided. We show the scheme's parallel scalability for problems with a few hundred elements per process. Furthermore, the scheme is used in conjunction with the finite cell method to perform numerical simulations on domains of complex shape.

cs.DC↗

arXiv2018

Dynamic load balancing strategies for hierarchical p-FEM solvers

Equation systems resulting from a p-version FEM discretisation typically require a special treatment as iterative solvers are not very efficient here. Applying hierarchical concepts based on a nested dissection approach allow for both the design of sophisticated solvers as well as for advanced parallelisation strategies. To fully exploit the underlying computing power of parallel systems, dynamic load balancing strategies become an essential component.

cs.DC↗

arXiv2018

Computational steering of complex flow simulations

Computational Steering, the combination of a simulation back-end with a visualisation front-end, offers great possibilities to exploit and optimise scenarios in engineering applications. Due to its interactivity, it requires fast grid generation, simulation, and visualisation and, therefore, mostly has to rely on coarse and inaccurate simulations typically performed on rather small interactive computing facilities and not on much more powerful high-performance computing architectures operated in batch-mode. This paper presents a steering environment that intends to bring these two worlds - the interactive and the classical HPC world - together in an integrated way. The environment consists of efficient fluid dynamics simulation codes and a steering and visualisation framework providing a user interface, communication methods for distributed steering, and parallel visualisation tools. The gap between steering and HPC is bridged by a hierarchical approach that performs fast interactive simulations for many scenario variants increasing the accuracy via hierarchical refinements in dependence of the time the user wants to wait. Finally, the user can trigger large simulations for selected setups on an HPC architecture exploiting the pre-computations already done on the interactive system.

cs.CE↗

arXiv2018

Numerical simulation of transport in porous media: some problems from micro to macro scale

This paper deals with simulation of flow and transport in porous media such as transport of groundwater contaminants. We first discuss how macro scale equations are derived and which terms have to be closed by models. The transport of tracers is strongly influenced by pore scale velocity structure and large scale inhomogeneities in the permeability field. The velocity structure on the pore scale is investigated by direct numerical simulations of the 3D velocity field in a random sphere pack. The velocity probability density functions are strongly skewed, including some negative velocities. The large probability for very small velocities might be the reason for non-Fickian dispersion in the initial phase of contaminant transport. We present a method to determine large scale distributions of the permeability field from point-wise velocity measurements. The adjoint-based optimisation algorithm delivers fully satisfying agreement between input and estimated permeability fields. Finally numerical methods for convection dominated tracer transports are investigated from a theoretical point of view. It is shown that high order Finite Element Methods can reduce or even eliminate non-physical oscillations in the solution without introducing additional numerical diffusivity.

math.NA↗

arXiv2018

A high-performance interactive computing framework for engineering applications

To harness the potential of advanced computing technologies, efficient (real time) analysis of large amounts of data is as essential as are front-line simulations. In order to optimise this process, experts need to be supported by appropriate tools that allow to interactively guide both the computation and data exploration of the underlying simulation code. The main challenge is to seamlessly feed the user requirements back into the simulation. State-of-the-art attempts to achieve this, have resulted in the insertion of so-called check- and break-points at fixed places in the code. Depending on the size of the problem, this can still compromise the benefits of such an attempt, thus, preventing the experience of real interactive computing. To leverage the concept for a broader scope of applications, it is essential that a user receives an immediate response from the simulation to his or her changes. Our generic integration framework, targeted to the needs of the computational engineering domain, supports distributed computations as well as on-the-fly visualisation in order to reduce latency and enable a high degree of interactivity with only minor code modifications. Namely, the regular course of the simulation coupled to our framework is interrupted in small, cyclic intervals followed by a check for updates. When new data is received, the simulation restarts automatically with the updated settings (boundary conditions, simulation parameters, etc.). To obtain rapid, albeit approximate feedback from the simulation in case of perpetual user interaction, a multi-hierarchical approach is advantageous. Within several different engineering test cases, we will demonstrate the flexibility and the effectiveness of our approach.

cs.DC↗

arXiv2018

Ensuring domain consistency in an adaptive framework with distributed topology for fluid flow simulations

Top-tier parallel computing clusters continue to accumulate more and more computational power with more and better CPUs and Networks. This allows, especially for environmental simulations, computations with larger domain sizes and better resolution. One of the challenges becoming increasingly important is the decomposition and distribution of the overall work load. State-of-the-art parallel codes usually use solutions that involve complete knowledge of the domain topology, which will lead to communication and memory bottlenecks when computing very large domains. To meet this challenge, the authors propose a new strategy for decentralised domain management, based on a proven hierarchic data structure. On the way of developing a framework where individual sub-domains only have local knowledge of their surroundings, this contribution describes the communication patterns used in ensuring a consistent domain, without the need for expensive global broadcast messages. Furthermore, the routines necessary to deal with adaptive changes in domain topology, due to refinement, coarsening and migration of sub-domains to different computational resources, are discussed in detail.

cs.DC↗

arXiv2018

Framework for the hybrid parallelisation of simulation codes

Writing efficient hybrid parallel code is tedious, error-prone, and requires good knowledge of both parallel programming and multithreading such as MPI and OpenMP, resp. Therefore, we present a framework which is based on a job model that allows the user to incorporate his sequential code with manageable effort and code modifications in order to be executed in parallel on clusters or supercomputers built from modern multi-core CPUs. The primary application domain of this framework are simulation codes from engineering disciplines as those are in many cases still sequential and due to their memory and runtime demands prominent candidates for parallelisation.

cs.DC↗

arXiv2018

A sliding window technique for interactive high-performance computing scenarios

Interactive high-performance computing is doubtlessly beneficial for many computational science and engineering applications whenever simulation results should be visually processed in real time, i.e. during the computation process. Nevertheless, interactive HPC entails a lot of new challenges that have to be solved - one of them addressing the fast and efficient data transfer between a simulation back end and visualisation front end, as several gigabytes of data per second are nothing unusual for a simulation running on some (hundred) thousand cores. Here, a new approach based on a sliding window technique is introduced that copes with any bandwidth limitations and allows users to study both large and small scale effects of the simulation results in an interactive fashion.

cs.CE↗

arXiv2018

Interactive data exploration for high-performance fluid flow computations through porous media

Huge data advent in high-performance computing (HPC) applications such as fluid flow simulations usually hinders the interactive processing and exploration of simulation results. Such an interactive data exploration not only allows scientiest to 'play' with their data but also to visualise huge (distributed) data sets in both an efficient and easy way. Therefore, we propose an HPC data exploration service based on a sliding window concept, that enables researches to access remote data (available on a supercomputer or cluster) during simulation runtime without exceeding any bandwidth limitations between the HPC back-end and the user front-end.

cs.CE↗

arXiv2018

Measuring and comparing the scaling behaviour of a high-performance CFD code on different supercomputing infrastructures

Parallel code design is a challenging task especially when addressing petascale systems for massive parallel processing (MPP), i.e. parallel computations on several hundreds of thousands of cores. An in-house computational fluid dynamics code, developed by our group, was designed for such high-fidelity runs in order to exhibit excellent scalability values. Basis for this code is an adaptive hierarchical data structure together with an efficient communication and (numerical) computation scheme that supports MPP. For a detailled scalability analysis, we performed several experiments on two of Germany's national supercomputers up to 140,000 processes. In this paper, we will show the results of those experiments and discuss any bottlenecks that could be observed while solving engineering-based problems such as porous media flows or thermal comfort assessments for problem sizes up to several hundred billion degrees of freedom.

cs.PF↗