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Automatic Tuning For A Systemic Model Of Banking Originated Losses (Symbol) Tool On Multicore
- Publication Year :
- 2014
- Publisher :
- Zenodo, 2014.
-
Abstract
- Nowadays, the mathematical/statistical applications are developed with more complexity and accuracy. However, these precisions and complexities have brought as result that applications need more computational power in order to be executed faster. In this sense, the multicore environments are playing an important role to improve and to optimize the execution time of these applications. These environments allow us the inclusion of more parallelism inside the node. However, to take advantage of this parallelism is not an easy task, because we have to deal with some problems such as: cores communications, data locality, memory sizes (cache and RAM), synchronizations, data dependencies on the model, etc. These issues are becoming more important when we wish to improve the application’s performance and scalability. Hence, this paper describes an optimization method developed for Systemic Model of Banking Originated Losses (SYMBOL) tool developed by the European Commission, which is based on analyzing the application's weakness in order to exploit the advantages of the multicore. All these improvements are done in an automatic and transparent manner with the aim of improving the performance metrics of our tool. Finally, experimental evaluations show the effectiveness of our new optimized version, in which we have achieved a considerable improvement on the execution time. The time has been reduced around 96% for the best case tested, between the original serial version and the automatic parallel version.<br />{"references":["Michailidis, P., Margaritis, K. .Efficient Multi-Core Computations in\nComputational Statistics and Econometrics, IEEE 15th Int.Conference\non Computational Science and Engineering (CSE), pp.267274.","De Lisa R., Zedda S., Vallascas F., Campolongo F., Marchesi M.,\n2011,Modelling Deposit Insurance Scheme losses in a Basel 2\nframework, Journal of Financial Services Research, Volume: 40 Issue: 3\npp.123-141","Vasicek O. A., 2002, Loan portfolio value, Risk\nhttp://www.risk.net/data/Pay per view/risk/technical/2002/1202 loan.pdf","Merton R.C., 1974, On the pricing of corporate debt: the risk structureof\ninterest rates, Journal of Finance, 29, 449-470","Basel Committee on Banking Supervision, 2005, An Explanatory\nNoteon the Basel II IRB Risk Weight Functions\nhttp://www.bis.org/bcbs/irbriskweight.pdf","Basel Committee on Banking Supervision, 2006, International\nConvergence of Capital Measurement and Capital Standards\nhttp://www.bis.org/publ/bcbs128.pdf","Basel Committee on Banking Supervision, 2010 rev 2011, A global\nregulatory framework for more resilient banks and banking systems\nhttp://www.bis.org/publ/bcbs189.pdf","Sironi A., Zazzara C., 2004, Applying Credit Risk Models to Deposit\nInsurance Pricing: Empirical Evidence from the Italian Banking System,\nJournal of International Banking Regulation, 6(1)","James C., 1991, The Loss Realized in Bank Failures, Journal of\nFinance,46, 1223-42\n[10] Mistrulli P.E., 2007, Assessing Financial Contagion in the Interbank\nMarket: Maximum Entropy versus Observed Interbank Lending\nPatterns, Bank of Italy Working Papers n. 641\n[11] Upper C., Worms A., 2004, Estimating Bilateral Exposures in the\nGerman Interbank Market: Is there Danger of Contagion?, European\nEconomic Review, 8, 827-849\n[12] Zedda S., Cannas G., Galliani C., De Lisa R., 2012, The role of\ncontagion in financial crises: an uncertainty test on interbank patterns,\nEUR Report 25287, ISSN 1831-9424, ISBN 978-92-79-23849-9\nhttp://publications.jrc.ec.europa.eu/repository/bitstream/111111111/256\n95/1/lbna25287enn.pdf\n[13] European Commission, Directorate-General for Economic and Financial\nAffairs, 2011, Public finances in EMU 2011, European Economy 3 2011\nhttp://ec.europa.eu/economyfinance/publications/european\neconomy/2011/pdf/ee-2011-3 en.pdf\n[14] European Commission, Directorate-General for Economic and Financial\nAffairs, 2012, Fiscal Sustainability Report, European Economy 8—\n2012http://ec.europa.eu/economyfinance/publications/european\neconomy/2012/pdf/ee-2012-8 en.pdf\n[15] De Rose C., Fernandes P., Lima A, Sales A. and Webber, 2011,\nExploiting Multi-core Architectures in Clusters for Enhancing the\nPerformance of the Parallel Bootstrap Simulation Algorithm, IEEE\nInternational Symposium on Parallel and Distributed Processing\nWorkshops and Phd Forum (IPDPSW), pp 1442-1451\n[16] OpenMP Architecture Review Board, 2013, OpenMP Application\nProgram Interface\n[17] Galassi M, Davies J, Theiler J, Brian G, Jungman G., Alken P., Booth\nM., Rossi F., 2013, GNU Scientic Library Reference Manual,\nhttp://www.gnu.org/software/gsl/manual/gsl-ref.pdf\n[18] Faria Nuno, Silva Rui and Sobral Joao, 2013, Impact of Data Structure\nLayout on Performance, 21st Euromicro International Conference on\nParallel, Distributed, and Network-Based Processing, pp. 117-\n120,Ireland\n[19] Davidson, Jack W., Jinturkar, Sanjay, 2001, An Aggressive Approach to\nLoop Unrolling, Technical Report, University of Virginia, USA\n[20] Message Passing Interface Forum, 2012, MPI: A Message-Passing\nInterface Standard Version 3.0 Technical report, 2012"]}
- Subjects :
- Algorithm optimization
Parallel Techniques
OpenMP
Bank Failures
Statistical tool
Subjects
Details
- Language :
- English
- ISSN :
- 18319424
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....092ada5d0554e78632aa3c2d53864b25
- Full Text :
- https://doi.org/10.5281/zenodo.1096581