PolyRun - Polymer Microstructure Exploration HPC Gateway

Presenter(s): Amit Chourasia (SDSC) Christopher Thompson (Purdue)

Presentation Slides

Polymers are long chain macromolecules with physical properties that make them appealing for a wide range of uses in structural support, organic electronics, and biomedical applications. The microscopic structure adopted by polymers plays a key role in determining their suitability for advanced applications. Computational simulation tools provide a convenient and powerful method to guide experiments to create desirable structures. In this talk we will discuss ECSS activity to support development of PolyRun Gateway that allows seasoned and non-HPC users to easily perform complex computations and utilize simulations as an aid in designing experiments towards desired materials.

Efficient construction of limit order books for financial markets

Presenter(s): Robert Sinkovits (SDSC)

Presentation Slides

A limit order book (LOB) is a record of unexecuted orders to buy or sell a stock at a specified price. The LOB can then be used as a starting point for deeper analysis of markets, leading to a better understanding of the impact of trading behaviors, suggestions for regulations to make markets more effective or identification of manipulative practices such as quote stuffing. Construction of full-resolution LOBs is computationally demanding and, as a consequence, approximations are often employed. Unfortunately, this limits the utility of the LOBs in the era of high frequency trading. In this collaboration with Mao Ye (U. Illinois), we describe how we were able to first optimize the performance of existing full-resolution LOB construction software to achieve a 100x reduction in run time, and then refactor the software to ultimately improve time to solution by 1000-3000x.