Результаты поиска по 'automation':
Найдено статей: 45
  1. Vetrin R.L., Koberg K.
    Reinforcement learning in optimisation of financial market trading strategy parameters
    Computer Research and Modeling, 2024, v. 16, no. 7, pp. 1793-1812

    High frequency algorithmic trading became is a subclass of trading which is focused on gaining basis-point like profitability on sub-second time frames. Such trading strategies do not depend on most of the factors eligible for the longer-term trading and require specific approach. There were many attempts to utilize machine learning techniques to both high and low frequency trading. However, it is still having limited application in the real world trading due to high exposure to overfitting, requirements for rapid adaptation to new market regimes and overall instability of the results. We conducted a comprehensive research on combination of known quantitative theory and reinforcement learning methods in order derive more effective and robust approach at construction of automated trading system in an attempt to create a support for a known algorithmic trading techniques. Using classical price behavior theories as well as modern application cases in sub-millisecond trading, we utilized the Reinforcement Learning models in order to improve quality of the algorithms. As a result, we derived a robust model which utilize Deep Reinforcement learning in order to optimise static market making trading algorithms’ parameters capable of online learning on live data. More specifically, we explored the system in the derivatives cryptocurrency market which mostly not dependent on external factors in short terms. Our research was implemented in high-frequency environment and the final models showed capability to operate within accepted high-frequency trading time-frames. We compared various combinations of Deep Reinforcement Learning approaches and the classic algorithms and evaluated robustness and effectiveness of improvements for each combination.

  2. Smirnov S.A., Tarasov A.S.
    An automated system for program parameters fine tuning in the cloud
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 587-592

    The paper presents a software system aimed at finding best (in some sense) parameters of an algorithm. The system handles both discrete and continuous parameters and employs massive parallelism offered by public clouds. The paper presents an overview of the system, a method to measure algorithm's performance in the cloud and numerical results of system's use on several problem sets.

  3. Sukhoroslov O.V., Rubtsov A.O., Volkov S.Yu.
    Development of distributed computing applications and services with Everest cloud platform
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 593-599

    The use of service-oriented approach in scientific domains can increase research productivity by enabling sharing, publication and reuse of computing applications, as well as automation of scientific workflows. Everest is a cloud platform that enables researchers with minimal skills to publish and use scientific applications as services. In contrast to existing solutions, Everest executes applications on external resources attached by users, implements flexible binding of resources to applications and supports programmatic access to the platform's functionality. The paper presents current state of the platform, recent developments and remaining challenges.

    Views (last year): 6. Citations: 2 (RSCI).
  4. Dobrynin V.N., Filozova I.A.
    Cataloging technology of information fund
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 661-673

    The article discusses the approach to the improvement of information processing technology on the basis of logical-semantic network (LSN) Question–Answer–Reaction aimed at formation and support of the catalog service providing efficient search of answers to questions.

    The basis of such a catalog service are semantic links, reflecting the logic of presentation of the author's thoughts within the framework this publication, theme, subject area. Structuring and support of these links will allow working with a field of meanings, providing new opportunities for the study the corps of digital libraries documents. Cataloging of the information fund includes: formation of lexical dictionary; formation of the classification tree for several bases; information fund classification for question–answer topics; formation of the search queries that are adequate classification trees the question–answer; automated search queries on thematic search engines; analysis of the responses to queries; LSN catalog support during the operational phase (updating and refinement of the catalog). The technology is considered for two situations: 1) information fund has already been formed; 2) information fund is missing, you must create it.

    Views (last year): 3.
  5. Tkachenko I.A.
    Experience of puppet usage for managment of Tier-1 GRID cluster at NRC “Kurchatov Institute”
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 735-740

    This article is about the organization of the cluster management using puppet. It tells about: safety of usage, from the point of view of mass apply at a computing cluster wrong configuration (by reason of human factor); collaboration work and the creation of opportunities for each cluster administrator, regardless of others, writing and debugging your own scripts, before include them in the overall system of cluster managment; writing scripts, which allow to get as fully configured nodes, and updates the configuration of any system parts, without affecting the rest of the nodes components, regardless of the current state of the node of computing cluster.

    The article compares different methods of the creation of the hierarchy of puppet scenarios, describes problems associated with the use of “include” for the organization hierarchy, and tells about the transition to a system of sequential call classes through shell-script.

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International Interdisciplinary Conference "Mathematics. Computing. Education"