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HIPERFIT News May 2015

News from the Research Center on Functional High-Performance Computing for Financial IT

In May 2015, HIPERFIT is hosting three seminars:

  May 12, 15:00-16:00, AUD 7, HCØ (Tuesday)
  Aspects of Controlling Life Event Risk
  Mogens Steffensen (Math/University of Copenhagen)


  May 26, 15:00-16:00, AUD 7, HCØ (Tuesday)
  The Internals of the Futhark Parallel Language Compiler
  Troels Henriksen and Cosmin Oancea (DIKU/University of Copenhagen)

  May 28, 15:00-16:00, APL Meeting Room, DIKU, HCØ (Thursday)
  Supporting innovation in programming tools for enabling efficient computing everywhere
  Anton Lokhmotov (Dividiti)

See below for details about the three May seminars. As always, more information about HIPERFIT activities is available from the HIPERFIT web site, including access to recent publications.

Aspects of Controlling Life Event Risk
Mogens Steffensen (Math/University of Copenhagen)
Time: Tuesday, May 12, 15:00-16:00
Place: AUD 7, HCØ

Life insurance and pension savings serve to compensate individuals for economic consequences of life events like dying early or living long. Financial decisions are made with the uncertain lifetime as time horizon, possibly involving preferences of heirs or, perhaps, even future generations. We discuss different aspects of preferences that formalize the quality of decisions. They include risk aversion but also the elasticity of substituting consumption between different points in time and different life events. Interesting questions concern the individual's decision power and preferences with respect to time and money spent on education, work, health improvement etc. We present some modern formalizations of these questions and discuss their impact on the design of insurance and saving products.

Mogens Steffensen is professor in life insurance mathematics at the University of Copenhagen. He has contributed to the development of market-based valuation tools in insurance, e.g. in the monograph 'Market-Valuation Methods in Life and Pension Insurance', published by Cambridge University Press. His research also covers various decision making problems, and he is recently mainly interested in mixing classical consumption-investment problems with insurance decision making. He has supervised around 80 masters in actuarial science to the Danish insurance industry and collaborates intensively with the industry in various research projects. He is member of the Accounting Committee under the Danish Actuarial Association, member of the life committee under IAA, member of the ASTIN Bulletin Management Board, associate editor of Insurance: Mathematics and Economics, editor of Scandinavian Actuarial Journal and editor-in-chief of Risks.

The Internals of the Futhark Parallel Language Compiler
Troels Henriksen and Cosmin Oancea (DIKU/University of Copenhagen)
Time
Tuesday, May 26, 15:00-16:00
Place: AUD 7, HCØ

Futhark is a data-parallel programming language under development at HIPERFIT.  It supports nested dara-parallelism and has an optimising compiler under development, which places particular emphasis on providing a rich internal representation permitting the expression of important optimisations in memory management, loop distribution, fusion, etc.  This presentation will give a status report of the current Futhark implementation, with emphasis on memory management, OpenCL code generation, and other technical issues.

Troels Henriksen is a PhD student at the glorious computer science department at the University of Copenhagen.  He spends his free and work time feeding crows outside the canteen windows.

Cosmin Oancea is Assistant Professor at the Department of Computer Science, University of Copenhagen.

 
Supporting Innovation in Programming Tools for Enabling Efficient Computing Everywhere
Anton Lokhmotov (Dividiti)
Time: Thursday, May 28, 15:00-16:00
Place: APL Meeting Room, DIKU, HCØ - room 01-0-029


Computer systems heterogeneity has become a widely accepted way to achieve high performance, importantly, in terms of energy efficiency, as well as execution speed. For example, modern systems-on-chip include several clusters of general-purpose processors (e.g. ARM big.LITTLE CPUs) and special-purpose accelerators (e.g. ARM Mali GPUs). The logic is almost impeccable. Using the hardware most suitable for the task in hand is almost guaranteed to result in the best performance. Where it all breaks down is writing the correct and efficient software in a portable and cost-effective way. Take OpenCL, for example, the most widely adopted standard for programming heterogeneous systems.

Activities around OpenCL can be categorised according to the three communities that carry them out: hardware vendors who shape and implement the standard; software developers who rely on the standard to implement their software; and tool developers who rely on the standard to implement their tools. Further subdivision happens at the industry and academia boundary. The hardware vendors belong to industry by definition. The tool developers today, however, mostly belong to academia due to the harsh economic reality: until a sufficient number of software developers adopt the technology there's no money in making tools. Meanwhile, OpenCL is often criticised for poor programmer productivity and performance portability, so the community of software developers is growing rather slowly. As a compiler engineer who used to work at a hardware company, occasionally helping developers optimise their software, I am acutely aware of the chasms that lie between the OpenCL communities today. Furthermore, my experience suggests that technology transfer can be stimulated only by simultaneously pushing from academia and pulling from industry. I have grown to believe that these disparate communities can come much closer together through an open collaboration platform. Imagine an online integrated development environment like Visual Studio or Eclipse.

An intuitive interface allows developers to perform typical GPU optimisation tasks like creating and rigorously comparing performance across a range of different devices to ensure performance portability. Integrated verification and checking tools help developers find bugs to ensure correctness portability. The community welcomes and grows best programming tools coming from academia, replacing the harmful effects of academic career pressures (which lead to many insufficiently developed and validated ideas being published) with the salutary effects of community support. The community also contributes performance-sensitive portions of their applications as benchmarks, replacing harmful synthetic benchmarks with representative workloads. Community-driven workload definition allows the hardware vendors to focus their optimisation efforts and design faster and more energy-efficient hardware.

The trialogue leads to innovation in applications and algorithms, eventually benefitting end users. I will present our vision and the steps we are taking towards enabling efficient computing everywhere.

HIPERFIT News May 2015

News from the Research Center on Functional High-Performance Computing for Financial IT

In May 2015, HIPERFIT is hosting three seminars:

  May 12, 15:00-16:00, AUD 7, HCØ (Tuesday)
  Aspects of Controlling Life Event Risk
  Mogens Steffensen (Math/University of Copenhagen)


  May 26, 15:00-16:00, AUD 7, HCØ (Tuesday)
  The Internals of the Futhark Parallel Language Compiler
  Troels Henriksen and Cosmin Oancea (DIKU/University of Copenhagen)

  May 28, 15:00-16:00, APL Meeting Room, DIKU, HCØ (Thursday)
  Supporting innovation in programming tools for enabling efficient computing everywhere
  Anton Lokhmotov (Dividiti)

See below for details about the three May seminars. As always, more information about HIPERFIT activities is available from the HIPERFIT web site, including access to recent publications.

Aspects of Controlling Life Event Risk
Mogens Steffensen (Math/University of Copenhagen)
Time: Tuesday, May 12, 15:00-16:00
Place: AUD 7, HCØ

Life insurance and pension savings serve to compensate individuals for economic consequences of life events like dying early or living long. Financial decisions are made with the uncertain lifetime as time horizon, possibly involving preferences of heirs or, perhaps, even future generations. We discuss different aspects of preferences that formalize the quality of decisions. They include risk aversion but also the elasticity of substituting consumption between different points in time and different life events. Interesting questions concern the individual's decision power and preferences with respect to time and money spent on education, work, health improvement etc. We present some modern formalizations of these questions and discuss their impact on the design of insurance and saving products.

Mogens Steffensen is professor in life insurance mathematics at the University of Copenhagen. He has contributed to the development of market-based valuation tools in insurance, e.g. in the monograph 'Market-Valuation Methods in Life and Pension Insurance', published by Cambridge University Press. His research also covers various decision making problems, and he is recently mainly interested in mixing classical consumption-investment problems with insurance decision making. He has supervised around 80 masters in actuarial science to the Danish insurance industry and collaborates intensively with the industry in various research projects. He is member of the Accounting Committee under the Danish Actuarial Association, member of the life committee under IAA, member of the ASTIN Bulletin Management Board, associate editor of Insurance: Mathematics and Economics, editor of Scandinavian Actuarial Journal and editor-in-chief of Risks.

The Internals of the Futhark Parallel Language Compiler
Troels Henriksen and Cosmin Oancea (DIKU/University of Copenhagen)
Time
Tuesday, May 26, 15:00-16:00
Place: AUD 7, HCØ

Futhark is a data-parallel programming language under development at HIPERFIT.  It supports nested dara-parallelism and has an optimising compiler under development, which places particular emphasis on providing a rich internal representation permitting the expression of important optimisations in memory management, loop distribution, fusion, etc.  This presentation will give a status report of the current Futhark implementation, with emphasis on memory management, OpenCL code generation, and other technical issues.

Troels Henriksen is a PhD student at the glorious computer science department at the University of Copenhagen.  He spends his free and work time feeding crows outside the canteen windows.

Cosmin Oancea is Assistant Professor at the Department of Computer Science, University of Copenhagen.

 
Supporting Innovation in Programming Tools for Enabling Efficient Computing Everywhere
Anton Lokhmotov (Dividiti)
Time: Thursday, May 28, 15:00-16:00
Place: APL Meeting Room, DIKU, HCØ - room 01-0-029


Computer systems heterogeneity has become a widely accepted way to achieve high performance, importantly, in terms of energy efficiency, as well as execution speed. For example, modern systems-on-chip include several clusters of general-purpose processors (e.g. ARM big.LITTLE CPUs) and special-purpose accelerators (e.g. ARM Mali GPUs). The logic is almost impeccable. Using the hardware most suitable for the task in hand is almost guaranteed to result in the best performance. Where it all breaks down is writing the correct and efficient software in a portable and cost-effective way. Take OpenCL, for example, the most widely adopted standard for programming heterogeneous systems.

Activities around OpenCL can be categorised according to the three communities that carry them out: hardware vendors who shape and implement the standard; software developers who rely on the standard to implement their software; and tool developers who rely on the standard to implement their tools. Further subdivision happens at the industry and academia boundary. The hardware vendors belong to industry by definition. The tool developers today, however, mostly belong to academia due to the harsh economic reality: until a sufficient number of software developers adopt the technology there's no money in making tools. Meanwhile, OpenCL is often criticised for poor programmer productivity and performance portability, so the community of software developers is growing rather slowly. As a compiler engineer who used to work at a hardware company, occasionally helping developers optimise their software, I am acutely aware of the chasms that lie between the OpenCL communities today. Furthermore, my experience suggests that technology transfer can be stimulated only by simultaneously pushing from academia and pulling from industry. I have grown to believe that these disparate communities can come much closer together through an open collaboration platform. Imagine an online integrated development environment like Visual Studio or Eclipse.

An intuitive interface allows developers to perform typical GPU optimisation tasks like creating and rigorously comparing performance across a range of different devices to ensure performance portability. Integrated verification and checking tools help developers find bugs to ensure correctness portability. The community welcomes and grows best programming tools coming from academia, replacing the harmful effects of academic career pressures (which lead to many insufficiently developed and validated ideas being published) with the salutary effects of community support. The community also contributes performance-sensitive portions of their applications as benchmarks, replacing harmful synthetic benchmarks with representative workloads. Community-driven workload definition allows the hardware vendors to focus their optimisation efforts and design faster and more energy-efficient hardware.

The trialogue leads to innovation in applications and algorithms, eventually benefitting end users. I will present our vision and the steps we are taking towards enabling efficient computing everywhere.
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