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description Publicationkeyboard_double_arrow_right Report , Article , Other literature type , Preprint 2023 France, France, United KingdomPublisher:Elsevier BV Funded by:ANR | PISCESANR| PISCESAuthors: Víctor Elvira; Émilie Chouzenoux; Ömer Deniz Akyildiz; Luca Martino;Víctor Elvira; Émilie Chouzenoux; Ömer Deniz Akyildiz; Luca Martino;International audience; Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability distribution. The performance of IS heavily depends on the appropriate selection of the proposal distributions where the samples are simulated from. In this paper, we propose an adaptive importance sampler, called GRAMIS, that iteratively improves the set of proposals. The algorithm exploits geometric information of the target to adapt the location and scale parameters of those proposals. Moreover, in order to allow for a cooperative adaptation, a repulsion term is introduced that favors a coordinated exploration of the state space. This translates into a more diverse exploration and a better approximation of the target via the mixture of proposals. Moreover, we provide a theoretical justification of the repulsion term. We show the good performance of GRAMIS in two problems where the target has a challenging shape and cannot be easily approximated by a standard uni-modal proposal.
Hyper Article en Lig... arrow_drop_down Journal of the Franklin InstituteArticle . 2023 . Peer-reviewedLicense: CC BY NC NDData sources: CrossrefSpiral - Imperial College Digital RepositoryArticle . 2023License: CC BY NC NDData sources: Spiral - Imperial College Digital RepositoryHAL Descartes; INRIA a CCSD electronic archive server; Mémoires en Sciences de l'Information et de la CommunicationArticle . 2023License: CC BYadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.1016/j.jfranklin.2023.06.041&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.euAccess RoutesGreen hybrid 1 citations 1 popularity Average influence Average impulse Average Powered by BIP!visibility 4visibility views 4 download downloads 1 Powered bymore_vert Hyper Article en Lig... arrow_drop_down Journal of the Franklin InstituteArticle . 2023 . Peer-reviewedLicense: CC BY NC NDData sources: CrossrefSpiral - Imperial College Digital RepositoryArticle . 2023License: CC BY NC NDData sources: Spiral - Imperial College Digital RepositoryHAL Descartes; INRIA a CCSD electronic archive server; Mémoires en Sciences de l'Information et de la CommunicationArticle . 2023License: CC BYadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.1016/j.jfranklin.2023.06.041&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.eudescription Publicationkeyboard_double_arrow_right Preprint , Article , Report , Other literature type 2017 France, United Kingdom, FrancePublisher:Elsevier BV Funded by:ANR | CIMI, EC | STATOR, ANR | UNITI +1 projectsANR| CIMI ,EC| STATOR ,ANR| UNITI ,ANR| PERSYVAL-labAuthors: Assalé Adjé; Pierre-Loïc Garoche; Victor Magron;Assalé Adjé; Pierre-Loïc Garoche; Victor Magron;In order to address the imprecision often introduced by widening operators in static analysis, policy iteration based on min-computations amounts to considering the characterization of reachable value set of a program as an iterative computation of policies, starting from a post-fixpoint. Computing each policy and the associated invariant relies on a sequence of numerical optimizations. While the early research efforts relied on linear programming (LP) to address linear properties of linear programs, the current state of the art is still limited to the analysis of linear programs with at most quadratic invariants, relying on semidefinite programming (SDP) solvers to compute policies, and LP solvers to refine invariants. We propose here to extend the class of programs considered through the use of Sums-of-Squares (SOS) based optimization. Our approach enables the precise analysis of switched systems with polynomial updates and guards. The analysis presented has been implemented in Matlab and applied on existing programs coming from the system control literature, improving both the range of analyzable systems and the precision of previously handled ones. Comment: 29 pages, 4 figures
Spiral - Imperial Co... arrow_drop_down Spiral - Imperial College Digital RepositoryReport . 2015License: rioxx All Rights ReservedData sources: Spiral - Imperial College Digital RepositoryNonlinear Analysis Hybrid SystemsArticle . 2017 . Peer-reviewedLicense: Elsevier TDMData sources: CrossrefHAL DescartesPreprint . 2017Full-Text: https://hal.science/hal-01448179/documentData sources: HAL Descarteshttps://doi.org/10.48550/arxiv...Article . 2015License: arXiv Non-Exclusive DistributionData sources: Dataciteadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.1016/j.nahs.2017.03.001&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.euAccess RoutesGreen bronze 3 citations 3 popularity Average influence Average impulse Average Powered by BIP!visibility 1visibility views 1 download downloads 5 Powered bymore_vert Spiral - Imperial Co... arrow_drop_down Spiral - Imperial College Digital RepositoryReport . 2015License: rioxx All Rights ReservedData sources: Spiral - Imperial College Digital RepositoryNonlinear Analysis Hybrid SystemsArticle . 2017 . Peer-reviewedLicense: Elsevier TDMData sources: CrossrefHAL DescartesPreprint . 2017Full-Text: https://hal.science/hal-01448179/documentData sources: HAL Descarteshttps://doi.org/10.48550/arxiv...Article . 2015License: arXiv Non-Exclusive DistributionData sources: Dataciteadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.1016/j.nahs.2017.03.001&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.eudescription Publicationkeyboard_double_arrow_right Article , Preprint , Report , Other literature type 2012 United Kingdom, France, FrancePublisher:Elsevier BV Authors: Cont, R; Kukanov, A;Cont, R; Kukanov, A;To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by characteristics of the order flows and queue sizes in each limit order book, as well as the structure of transaction fees and rebates across exchanges. We propose a quantitative framework for studying this order placement problem by formulating it as a convex optimization problem. This formulation allows the study of how the optimal order placement decision depends on the interplay between the state of order books, the fee structure, order flow properties and the aversion to execution risk. In the case of a single exchange, we derive an explicit solution for the optimal split between limit and market orders. For the general case of order placement across multiple exchanges, we propose a stochastic algorithm that computes the optimal routing policy and study the sensitivity of the solution to various parameters. Our algorithm does not require an explicit statistical model of order flow but exploits data on recent order fills across exchanges in the numerical implementation of the algorithm to acquire this information through a supervised learning procedure.
Oxford University Re... arrow_drop_down Oxford University Research Archive; Quantitative FinanceOther literature type . Article . 2018 . 2016 . Peer-reviewedSpiral - Imperial College Digital RepositoryArticle . 2016Data sources: Spiral - Imperial College Digital RepositoryResearch Papers in Economics; Hal-DiderotReport . Preprint . 2012https://doi.org/10.48550/arxiv...Article . 2012License: arXiv Non-Exclusive DistributionData sources: Dataciteadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.2139/ssrn.2155218&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.euAccess RoutesGreen bronze 52 citations 52 popularity Top 10% influence Top 10% impulse Top 10% Powered by BIP!visibility 20visibility views 20 download downloads 1,217 Powered bymore_vert Oxford University Re... arrow_drop_down Oxford University Research Archive; Quantitative FinanceOther literature type . Article . 2018 . 2016 . Peer-reviewedSpiral - Imperial College Digital RepositoryArticle . 2016Data sources: Spiral - Imperial College Digital RepositoryResearch Papers in Economics; Hal-DiderotReport . Preprint . 2012https://doi.org/10.48550/arxiv...Article . 2012License: arXiv Non-Exclusive DistributionData sources: Dataciteadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.2139/ssrn.2155218&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.eudescription Publicationkeyboard_double_arrow_right Article , Report , Conference object , Preprint , Other literature type 2003Embargo end date: 01 Jan 2003 United Kingdom, France, FrancePublisher:arXiv Brook, N.; Bogdanchikov, A.; Buckley, A.; Closier, J.; Egede, U.; Frank, M.; Galli, D.; Gandelman, M.; Garonne, V.; Gaspar, C.; Diaz, R. Graciani; Harrison, K.; van Herwijnen, E.; Khan, A.; Klous, S.; Korolko, I.; Kuznetsov, G.; Loverre, F.; Marconi, U.; Palacios, J. P.; Patrick, G. N.; Pickford, A.; Ponce, S.; Romanovski, V.; Saborido, J. J.; Schmelling, M.; Soroko, A.; Tsaregorodtsev, A.; Vagnoni, V.; Washbrook, A.;This paper describes DIRAC, the LHCb Monte Carlo production system. DIRAC has a client/server architecture based on: Compute elements distributed among the collaborating institutes; Databases for production management, bookkeeping (the metadata catalogue) and software configuration; Monitoring and cataloguing services for updating and accessing the databases. Locally installed software agents implemented in Python monitor the local batch queue, interrogate the production database for any outstanding production requests using the XML-RPC protocol and initiate the job submission. The agent checks and, if necessary, installs any required software automatically. After the job has processed the events, the agent transfers the output data and updates the metadata catalogue. DIRAC has been successfully installed at 18 collaborating institutes, including the DataGRID, and has been used in recent Physics Data Challenges. In the near to medium term future we must use a mixed environment with different types of grid middleware or no middleware. We describe how this flexibility has been achieved and how ubiquitously available grid middleware would improve DIRAC. Comment: Talk from the 2003 Computing in High Energy and Nuclear Physics (CHEP03), La Jolla, Ca, USA, March 2003, 8 pages, Word, 5 figures. PSN TUAT006
Spiral - Imperial Co... arrow_drop_down Spiral - Imperial College Digital RepositoryReport . 2018Data sources: Spiral - Imperial College Digital Repositoryhttps://doi.org/10.48550/arxiv...Article . 2003License: arXiv Non-Exclusive DistributionData sources: DataciteHyper Article en Ligne; HAL AMU; Mémoires en Sciences de l'Information et de la CommunicationOther literature type . Conference object . 2003add ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.48550/arxiv.cs/0306060&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.euAccess RoutesGreen 0 citations 0 popularity Average influence Average impulse Average Powered by BIP!visibility 1visibility views 1 download downloads 6 Powered bymore_vert Spiral - Imperial Co... arrow_drop_down Spiral - Imperial College Digital RepositoryReport . 2018Data sources: Spiral - Imperial College Digital Repositoryhttps://doi.org/10.48550/arxiv...Article . 2003License: arXiv Non-Exclusive DistributionData sources: DataciteHyper Article en Ligne; HAL AMU; Mémoires en Sciences de l'Information et de la CommunicationOther literature type . Conference object . 2003add ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.48550/arxiv.cs/0306060&type=result"></script>'); --> </script>
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description Publicationkeyboard_double_arrow_right Report , Article , Other literature type , Preprint 2023 France, France, United KingdomPublisher:Elsevier BV Funded by:ANR | PISCESANR| PISCESAuthors: Víctor Elvira; Émilie Chouzenoux; Ömer Deniz Akyildiz; Luca Martino;Víctor Elvira; Émilie Chouzenoux; Ömer Deniz Akyildiz; Luca Martino;International audience; Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability distribution. The performance of IS heavily depends on the appropriate selection of the proposal distributions where the samples are simulated from. In this paper, we propose an adaptive importance sampler, called GRAMIS, that iteratively improves the set of proposals. The algorithm exploits geometric information of the target to adapt the location and scale parameters of those proposals. Moreover, in order to allow for a cooperative adaptation, a repulsion term is introduced that favors a coordinated exploration of the state space. This translates into a more diverse exploration and a better approximation of the target via the mixture of proposals. Moreover, we provide a theoretical justification of the repulsion term. We show the good performance of GRAMIS in two problems where the target has a challenging shape and cannot be easily approximated by a standard uni-modal proposal.
Hyper Article en Lig... arrow_drop_down Journal of the Franklin InstituteArticle . 2023 . Peer-reviewedLicense: CC BY NC NDData sources: CrossrefSpiral - Imperial College Digital RepositoryArticle . 2023License: CC BY NC NDData sources: Spiral - Imperial College Digital RepositoryHAL Descartes; INRIA a CCSD electronic archive server; Mémoires en Sciences de l'Information et de la CommunicationArticle . 2023License: CC BYadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.1016/j.jfranklin.2023.06.041&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.euAccess RoutesGreen hybrid 1 citations 1 popularity Average influence Average impulse Average Powered by BIP!visibility 4visibility views 4 download downloads 1 Powered bymore_vert Hyper Article en Lig... arrow_drop_down Journal of the Franklin InstituteArticle . 2023 . Peer-reviewedLicense: CC BY NC NDData sources: CrossrefSpiral - Imperial College Digital RepositoryArticle . 2023License: CC BY NC NDData sources: Spiral - Imperial College Digital RepositoryHAL Descartes; INRIA a CCSD electronic archive server; Mémoires en Sciences de l'Information et de la CommunicationArticle . 2023License: CC BYadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.1016/j.jfranklin.2023.06.041&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.eudescription Publicationkeyboard_double_arrow_right Preprint , Article , Report , Other literature type 2017 France, United Kingdom, FrancePublisher:Elsevier BV Funded by:ANR | CIMI, EC | STATOR, ANR | UNITI +1 projectsANR| CIMI ,EC| STATOR ,ANR| UNITI ,ANR| PERSYVAL-labAuthors: Assalé Adjé; Pierre-Loïc Garoche; Victor Magron;Assalé Adjé; Pierre-Loïc Garoche; Victor Magron;In order to address the imprecision often introduced by widening operators in static analysis, policy iteration based on min-computations amounts to considering the characterization of reachable value set of a program as an iterative computation of policies, starting from a post-fixpoint. Computing each policy and the associated invariant relies on a sequence of numerical optimizations. While the early research efforts relied on linear programming (LP) to address linear properties of linear programs, the current state of the art is still limited to the analysis of linear programs with at most quadratic invariants, relying on semidefinite programming (SDP) solvers to compute policies, and LP solvers to refine invariants. We propose here to extend the class of programs considered through the use of Sums-of-Squares (SOS) based optimization. Our approach enables the precise analysis of switched systems with polynomial updates and guards. The analysis presented has been implemented in Matlab and applied on existing programs coming from the system control literature, improving both the range of analyzable systems and the precision of previously handled ones. Comment: 29 pages, 4 figures
Spiral - Imperial Co... arrow_drop_down Spiral - Imperial College Digital RepositoryReport . 2015License: rioxx All Rights ReservedData sources: Spiral - Imperial College Digital RepositoryNonlinear Analysis Hybrid SystemsArticle . 2017 . Peer-reviewedLicense: Elsevier TDMData sources: CrossrefHAL DescartesPreprint . 2017Full-Text: https://hal.science/hal-01448179/documentData sources: HAL Descarteshttps://doi.org/10.48550/arxiv...Article . 2015License: arXiv Non-Exclusive DistributionData sources: Dataciteadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.1016/j.nahs.2017.03.001&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.euAccess RoutesGreen bronze 3 citations 3 popularity Average influence Average impulse Average Powered by BIP!visibility 1visibility views 1 download downloads 5 Powered bymore_vert Spiral - Imperial Co... arrow_drop_down Spiral - Imperial College Digital RepositoryReport . 2015License: rioxx All Rights ReservedData sources: Spiral - Imperial College Digital RepositoryNonlinear Analysis Hybrid SystemsArticle . 2017 . Peer-reviewedLicense: Elsevier TDMData sources: CrossrefHAL DescartesPreprint . 2017Full-Text: https://hal.science/hal-01448179/documentData sources: HAL Descarteshttps://doi.org/10.48550/arxiv...Article . 2015License: arXiv Non-Exclusive DistributionData sources: Dataciteadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.1016/j.nahs.2017.03.001&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.eudescription Publicationkeyboard_double_arrow_right Article , Preprint , Report , Other literature type 2012 United Kingdom, France, FrancePublisher:Elsevier BV Authors: Cont, R; Kukanov, A;Cont, R; Kukanov, A;To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by characteristics of the order flows and queue sizes in each limit order book, as well as the structure of transaction fees and rebates across exchanges. We propose a quantitative framework for studying this order placement problem by formulating it as a convex optimization problem. This formulation allows the study of how the optimal order placement decision depends on the interplay between the state of order books, the fee structure, order flow properties and the aversion to execution risk. In the case of a single exchange, we derive an explicit solution for the optimal split between limit and market orders. For the general case of order placement across multiple exchanges, we propose a stochastic algorithm that computes the optimal routing policy and study the sensitivity of the solution to various parameters. Our algorithm does not require an explicit statistical model of order flow but exploits data on recent order fills across exchanges in the numerical implementation of the algorithm to acquire this information through a supervised learning procedure.
Oxford University Re... arrow_drop_down Oxford University Research Archive; Quantitative FinanceOther literature type . Article . 2018 . 2016 . Peer-reviewedSpiral - Imperial College Digital RepositoryArticle . 2016Data sources: Spiral - Imperial College Digital RepositoryResearch Papers in Economics; Hal-DiderotReport . Preprint . 2012https://doi.org/10.48550/arxiv...Article . 2012License: arXiv Non-Exclusive DistributionData sources: Dataciteadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.2139/ssrn.2155218&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.euAccess RoutesGreen bronze 52 citations 52 popularity Top 10% influence Top 10% impulse Top 10% Powered by BIP!visibility 20visibility views 20 download downloads 1,217 Powered bymore_vert Oxford University Re... arrow_drop_down Oxford University Research Archive; Quantitative FinanceOther literature type . Article . 2018 . 2016 . Peer-reviewedSpiral - Imperial College Digital RepositoryArticle . 2016Data sources: Spiral - Imperial College Digital RepositoryResearch Papers in Economics; Hal-DiderotReport . Preprint . 2012https://doi.org/10.48550/arxiv...Article . 2012License: arXiv Non-Exclusive DistributionData sources: Dataciteadd ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.2139/ssrn.2155218&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.eudescription Publicationkeyboard_double_arrow_right Article , Report , Conference object , Preprint , Other literature type 2003Embargo end date: 01 Jan 2003 United Kingdom, France, FrancePublisher:arXiv Brook, N.; Bogdanchikov, A.; Buckley, A.; Closier, J.; Egede, U.; Frank, M.; Galli, D.; Gandelman, M.; Garonne, V.; Gaspar, C.; Diaz, R. Graciani; Harrison, K.; van Herwijnen, E.; Khan, A.; Klous, S.; Korolko, I.; Kuznetsov, G.; Loverre, F.; Marconi, U.; Palacios, J. P.; Patrick, G. N.; Pickford, A.; Ponce, S.; Romanovski, V.; Saborido, J. J.; Schmelling, M.; Soroko, A.; Tsaregorodtsev, A.; Vagnoni, V.; Washbrook, A.;This paper describes DIRAC, the LHCb Monte Carlo production system. DIRAC has a client/server architecture based on: Compute elements distributed among the collaborating institutes; Databases for production management, bookkeeping (the metadata catalogue) and software configuration; Monitoring and cataloguing services for updating and accessing the databases. Locally installed software agents implemented in Python monitor the local batch queue, interrogate the production database for any outstanding production requests using the XML-RPC protocol and initiate the job submission. The agent checks and, if necessary, installs any required software automatically. After the job has processed the events, the agent transfers the output data and updates the metadata catalogue. DIRAC has been successfully installed at 18 collaborating institutes, including the DataGRID, and has been used in recent Physics Data Challenges. In the near to medium term future we must use a mixed environment with different types of grid middleware or no middleware. We describe how this flexibility has been achieved and how ubiquitously available grid middleware would improve DIRAC. Comment: Talk from the 2003 Computing in High Energy and Nuclear Physics (CHEP03), La Jolla, Ca, USA, March 2003, 8 pages, Word, 5 figures. PSN TUAT006
Spiral - Imperial Co... arrow_drop_down Spiral - Imperial College Digital RepositoryReport . 2018Data sources: Spiral - Imperial College Digital Repositoryhttps://doi.org/10.48550/arxiv...Article . 2003License: arXiv Non-Exclusive DistributionData sources: DataciteHyper Article en Ligne; HAL AMU; Mémoires en Sciences de l'Information et de la CommunicationOther literature type . Conference object . 2003add ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.48550/arxiv.cs/0306060&type=result"></script>'); --> </script>
For further information contact us at helpdesk@openaire.euAccess RoutesGreen 0 citations 0 popularity Average influence Average impulse Average Powered by BIP!visibility 1visibility views 1 download downloads 6 Powered bymore_vert Spiral - Imperial Co... arrow_drop_down Spiral - Imperial College Digital RepositoryReport . 2018Data sources: Spiral - Imperial College Digital Repositoryhttps://doi.org/10.48550/arxiv...Article . 2003License: arXiv Non-Exclusive DistributionData sources: DataciteHyper Article en Ligne; HAL AMU; Mémoires en Sciences de l'Information et de la CommunicationOther literature type . Conference object . 2003add ClaimPlease grant OpenAIRE to access and update your ORCID works.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.This Research product is the result of merged Research products in OpenAIRE.
You have already added works in your ORCID record related to the merged Research product.All Research productsarrow_drop_down <script type="text/javascript"> <!-- document.write('<div id="oa_widget"></div>'); document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=10.48550/arxiv.cs/0306060&type=result"></script>'); --> </script>
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