1. Parallel self-avoiding walks for a low-autocorrelation binary sequences problemBorko Bošković, Jana Herzog, Janez Brest, 2024, izvirni znanstveni članek Opis: A low-autocorrelation binary sequences problem with a high figure of merit factor represents a formidable computational challenge. An efficient parallel computing algorithm is required to reach the new best-known solutions for this problem. Therefore, we developed the sokol solver for the skew-symmetric search space. The developed solver takes the advantage of parallel computing on graphics processing units. The solver organized the search process as a sequence of parallel and contiguous self-avoiding walks and achieved a speedup factor of 387 compared with lssOrel, its predecessor. The sokol solver belongs to stochastic solvers and cannot guarantee the optimality of solutions. To mitigate this problem, we established the predictive model of stopping conditions according to the small instances for which the optimal skew-symmetric solutions are known. With its help and 99% probability, the sokol solver found all the known and seven new best-known skew-symmetric sequences for odd instances from to . For larger instances, the solver cannot reach 99% probability within our limitations, but it still found several new best-known binary sequences. We also analyzed the trend of the best merit factor values, and it shows that as sequence size increases, the value of the merit factor also increases, and this trend is flatter for larger instances.
Ključne besede: low-autocorrelation binary sequences, self-avoiding walk, graphic processor units, high performance computing
Objavljeno v DKUM: 22.08.2024; Ogledov: 45; Prenosov: 18
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2. Are African stock markets efficient? : a comparative analysis between six African markets, the UK, Japan and the USA in the period of the pandemicRui Dias, João M. Pereira, Luísa Cagica Carvalho, 2022, izvirni znanstveni članek Opis: The aim of this study is to test and compare the efficient market hypothesis,
in its weak form, on the stock markets of Botswana, Egypt, Kenya, Morocco,
Nigeria, South Africa, Japan, the UK and the USA from 2 September 2019 to 2
September 2020. This study is based on the following research question: has
the global pandemic (COVID-19) reduced the efficiency – in its weak form – of
African financial markets compared to the mature markets of the UK, Japan and
the USA? The results sustain the evidence that the random walk hypothesis is not
supported by the financial markets analysed in the period of the global pandemic.
The variance ratio values are lower than the unit, which implies that the returns
are self-correlated over time. A reversion to the average is also observed, with
no differences identified between mature and emerging financial markets. In
corroboration, the Detrended Fluctuation Analysis (DFA) exponents show that the
financial markets present signs of (in)efficiency in its weak form, thus showing
persistence in the yields. This therefore implies the existence of long memories
validating the results of the variance using the Wright’s Rank and Signs Test
(2000), which prove the rejection of the random walk hypothesis.
Ključne besede: African stock markets, efficient market hypothesis, mean reversion, random walk
Objavljeno v DKUM: 19.06.2023; Ogledov: 399; Prenosov: 31
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3. Graphʼs theory approach for searching the shortest routing path in RIP protocol : a case studySaša Klampfer, Jože Mohorko, Žarko Čučej, Amor Chowdhury, 2012, izvirni znanstveni članek Opis: Routing is a problem domain with an infinite number of final-solutions. One of the possible approaches to solving such problems is using graph theory. This paper presents mathematical analysis methodologies based on circular graphs for solving a shortest path routing problem. The problem is focused on searching for the shortest path within a circular graph. Such a search coincides with the network routing problem domain. In this paper, we introduce in the detail all necessary parts needed to understand such an approach. This includes: definition of the routing problem domain, introduction to circular graphs and their usage, circular graphʼs properties, definition of walks through a circular graph, searching and determining the shortest path within a circular graph, etc. The state of the art routing methods, implemented in contemporary highly sophisticated routers, includes well-known weight-based algorithms and distance-vectors-based algorithms. The proposed solution can be placed between the two abovementioned methods. Each of these known methods strives for optimal results, but each of them also has its own deficiencies, which should be rectified with the proposed new method. This theoretically presented method is argued by a practical example and compared with the RIP (Routing Information Protocol) technique, where we look for the shortest path and possible walks through a specified circular graph.
Ključne besede: circular graphs, shortest path, graph diameter, walk through, CIGRP, connectivity matrix, network topology, symmetry, fully connected graph
Objavljeno v DKUM: 10.07.2015; Ogledov: 2265; Prenosov: 96
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