Be it directly, using DMA services, or intermediated by brokers, investors send their orders to trading platforms using execution algorithms. VWAP algorithms are widely used but they are only part of the menu proposed to investors. POV (also called PVol, for Percentage of Volume) is another instance of execution strategy, in which participation rate to the market is as close as possible to a pr...

The Holt-Klee Condition states that there exist at least d vertex-disjoint strictly monotone paths from the source to the sink of a polytopal digraph consisting of the set of vertices and arcs of a polytope P directed by a linear objective function in general position. Studying these paths has the potential to provide new insight into a long standing problem, that of designing a polynomial-time...

Random graph and tree are two topologies used to build overlay networks. These overlay networks may be used by large scale discovery mechanisms to run search algorithms. The Distributed Spanning Tree (DST) is another topology that may be used as overlay. In a DST, every computer is a leaf. DST’s non-leaf nodes are sets of computers instead of computers. Thus, it allows the use of tree traversal...

This thesis deals with the efficient simulation of Computational Fluid Dynamics (CFD) into a realtime 3D graphics engine by discussing the development of the C’Nedra virtual reality game engine project carried out at Ecole Centrale Paris. The thesis tries to somewhat bridge the gap of theoretical papers of CFD algorithms by implementing Jos Stam’s stable method for fluid effects in 3D with the ...

Scientific applications are still getting more complex, e.g. to improve their accuracy by taking into account more phenomena. Moreover, computing infrastructures are continuing their fast evolution. Therefore, software engineering is becoming a major issue to achieve easiness of development, portability, simple maintenance, while achieving high performance. Software component model is a promisi...

Performing experiments that involve a large amount of resources or a complex conguration, proves to be a hard task. We present Expo, which is a tool for conducting experiments on distributed platforms. First, the tool is described along with the concepts of resource and task sets, which abstracts away some of the complexity in the manage of resources and software execution. Next, the tool is co...

Nous considérons le problème de tester si un graphe dynamique donné est temporellement connexe, i.e. s’il existe un chemin temporel (aussi appelé trajet) entre toute paire de sommets. Nous considérons une version simplifiée du problème où la dynamique est représentée par un graphe évolutif non-temporisé G = {G1,G2, ...,Gδ} dont l’ensemble des sommets est invariant et les arêtes sont orientées (...

High performance computing applications must be tolerant to faults, which are common occurrences especially in post-petascale settings. The traditional fault-tolerance solution is checkpoint-rollback, by which the application saves its state to secondary storage throughout execution and recover from the latest saved state in case of a failure. An oft studied research question is that of the opt...