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xviiiCONTENTSReference, 317Bibliography, 317(c) 2018 by Marcos Lopez de Prado. Reprinted with permission. All rights reserved. Full version available at https://goo.gl/w6gMdq21 Brute Force and Quantum Computers 31921.1 Motivation, 31921.2 Combinatorial Optimization, 31921.3 The Objective Function, 32021.4 The Problem, 32121.5 An Integer Optimization Approach, 32121.5.1 Pigeonhole Partitions, 32121.5.2 Feasible Static Solutions, 32321.5.3 Evaluating Trajectories, 32321.6 A Numerical Example, 32521.6.1 Random Matrices, 32521.6.2 Static Solution, 32621.6.3 Dynamic Solution, 327Exercises, 327References, 32822 High-Performance Computational Intelligence and ForecastingTechnologies 329Kesheng Wu and Horst D. Simon22.1 Motivation, 32922.2 Regulatory Response to the Flash Crash of 2010, 32922.3 Background, 33022.4 HPC Hardware, 33122.5 HPC Software, 33522.5.1 Message Passing Interface, 33522.5.2 Hierarchical Data Format 5, 33622.5.3 In Situ Processing, 33622.5.4 Convergence, 33722.6 Use Cases, 33722.6.1 Supernova Hunting, 33722.6.2 Blobs in Fusion Plasma, 33822.6.3 Intraday Peak Electricity Usage, 34022.6.4 The Flash Crash of 2010, 34122.6.5 Volume-synchronized Probability of Informed TradingCalibration, 346Electronic copy available at: https://ssrn.com/abstract=3104847
CONTENTSxix(c) 2018 by Marcos Lopez de Prado. Reprinted with permission. All rights reserved. Full version available at https://goo.gl/w6gMdq22.6.6 Revealing High Frequency Events with Non-uniformFast Fourier Transform, 34722.7 Summary and Call for Participation, 34922.8 Acknowledgments, 350References, 350Index 353Electronic copy available at: https://ssrn.com/abstract=3104847
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