This survey starts with a general overview of the strategies for stock price change predictions based on market data and in particular Limit Order Book (LOB) data. The main discussion is devoted to the systematic analysis, comparison, and critical evaluation of the state-of-the-art studies in the research area of stock price movement predictions based on LOB data. LOB and Order Flow data are two of the most valuable information sources available to traders on the stock markets. Academic researchers are actively exploring the application of different quantitative methods and algorithms for this type of data to predict stock price movements. With the advancements in machine learning and subsequently in deep learning, the complexity and computational intensity of these models was growing, as well as the claimed predictive power. Some researchers claim accuracy of stock price movement prediction well in excess of 80%. These models are now commonly employed by automated market-making programs to set bids and ask quotes. If these results were also applicable to arbitrage trading strategies, then those algorithms could make a fortune for their developers. Thus, the open question is whether these results could be used to generate buy and sell signals that could be exploited with active trading. Therefore, this survey paper is intended to answer this question by reviewing these results and scrutinising their reliability. The ultimate conclusion from this analysis is that although considerable progress was achieved in this direction, even the state-of-art models can not guarantee a consistent profit in active trading. Taking this into account several suggestions for future research in this area were formulated along the three dimensions: input data, model’s architecture, and experimental setup. In particular, from the input data perspective, it is critical that the dataset is properly processed, up-to-date, and its size is sufficient for the particular model training. From the model architecture perspective, even though deep learning models are demonstrating a stronger performance than classical models, they are also more prone to over-fitting. To avoid over-fitting it is suggested to optimize the feature space, as well as a number of layers and neurons, and apply dropout functionality. The over-fitting problem can be also addressed by optimising the experimental setup in several ways: Introducing the early stopping mechanism; Saving the best weights of the model achieved during the training; Testing the model on the out-of-sample data, which should be separated from the validation and training samples. Finally, it is suggested to always conduct the trading simulation under realistic market conditions considering transactions costs, bid–ask spreads, and market impact.

The line between HPC and Cloud is getting blurry: Performance is still the main driver in HPC, while cloud storage systems are assumed to offer low latency, high throughput, high availability, and scalability. The Simple Storage Service S3 has emerged as the de facto storage API for object storage in the Cloud. This paper seeks to check if the S3 API is already a viable alternative for HPC access patterns in terms of performance or if further performance advancements are necessary. For this purpose: (a) We extend two common HPC I/O benchmarks—the IO500 and MD-Workbench—to quantify the performance of the S3 API. We perform the analysis on the Mistral supercomputer by launching the enhanced benchmarks against different S3 implementations: on-premises (Swift, MinIO) and in the Cloud (Google, IBM…). We find that these implementations do not yet meet the demanding performance and scalability expectations of HPC workloads. (b) We aim to identify the cause for the performance loss by systematically replacing parts of a popular S3 client library with lightweight replacements of lower stack components. The created S3Embedded library is highly scalable and leverages the shared cluster file systems of HPC infrastructure to accommodate arbitrary S3 client applications. Another introduced library, S3remote, uses TCP/IP for communication instead of HTTP; it provides a single local S3 gateway on each node. By broadening the scope of the IO500, this research enables the community to track the performance growth of S3 and encourage sharing best practices for performance optimization. The analysis also proves that there can be a performance convergence—at the storage level—between Cloud and HPC over time by using a high-performance S3 library like S3Embedded.

Serverless computing has grown massively in popularity over the last few years, and has provided developers with a way to deploy function-sized code units without having to take care of the actual servers or deal with logging, monitoring, and scaling of their code. High-performance computing (HPC) clusters can profit from improved serverless resource sharing capabilities compared to reservation-based systems such as Slurm. However, before running self-hosted serverless platforms in HPC becomes a viable option, serverless platforms must be able to deliver a decent level of performance. Other researchers have already pointed out that there is a distinct lack of studies in the area of comparative benchmarks on serverless platforms, especially for open-source self-hosted platforms. This study takes a step towards filling this gap by systematically benchmarking two promising self-hosted Kubernetes-based serverless platforms in comparison. While the resulting benchmarks signal potential, they demonstrate that many opportunities for performance improvements in serverless computing are being left on the table.

SFI's scope covers innovative HPC technologies, prospective architectures, scalable & highly parallel algorithms, languages, data analytics, computational codesign, supercomputing education, massively parallel computing applications in science & industry.