Upcoming Events, joined with Mathematics and its Applications Seminar


Monday, May 4, 2009

SIAM Leadership Election

Time and Place: 4:00 PM in SEO 636


Monday, May 4, 2009

Yun Guan (University of Illinois at Chicago)

Title: Solving Polynomial Systems on a Parallel Computer with PHCpack and PHClab

Abstract: 

PHCpack is an open source software package for numerical algebraic
geometry. It implements numerical algorithms for solving polynomial
systems using homotopy continuation methods. Our MATLAB/Octave package
PHClab provides a convenient interface to the functions of PHCpack. 
With the help of the MPI ToolBox (MPITB) for Octave, we solved a list 
of polynomial systems on our cluster computer. Another algorithm that runs 
on our cluster is the diagonal homotopy method for computing the intersection 
of two algebraic sets. This method is a key ingredient in the subsystem-by-subsystem 
solver of PHCpack. Our parallel implementation of this solver allows to find
numerical representations of all the solution components of large systems
more efficiently. Dynamic load balancing leads to an acceptable speedup.

Time and Place: 3:00 PM in SEO 636


Monday, May 4, 2009

David St John (University of Illinois at Chicago)

Title: Analysis of the performance of a mechanical trading rule based on MACD 

Abstract: 

We will analyze the performance of a mechanical trading rule
based on the MACD (moving average convergence divergence) technical
indicator, using a commonly studied data set, the daily close price of the
Dow Jones Index from 1928 through 2006.  This is a form of technical
analysis.  I have used the bootstrapping methodology to test for statistical
significance of excess returns.  Evidence supports the conclusion that the
excess returns from the trading rule are significant, but not significant
enough to compensate for normal transaction costs.

Time and Place: 3:30 PM in SEO 636