Computer Sciences

Empirical Analysis of Algorithms for Solving the Index Tracking Problem

Index tracking is a passive financial strategy that tries to replicate the performance of a given index or benchmark. The aim of investor is to find the weights of assets in her/his portfolio that minimize the tracking error, i.e. difference between the performance of the index and the portfolio. The paper considers the index tracking problem with cardinality constraint, i.e. the limit on the number of assets in the portfolio with non-zero weights.

Convergent and Hyperconvergent Computing Systems

In the work the questions of construction of hyperconvergent computer systems and their functioning on the basis of a program-configurable network are considered. The features of the OpenFlow protocol and technological solutions that transfer control of the software-configurable network to a dedicated controller (server) are presented. A graph model of resource management of a hyperconvergent computer system is proposed that meets the requirements of a given quality of service on the one hand and economic requirements on the other.