Search Results - "Bailey, David H"

Performance of genetic algorithms in search for water splitting perovskites by Jain, Anubhav, Castelli, Ivano E., Hautier, Geoffroy, Bailey, David H., Jacobsen, Karsten W.

“…We examine the performance of genetic algorithms (GAs) in uncovering solar water light splitters over a space of almost 19,000 perovskite materials. The entire…”
Get full text

High-Precision Arithmetic in Mathematical Physics by Bailey, David H, Borwein, Jonathan M

“…For many scientific calculations, particularly those involving empirical data, IEEE 32-bit floating-point arithmetic produces results of sufficient accuracy,…”
Get full text

Enhancing reproducibility for computational methods by Stodden, Victoria, McNutt, Marcia, Bailey, David H., Deelman, Ewa, Gil, Yolanda, Hanson, Brooks, Heroux, Michael A., Ioannidis, John P.A., Taufer, Michela

“…Data, code, and workflows should be available and cited Over the past two decades, computational methods have radically changed the ability of researchers from…”
Get full text

Pi Day Is Upon Us Again and We Still Do Not Know if Pi Is Normal by Bailey, David H, Borwein, Jonathan

“…The digits of π have intrigued both the public and research mathematicians from the beginning of time. This article briefly reviews the history of this…”
Get full text

Reproducibility and variable precision computing by Bailey, David H

“…Recently some scientific computing users have discovered that they can replace 64-bit with 32-bit operations for carefully selected portions of the…”
Get full text

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization by Bailey, David, López de Prado, Marcos

“…Portfolio optimization is one of the problems most frequently encountered by financial practitioners. The main goal of this paper is to fill a gap in the…”
Get full text

Parallel integer relation detection: Techniques and applications by Bailey, David H., Broadhurst, David J.

“…Let \{x_1, x_2, \cdots, x_n\} be a vector of real numbers. An {\em integer relation algorithm} is a computational scheme to find the n integers a_k, if they…”
Get full text

A catalogue of mathematical formulas involving \(\pi\), with analysis by David H. Bailey

“…This paper presents a catalogue of mathematical formulas and iterative algorithms for evaluating the mathematical constant \(\pi\), ranging from Archimedes'…”
Get full text

A Comparison of Three High-Precision Quadrature Schemes by Bailey, David H., Jeyabalan, Karthik, Li, Xiaoye S.

“…The authors have implemented three numerical quadrature schemes, using the Arbitrary Precision (ARPREC) software package. The objective here is a quadrature…”
Get full text

The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality by Bailey, David H., López de Prado, Marcos

“…With the advent in recent years of large financial data sets, machine learning, and high-performance computing, analysts can back test millions (if not…”
Get full text

A strong hot spot theorem by Bailey, David H., Misiurewicz, Michał

“…A real number \alpha is said to be b-normal if every m-long string of digits appears in the base-b expansion of \alpha with limiting frequency b^{-m}. We prove…”
Get full text

How “backtest overfitting” in finance leads to false discoveries by Bailey, David H., de Prado, Marcos López

“…Financial investment strategies are often designed and tested using historical market data. But this can frequently give rise to “optimal” strategies that are…”
Get full text

A look back on 30 years of the Gordon Bell Prize by Bell, Gordon, Bailey, David H, Dongarra, Jack, Karp, Alan H, Walsh, Kevin

“…The Gordon Bell Prize is awarded each year by the Association for Computing Machinery to recognize outstanding achievement in high-performance computing (HPC)…”
Get full text

The Sharpe ratio efficient frontier by Bailey, David, López de Prado, Marcos

“…We evaluate the probability that an estimated Sharpe ratio will exceed a given threshold in the presence of nonnormal returns. We show that this new…”
Get full text

The probability of backtest overfitting by Bailey, David, Borwein, Jonathan, López de Prado, Marcos, Zhu, Qiji Jim

Get full text

Computation and theory of extended Mordell-Tornheim-Witten sums by BAILEY, DAVID H., BORWEIN, JONATHAN M., CRANDALL, RICHARD E.

“…We consider some fundamental generalized Mordell-Tornheim-Witten (MTW) zeta-function values along with their derivatives, and explore connections with…”
Get full text

The Fractional Fourier Transform and Applications by Bailey, David H., Swarztrauber, Paul N.

“…This paper describes the "fractional Fourier transform," which admits computation by an algorithm that has complexity proportional to the fast Fourier…”
Get full text

Extending Summation Precision for Network Reduction Operations by Michelogiannakis, George, Li, Xiaoye S., Bailey, David H., Shalf, John

“…Double precision summation is at the core of numerous important algorithms such as Newton–Krylov methods and other operations involving inner products, such as…”
Get full text

Mathematics by Experiment: Plausible Reasoning in the 21st Century by Borwein, Jonathan, Bailey, David

Get full text

On the binary expansions of algebraic numbers by BAILEY, David H., BORWEIN, Jonathan M., CRANDALL, Richard E., POMERANCE, Carl

“…En combinant des concepts de théorie additive des nombres avec des résultats sur les développements binaires et les séries partielles, nous établissons de…”
Get full text