Dr. Anton FokinThe Svedberg Laboratory, Sweden

R-QuantR-Quant r o o t i n f i n a n c e

TSL DAQTSL DAQ r o o t i n s c i e n c e

ROOT in SwedenROOT in Sweden

New ROOT customers

– The Svedberg Laboratory, Uppsala University SVEDAQ ++

– Division of Cosmic and Subatomic Physics, Lund University

PHENIX CHIC collaboration, CHICSi project

CHICSi detector

SVEDAQ ++SVEDAQ ++

Generic and expandable Object-oriented (C++) Lynx RTOS Event Builder ROOT on the client side On-line data analysis Friendly for users

– ROOT Win95 GUI – ROOT macro processing

Friendly for developers– ROOT class structure– ROOT documenting

ROOT & DAQ Event Building?ROOT & DAQ Event Building?

Real Time Linux Lynx RTOS

– Unix compatible OS for real time applications.

– gcc support with custom libs Networking Threads

– ROOT for Lynx?

ROOT and DAQROOT and DAQ

Networking– UDP sockets and multicasting

Multithreading– Graphics in threads

Windows NT GUI– Lots of people use NT on office computers

Java support– Control experiments on the Internet

What is inside?What is inside?

R-Quant R-Quant classesclasses

Time series and technical analysis

In finance people operate with either time series or cross-sectional data. A typical time series can contain several thousands of entries. Lots of specific statistical methods were developed for time series analysis.

CINT seems to be a perfect macro processor to create new indicators.

R-Quant R-Quant classesclasses

Optimization and portfolio management

In finance people face (quadratic) optimization problems for sets of thousands variables with a number of constraints, therefore:

•Stochastic optimization (Simulating annealing + Metropolis)

•Genetic optimization

R-Quant R-Quant classesclasses

Artificial Neural networks and genetic algorithms

A set of generic classes supporting different network configurations•TNeuron

• TInputNeuron• TThresholdNeuron• THiddenNeuron• TOutputNeuron

•TNeuralLayer•TNeuralNetwork

• TPerceptron• TKohonenMap

Optimization, visulaization and serialization

R-Quant R-Quant classesclasses

Fuzzy logic and expert systems

• TFuzzyConstant• TFuzzyVariable• TFuzzyStatement• TFuzzyRule• TFuzzyExpert

Forward (conclusion) and backward (explanation) chain techniques. Fuzzy input for neural network applications.

CINT (C++) knowledge and action database

even rate is low (sure)

if event rate is low andexperiment is fragmentation thenbeam is low (maybe) or detector is broken (maybe)

if beam is low (maybe) andrequested beam is high thenwake up beam operators and ask to check

if beam is high (sure) and event rate is low thenwake up guy-who-knows and ask to come

ConclusionsConclusions

R-Quant is an open software project– Welcome to use– Welcome to join

Contacts– http://garbo.lucas.lu.se/~kosu_fokin/rquant.htm– Email:fokin@tsl.uu.se

Thanks to ROOT, but NT/Java GUI is deadly important for such applications!