We describe three data-parallel implementations of the simplex method for dense linear programming problems. The rst implementation uses a full tableau and the most-negative reduced cost pivot rule, the second uses a tableau and the steepest-edge pivot rule, and the third is a revised method with explicit inverse. All are implemented on a Connection Machine CM{2 massively parallel computer system, using a variant of Fortran 90. Using special data structures called stripe arrays, we produce e cient implementations. We compare the implementations to one another, and to MINOS 5.4 on a Sun workstation. Test problems are from NETLIB, supplemented by a few additional, genuinely dense models from real applications. An appendix also gives recent results on the Connection Machine CM{5.

We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use 14 distinct market-neutral trading strategies, using the combination of seven trading methods and two selection methods of pairs trading. Copyright � 2010 The Authors. Journal compilation � 2010 Blackwell Publishing Ltd and The University of Manchester.

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Using the pattern recognition paradigm, we have designed a scalar composite leading indicator that predicts a financial crisis in Turkey about six months in advance. Logistic regression was employed to distinguish between near-crisis months and safe months from January 1998 through October 2000, which is the last month before the most recent crisis in Turkey. Thus trained and once validated, the Turkish Economy Stability Index (TESI) was then successfully tested using independent data from the 1994 crisis. One of the two dimensionless attributes that we integrated into TESI, the capital adequacy ratio of banks, a precursor of banking crises, was selected from among seven precursors of the 1997 Asian Financial Crisis. The other one, the ratio of international reserves to short term outstanding external debt, is itself a precursor of currency crises. Our method for designing TESI may easily be applied to other emerging markets provided that they have had at least one financial crisis in recent history.

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