Domain-specific languages (DSLs) for complex financial contracts are in practical use in many banks and financial institutions today. Given the level of automation and pervasiveness of software in the sector, the financial domain is immensely sensitive to software bugs. At the same time, there is an increasing need to analyse (and report on) the interaction between multiple parties. In this paper, we present a multi-party contract language that rigorously relegates any artefacts of simulation and computation from its core, which leads to favourable algebraic properties, and therefore allows for formalising domain-specific analyses and transformations using a proof assistant. At the centre of our formalisation is a simple denotational semantics independent of any stochastic aspects. Based on this semantics, we devise certified contract analyses and transformations. In particular, we give a type system, with an accompanying type inference procedure, that statically ensures that contracts follow the principle of causality. Moreover, we devise a reduction semantics that allows us to evolve contracts over time, in accordance with the denotational semantics. From the verified Coq definitions, we automatically extract a Haskell implementation of an embedded contract DSL along with the formally verified contract management functionality. This approach opens a road map towards more reliable contract management software, including the possibility of analysing contracts based on symbolic instead of numeric methods.

Recent publications have emphasised map-reduce as a general programming model (labelled Google map-reduce), and described existing high-performance implementations for large data sets. We present two parallel implementations for this Google map-reduce skeleton, one following earlier work, and one optimised version, in the parallel Haskell extension Eden. Eden's specific features, like lazy stream processing, dynamic reply channels, and nondeterministic stream merging, support the efficient implementation of the complex coordination structure of this skeleton. We compare the two implementations of the Google map-reduce skeleton in usage and performance, and deliver runtime analyses for example applications. Although very flexible, the Google mapreduce skeleton is often too general, and typical examples reveal a better runtime behaviour using alternative skeletons.

Master-worker systems are a well-known and often applicable scheme for the parallel evaluation of a pool of tasks, a work pool. The system consists of a master process managing a set of worker processes. After an initial phase with a fixed amount of tasks for each worker, further tasks are distributed in reply to results sent back by the workers. As this setup quickly leads to a bottleneck in the master process, the paper investigates techniques for hierarchically nesting the basic master-worker scheme. We present implementations of hierarchical master-worker skeletons, and how to automatically calculate parameters of the nested skeleton for good performance.Nesting master-worker systems is nontrivial especially in cases where new tasks are dynamically created from previous results (typically breadthor depth-first tree search algorithms). We discuss how to handle dynamically growing pools in a hierarchy and present a declarative implementation for nested master-worker systems with dynamic task creation.The skeletons are experimentally evaluated with two typical test programs. We analyse their runtime behaviour and the effects of different hierarchies on runtimes via trace visualisations.

Commodity many-core hardware is now mainstream, but parallel programming models are still lagging behind in efficiently utilizing the application parallelism. There are (at least) two principal reasons for this. First, real-world programs often take the form of a deeply nested composition of parallel operators, but mapping the available parallelism to the hardware requires a set of transformations that are tedious to do by hand and beyond the capability of the common user. Second, the best optimization strategy, such as what to parallelize and what to efficiently sequentialize, is often sensitive to the input dataset and therefore requires multiple code versions that are optimized differently, which also raises maintainability problems. This article presents three array-based applications from the financial domain that are suitable for GPGPU execution. Common benchmark-design practice has been to provide the same code for the sequential and parallel versions that are optimized for only one class of datasets. In comparison, we document (1) all available parallelism via nested map-reduce functional combinators, in a simple Haskell implementation that closely resembles the original code structure, (2) the invariants and code transformations that govern the main trade-offs of a data-sensitive optimization space, and (3) report target CPU and multiversion GPGPU code together with an evaluation that demonstrates optimization trade-offs and other difficulties. We believe that this work provides useful insight into the language constructs and compiler infrastructure capable of expressing and optimizing such applications, and we report in-progress work in this direction.

This paper uses Template Haskell to automatically select appropriate skeleton implementations in the Eden parallel dialect of Haskell. The approach allows implementation parameters to be statically tuned according to architectural cost models based on source analyses. This permits us to target a range of parallel architecture classes from a single source specification. A major advantage of the approach is that cost models are user-definable and can be readily extended to new data or computation structures etc.