GPUs in AI – are they always cool? No, sometimes they are hot!

Finally I harnessed Tesla K80 for my AI modeling but unfortunately the overheat brings much overheads and not by all models the GPU is superior over CPU. Continue reading "GPUs in AI – are they always cool? No, sometimes they are hot!"

Affordable Hardware for Stockpicking AI – BeerWulf’s eBay Adventure

In my previous post I reported howto build and install TensorFlow and horovod from sources and howto setup a BeerWulf (BeoWulf) cluster. Building this BeerWulf cluster is though a good exercise to make a (resilient) system of a commodity hardware, however, it is not the most efficient way for a practical purpose (in my case: for creating an AI model, which helps me to pick up stocks). In this post I consider the hardware alternatives in the sense of making them both as efficient and as cheap as possible. Continue reading "Affordable Hardware for Stockpicking AI – BeerWulf’s eBay Adventure"

Building TensorFlow 2.5 (CPU only) and Horovod from source in Ubuntu 20.04.2 LTS

Short summary:

sudo swapoff /swapfile
sudo dd if=/dev/zero of=/swapfile bs=1M count=65536 oflag=append conv=notrunc
sudo mkswap /swapfile
sudo swapon /swapfile

sudo update-alternatives --install /usr/bin/python python /usr/bin/python3 1
sudo apt update
sudo apt install python3-dev python3-pip
sudo apt install python3-testresources
pip install -U --user pip numpy==1.19.5 wheel
pip install -U --user keras_preprocessing --no-deps
sudo apt install git
git clone https://github.com/tensorflow/tensorflow.git
cd tensorflow
git checkout r2.5
sudo apt install npm
sudo npm install -g @bazel/bazelisk
./configure

bazel build --config=opt //tensorflow/tools/pip_package:build_pip_package
./bazel-bin/tensorflow/tools/pip_package/build_pip_package /tmp/tensorflow_pkg
pip install /tmp/tensorflow_pkg/tensorflow-2.5.0-cp38-cp38-linux_x86_64.whl

sudo apt-get install openssh-server
sudo systemctl enable ssh
sudo systemctl start ssh
ssh-keygen
ssh-copy-id vasily@SERVER2
ssh SERVER2
ssh-keygen
ssh-copy-id vasily@SERVER1

sudo snap install cmake --classic
sudo apt install openmpi-bin
mpirun -H SERVER1:1,SERVER2:1 hostname

git clone --recursive https://github.com/uber/horovod.git
cd horovod
python setup.py clean
python setup.py bdist_wheel
HOROVOD_WITH_TENSORFLOW=1 pip install ./dist/horovod-0.22.1-cp38-cp38-linux_x86_64.whl[tensorflow,keras]
mpirun -H SERVER1:3,SERVER2:3 python3 /home/vasily/horovod/examples/tensorflow2/tensorflow2_keras_mnist.py
Continue reading "Building TensorFlow 2.5 (CPU only) and Horovod from source in Ubuntu 20.04.2 LTS"

Howto Install Tensorflow-GPU with Keras in R – A manual that worked on 2021.02.20 (and likely will work in future)

A brief instruction:
0. Update your Nvidia graphic card driver (just driver; you need NOT install/update CUDA but make sure that your card has cuda compute capability >= 3.5)
1. install Anaconda (release Anaconda3-2020.11 from anaconda.org)
2. open anaconda prompt and run
>conda create -n tfgpu210p37 python==3.7
>conda activate tfgpu210p37
>conda install cudatoolkit=10.1 cudnn=7.6 -c=conda-forge
>conda install -c anaconda tensorflow-gpu
3. in R run
>install.packages("keras")
>reticulate::use_condaenv("tfgpu210p37", required = TRUE)
>library(keras)
4. If you wanna understand what is going on under the hood, read further
Continue reading "Howto Install Tensorflow-GPU with Keras in R – A manual that worked on 2021.02.20 (and likely will work in future)"

Interbreeding R and Python to Give Birth to an Optimal German Mortgage

In many countries a mortgage shall be completely redeemed to the end of its duration and may be refinanced anytime. In USA one additionally can foreclose his mortgage by mailing his house-keys to a bank. In Germany is different.
First of all, one may completely refinance a mortgage only after 10 years (otherwise one have to pay Vorfälligkeitsentschädigung - a compensation to a bank for missed interest). But taking a long-term mortgage (20 or 30 years) implies a higher mortgage rate, thus it is not uncommon to take several consequent 10- (or sometimes even 5-) year mortgages. In order to optimize mortgage costs / rate change risk relation one can take several submortgages with different durations. Last but not least there is no requirement to amortize a mortgage completely: normally one refinances the residual debt (Restschuld) with a follow-up mortgage (Anschlussfinanzierung).
In this post we discuss the challenges of mortgage optimization and show how two popular programming languages - R and Python - can help us together
Continue reading "Interbreeding R and Python to Give Birth to an Optimal German Mortgage"

JuniorDepot28 – Catching-Up the Target CAGR and Beating the DAX

DAX, the German main stock index, fell on the 2nd lockdown in October but quickly recovered in November 2020. Elle made use of this movement, both achieving her target rate of return and beating the DAX. Continue reading "JuniorDepot28 – Catching-Up the Target CAGR and Beating the DAX"

Pfizer/BioNtech and Covid-impacted stocks on 9/11/2020 and afterwards – yet another market irrationality

A pig will find the dirt (Russian proverb). The market will find reasons to grow. To fall as well. It is worth documenting (and periodically recalling) what happened on 9/11/2000 (as well as shortly before and after this date).

In the end of October the German market was not in the mood, upset by the 2nd (partial) lockdown. However, after a healthy DAX correction, the greed got started to dominate again. On November the 9th two really(?) good news arrived: first the preliminary victory of Joe Biden, followed by 90% efficiency of Pfizer/BioNtech vaccine.
Continue reading "Pfizer/BioNtech and Covid-impacted stocks on 9/11/2020 and afterwards – yet another market irrationality"

JuniorDepot27 – Profitable but Still Worse than DAX, so far…

Last weeks Elle was inactive, patiently waiting for an opportunity to buy cheaply. It came with a "common" September correction. Still Elle stays very cautious because this time the October (the most volatile month on average) will definitely be extremely volatile due to President elections in USA. Continue reading "JuniorDepot27 – Profitable but Still Worse than DAX, so far…"

JuniorDepot26 – A Calm Before the Storm

Elle's portfolio stagnates, slipping slightly to loss due to the USD weakness. We were risk averse and missed the (exuberant) growth of the last month. However, after the publication of macroeconomic data the market seems to start oping its eyes. Continue reading "JuniorDepot26 – A Calm Before the Storm"

The Epic Rise and Fall of Wirecard AG – The Money Management View

Wirecard is a German company, which provides e-payment solutions. It grew very rapidly but the fall was even quicker. This case perfectly demonstrates the advantages of diversification and money management. Continue reading "The Epic Rise and Fall of Wirecard AG – The Money Management View"