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Scientific Data Management Research

Horst D. Simon

horst simon
Horst D. Simon
Senior Computer Scientist
Phone: 510-486-6100

Journal Articles

Jung Heon Song, Kesheng Wu, Horst D Simon, "Parameter Analysis of the VPIN (Volume synchronized of Informed Trading) Metric", Quantitative Financial Risk Management: Theory and, 2014,

Ichitaro Yamazaki, Zhaojun Bai, Horst D. Simon Lin-Wang Wang, Kesheng Wu, "Adaptive Projection Subspace Dimension for the Lanczos Method", ACM Transactions on Mathematical Software, 2010, 37, doi: 10.1145/1824801.1824805

H. Simon, W. Kramer, W. Saphir, J. Shalf, D. Bailey, L. Oliker, et al, "Science Driven System Architecture: A New Process for Leadership Class Computing", Journal of the Earth Simulator, 2005,

L. Oliker, A. Canning, J. Carter, J. Shalf, H. Simon, S. Ethier, D. Parks, S. Kitawaki, Y. Tsuda, T. Sato, "Performance of Ultra-Scale Applications on Leading Vector and Scalar HPC Platforms", Journal of the Earth Simulator, January 2005, 3,

Kesheng Wu, Horst Simon, "Thick-restart Lanczos method for large symmetric problems", SIAM J. Matrix Anal. Appl., 2000, 22:602--616,

Kesheng Wu, Horst Simon, "A Parallel Lanczos method for symmetric generalized problems", Computing and Visualization in Science, 1999, 2:37--46,

Kesheng Wu, Andrew Canning, Horst D. Simon, Wang, "Thick-Restart Lanczos method for electronic calculations", Journal of Computational Physics, 1999, 154:156--173,

K Wu, A Canning, HD Simon, LW Wang, "Thick-Restart Lanczos Method for Electronic Structure Calculations", Journal of Computational Physics, 1999, 154:156--173,

Conference Papers

Jung Heon Song, Marcos L\ opez de Prado, Horst Simon, Kesheng Wu, "Exploring Irregular Time Series Through Non-uniform Fourier Transform", WHPCF 14, Piscataway, NJ, USA, IEEE Press, 2014, 37--44, doi: 10.1109/WHPCF.2014.8

W. Gu, J. Choi, M. Gu, H. D. Simon, K., "Fast Change Point Detection for electricity market", 2013 IEEE International Conference on Big Data, 2013, 50--57, doi: 10.1109/BigData.2013.6691733

William T.C. Kramer, John M. Shalf, E. Wes Bethel, D. Agarwal, Michael Banda, John Hules, Juan C. Meza, Leonid Oliker, Horst Simon, David Skinner, Francesca Verdier, Howard Walter, Michael Wehner, and Katherine Yelick, "HPC in 2016: A View Point from NERSC", Proceedings of the Cray User Group Conference, Helsinki, Finland, 2008,

Horst Simon, William Kramer, William Saphir, John Shalf, David Bailey, Leonid Oliker, Michael Banda, C. William McCurdy, John Hules, Andrew Canning, Marc Day, Philip Colella, David Serafini, Michael Wehner, Peter Nugent, "Science-Driven System Architecture: A New Process for Leadership Class Computing", Journal of the Earth Simulator, Volume 2., 2005, LBNL 56545,

Kesheng Wu, Horst Simon, "An Evaluation of Parallel Shift-and-Invert Lanczos", Proceedings of The 1999 International Conference on and Distributed Processing Techniques and Las Vegas, Nevada, June 28 - July 1, 1999, 2913--19,

Kesheng Wu, Horst Simon, "Parallel Efficiency of the Lanczos method for problems", Berkeley, CA, 1999,

Kesheng Wu, Andrew Canning, Horst D. Simon, "A new Lanczos method for electronic structure", Proceedings of ACM/IEEE SC98 Conference, November 1998, in Orlando, FL, New York, NY, IEEE, 1998,


Kesheng Wu, Horst D Simon, "High-Performance Computational Intelligence and Forecasting Technologies", 2018,

UC Berkeley, William Gu, Jaesik Choi, Ming Gu, Horst Simon, Kesheng Wu, "Fast Change Point Detection for Electricity Market Analysis", January 1, 2013, LBNL LBNL-6388E,

I. Yamazaki, K. Wu, H. Simon, "nu-TRLan User Guide version 1.0", 2008, LBNL 1288E,

Horst D. Simon, William T.C. Kramer, David H. Bailey, Michael J. Banda, E. Wes Bethel, Jonathan T. Carter, James M. Craw, William J. Fortney, John A. Hules, Nancy L. Meyer, Juan C. Meza, Esmond G. Ng, Lynn E. Rippe, William C. Saphir, Francesca Verdier, Howard A. Walter, Katherine A. Yelick, "Science-Driven Computing: NERSC's Plan for 2006-2010", 2005,

Kesheng Wu, Horst D Simon, "Dynamic restarting schemes for eigenvalue problems", 1999,


Jung Heon Song, Marcos L\ opez de Prado, Horst D Simon, Kesheng Wu, Extracting Signals from High-Frequency Trading with Digital Signal Processing Tools, The Journal of Financial Data Science, Pages: 124--138 2019,

Kesheng Wu, Horst Simon, TRLAN user guide, 1999,