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High fidelity estimation algorithms for robotics require accurate data. However, timestamping of sensor data is a key issue that rarely receives the attention it deserves. Inaccurate timestamping can be compensated for in post-processing…

Robotics · Computer Science 2025-07-09 Morten Nissov , Nikhil Khedekar , Kostas Alexis

We present a scheme to convert self-stabilizing algorithms that use randomization during and following convergence to self-stabilizing algorithms that use randomization only during convergence. We thus reduce the number of random bits from…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-13 Shlomi Dolev , Nir Tzachar

This paper studies four trading algorithms of a professional trader at a multilateral trading facility, observing a realistic two-sided limit order book whose dynamics are driven by the order book events. The identity of the trader can be…

Trading and Market Microstructure · Quantitative Finance 2015-01-13 Qinghua Li

We apply convex regularization techniques to the problem of calibrating the local volatility surface model of Dupire taking into account the practical requirement of discrete grids and noisy data. Such requirements are the consequence of…

Numerical Analysis · Mathematics 2013-08-13 Vinicius V. L. Albani , Adriano De Cezaro , Jorge Passamani Zubelli

We consider the fundamental problem of clock synchronization in a synchronous multi-agent system. Each agent holds a clock with an arbitrary initial value, and clocks must eventually indicate the same value. Previous algorithms worked in…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-14 Bernadette Charron-Bost , Louis Penet de Monterno

Backtest is a way of financial risk evaluation which helps to analyze how our trading algorithm would work in markets with past time frame. The high volatility situation has always been a critical situation which creates challenges for…

Computational Finance · Quantitative Finance 2023-09-20 S. M. Masrur Ahmed

Given facilities with capacities and clients with penalties and demands, the transportation problem with market choice consists in finding the minimum-cost way to partition the clients into unserved clients, paying the penalties, and into…

Data Structures and Algorithms · Computer Science 2016-08-23 Karen Aardal , Pierre Le Bodic

The short-term forecasting of real-time locational marginal price (LMP) and network congestion is considered from a system operator perspective. A new probabilistic forecasting technique is proposed based on a multiparametric programming…

Applications · Statistics 2016-06-28 Yuting Ji , Robert J. Thomas , Lang Tong

This paper studies the static economic optimization problem of a system with a single aggregator and multiple prosumers in a Real-Time Balancing Market (RTBM). The aggregator, as the agent responsible for portfolio balancing, needs to…

Optimization and Control · Mathematics 2023-04-28 Koorosh Shomalzadeh , Jacquelien M. A. Scherpen , M. Kanat Camlibel

The increasing deployment of Artificial Intelligence (AI) and other autonomous algorithmic systems presents the world with new systemic risks. While focus often lies on the function of individual algorithms, a critical and underestimated…

Computers and Society · Computer Science 2026-02-24 Maurice Chiodo , Dennis Müller

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…

Computational Finance · Quantitative Finance 2021-01-25 Steven Y. K. Wong , Jennifer Chan , Lamiae Azizi , Richard Y. D. Xu

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

Machine Learning · Computer Science 2024-12-06 Disha Ghandwani , Neeraj Sarna , Yuanyuan Li , Yang Lin

Two-stage electricity market clearing is designed to maintain market efficiency under ideal conditions, e.g., perfect forecast and nonstrategic generation. This work demonstrates that the individual strategic behavior of inelastic load…

Optimization and Control · Mathematics 2019-09-17 Pengcheng You , Dennice F. Gayme , Enrique Mallada

Recurring international financial crises have adverse socioeconomic effects and demand novel regulatory instruments or strategies for risk management and market stabilization. However, the complex web of market interactions often impedes…

Portfolio Management · Quantitative Finance 2009-08-06 Andreas Martin Lisewski

We consider "time-of-use" pricing as a technique for matching supply and demand of temporal resources with the goal of maximizing social welfare. Relevant examples include energy, computing resources on a cloud computing platform, and…

Computer Science and Game Theory · Computer Science 2017-04-11 Shuchi Chawla , Nikhil R. Devanur , Alexander E. Holroyd , Anna Karlin , James Martin , Balasubramanian Sivan

Clock synchronization is a very fundamental task in distributed system. It thus makes sense to require an underlying clock synchronization mechanism to be highly fault-tolerant. A self-stabilizing algorithm seeks to attain synchronization…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Ariel Daliot , Danny Dolev , Hanna Parnas

Electronic payment platforms are estimated to process billions oftransactions daily, with the cumulative value of these transactionspotentially reaching into the trillions. Even a minor error within thishigh-volume environment could…

Cryptography and Security · Computer Science 2025-07-04 Mao Luo , Zhi Wang , Yiwen Huang , Qingyun Zhang , Zhouxing Su , Zhipeng Lv , Wen Hu , Jianguo Li

Latency (i.e., time delay) in electronic markets affects the efficacy of liquidity taking strategies. During the time liquidity takers process information and send marketable limit orders (MLOs) to the exchange, the limit order book (LOB)…

Trading and Market Microstructure · Quantitative Finance 2019-08-12 Álvaro Cartea , Sebastian Jaimungal , Leandro Sánchez-Betancourt

Clustering is a fundamental problem in machine learning and operations research. Therefore, given the fact that fairness considerations have become of paramount importance in algorithm design, fairness in clustering has received significant…

Machine Learning · Computer Science 2024-06-25 John Dickerson , Seyed A. Esmaeili , Jamie Morgenstern , Claire Jie Zhang

We study the optimal order placement strategy with the presence of a liquidity cost. In this problem, a stock trader wishes to clear her large inventory by a predetermined time horizon $T$. A trader uses both limit and market orders, and a…

Computational Finance · Quantitative Finance 2020-04-24 Hyoeun Lee , Kiseop Lee
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