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Related papers: Processing Transactions in a Predefined Order

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We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…

Optimization and Control · Mathematics 2019-04-01 Fatemeh Mansoori , Ermin Wei

Union-Find (or Disjoint-Set Union) is one of the fundamental problems in computer science; it has been well-studied from both theoretical and practical perspectives in the sequential case. Recently, there has been mounting interest in…

Data Structures and Algorithms · Computer Science 2019-11-18 Dan Alistarh , Alexander Fedorov , Nikita Koval

Many organizations routinely analyze large datasets using systems for distributed data-parallel processing and clusters of commodity resources. Yet, users need to configure adequate resources for their data processing jobs. This requires…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-02 Lauritz Thamsen , Dominik Scheinert , Jonathan Will , Jonathan Bader , Odej Kao

The deferred acceptance algorithm is an elegant solution to the stable matching problem that guarantees optimality and truthfulness for one side of the market. Despite these desirable guarantees, it is susceptible to strategic misreporting…

Computer Science and Game Theory · Computer Science 2020-12-09 Hadi Hosseini , Fatima Umar , Rohit Vaish

As communication networks are growing at a fast pace, the need for more scalable approaches to operate such networks is pressing. Decentralization and locality are key concepts to provide scalability. Existing models for which local…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-04 Klaus-Tycho Foerster , Juho Hirvonen , Stefan Schmid , Jukka Suomela

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…

Numerical Analysis · Mathematics 2018-08-13 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

We investigate the performance of m-th order consensus systems with stochastic external perturbations, where a subset of leader nodes incorporates absolute information into their control laws. The system performance is measured by its…

Optimization and Control · Mathematics 2019-06-13 Erika Mackin , Stacy Patterson

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. A lot of recent effort has been devoted to developing…

Data Structures and Algorithms · Computer Science 2016-08-15 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

Executing multiple tasks concurrently is important in many robotic applications. Moreover, the prioritization of tasks is essential in applications where safety-critical tasks need to precede application-related objectives, in order to…

Robotics · Computer Science 2020-03-09 Gennaro Notomista , Siddharth Mayya , Mario Selvaggio , Maria Santos , Cristian Secchi

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

High-fidelity physics simulations are powerful tools in the design and optimization of charged particle accelerators. However, the computational burden of these simulations often limits their use in practice for design optimization and…

Accelerator Physics · Physics 2020-04-15 Auralee Edelen , Nicole Neveu , Yannick Huber , Mattias Frey , Christopher Mayes , Andreas Adelmann

We study the problem of the optimal execution of a large trade in the presence of nonlinear transient impact. We propose an approach based on homotopy analysis, whereby a well behaved initial strategy is continuously deformed to lower the…

Trading and Market Microstructure · Quantitative Finance 2014-12-17 Gianbiagio Curato , Jim Gatheral , Fabrizio Lillo

In e-retail, order fulfillment speed has become one of the most important metrics affecting customer satisfaction. While common wisdom dictates that maintaining a large global fulfillment network maximizes efficiency via economies of scale,…

Data Structures and Algorithms · Computer Science 2026-05-15 Daniel Hathcock , R. Ravi , Amitabh Sinha

Transactional memory (TM) is an inherently optimistic abstraction: it allows concurrent processes to execute sequences of shared-data accesses (transactions) speculatively, with an option of aborting them in the future. Early TM designs…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-07 Petr Kuznetsov , Srivatsan Ravi

We propose Transactional Edge (TransEdge), a distributed transaction processing system for untrusted environments such as edge computing systems. What distinguishes TransEdge is its focus on efficient support for read-only transactions.…

Databases · Computer Science 2023-02-17 Abhishek A. Singh , Aasim Khan , Sharad Mehrotra , Faisal Nawab

We study discrete-time predictable forward processes when trading times do not coincide with performance evaluation times in a binomial tree model for the financial market. The key step in the construction of these processes is to solve a…

Mathematical Finance · Quantitative Finance 2023-12-05 Gechun Liang , Moris S. Strub , Yuwei Wang

Payment channel networks (PCNs) have emerged as a scalability solution for blockchains built on the concept of a payment channel: a setting that allows two nodes to safely transact between themselves in high frequencies based on…

Systems and Control · Electrical Eng. & Systems 2021-04-01 Nikolaos Papadis , Leandros Tassiulas

Permissioned blockchains are becoming popular as data management systems in the enterprise setting. Compared to traditional distributed databases, blockchain platforms provide increased security guarantees but significantly lower…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-02 Parth Thakkar , Senthilnathan Natarajan

This work investigates a reduced-complexity adaptive methodology to consensus tracking for a team of uncertain high-order nonlinear systems with switched (possibly asynchronous) dynamics. It is well known that high-order nonlinear systems…

Multiagent Systems · Computer Science 2020-06-11 Maolong Lv , Wenwu Yu , Jinde Cao , Simone Baldi