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Hybrid switching - in which a high bandwidth circuit switch (optical or wireless) is used in conjunction with a low bandwidth packet switch - is a promising alternative to interconnect servers in today's large scale data-centers. Circuit…

Networking and Internet Architecture · Computer Science 2015-12-24 Shaileshh Bojja Venkatakrishnan , Mohammad Alizadeh , Pramod Viswanath

Equity auctions display several distinctive characteristics in contrast to continuous trading. As the auction time approaches, the rate of events accelerates causing a substantial liquidity buildup around the indicative price. This, in…

Trading and Market Microstructure · Quantitative Finance 2025-05-05 Mohammed Salek , Damien Challet , Ioane Muni Toke

This empirical study presents the Decentralized Exchanges Comparison Service (DECS), a novel tool developed by 1inch Analytics to assess exchange efficiency in decentralized finance. The DECS utilizes swap transaction monitoring and…

Trading and Market Microstructure · Quantitative Finance 2024-11-05 Evgenii Onishchuk , Maksim Dubovitskii , Eduard Horch

Diffusion models achieve remarkable generative quality, but computational overhead scales with step count, model depth, and sequence length. Feature caching is effective since adjacent timesteps yield highly similar features. However, an…

Computer Vision and Pattern Recognition · Computer Science 2025-12-16 Tingyan Wen , Haoyu Li , Yihuang Chen , Xing Zhou , Lifei Zhu , Xueqian Wang

This paper proposes a hierarchical solution to scale streaming services across quality and resource dimensions. Modern scenarios, like smart cities, heavily rely on the continuous processing of IoT data to provide real-time services and…

Performance · Computer Science 2025-03-07 Boris Sedlak , Andrea Morichetta , Philipp Raith , Víctor Casamayor Pujol , Schahram Dustdar

In this paper, we analyze asymptotic delay-throughput trade-offs in mobile ad-hoc networks comprising heterogeneous nodes with restricted mobility. We show that node spatial heterogeneity has the ability to drastically improve upon existing…

Performance · Computer Science 2008-07-09 Michele Garetto , Emilio Leonardi

An important virtue of distributed ledger technologies is their acclaimed higher level of decentralisation compared to traditional financial systems. Empirical literature, however, suggests that many systems tend towards centralisation as…

Cryptography and Security · Computer Science 2023-11-14 Lucas Amherd , Sheng-Nan Li , Claudio J. Tessone

The bittide mechanism enables logically synchronous computation across distributed systems by leveraging the continuous frame transmission inherent to wired networks such as Ethernet. Instead of relying on a global clock, bittide uses a…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Sanjay Lall , Tammo Spalink

Blockchains, and specifically smart contracts, have promised to create fair and transparent trading ecosystems. Unfortunately, we show that this promise has not been met. We document and quantify the widespread and rising deployment of…

Cryptography and Security · Computer Science 2019-04-11 Philip Daian , Steven Goldfeder , Tyler Kell , Yunqi Li , Xueyuan Zhao , Iddo Bentov , Lorenz Breidenbach , Ari Juels

Public blockchains implement a fee mechanism to allocate scarce computational resources across competing transactions. Most existing fee market designs utilize a joint, fungible unit of account (e.g., gas in Ethereum) to price otherwise…

Optimization and Control · Mathematics 2022-11-04 Theo Diamandis , Alex Evans , Tarun Chitra , Guillermo Angeris

Rapid growth in AI-driven data center loads is creating significant challenges for transmission grid interconnection. This paper proposes robust and risk-aware frameworks to quantify transmission capacity as firm and flexible capacities. We…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Shaoze Li , Bohang Fang , Cong Chen

We develop a cross-border market model for two countries based on a continuous trading mechanism, in which the transmission capacities that enable transactions between market participants from different countries are limited. Our market…

Probability · Mathematics 2024-11-26 Cassandra Milbradt , Dörte Kreher

Federated learning (FL) is a promising paradigm that enables collaboratively learning a shared model across massive clients while keeping the training data locally. However, for many existing FL systems, clients need to frequently exchange…

Networking and Internet Architecture · Computer Science 2023-01-18 Qiong Wu , Xu Chen , Tao Ouyang , Zhi Zhou , Xiaoxi Zhang , Shusen Yang , Junshan Zhang

We consider rate swaps which pay a fixed rate against a floating rate in presence of bid-ask spread costs. Even for simple models of bid-ask spread costs, there is no explicit strategy optimizing an expected function of the hedging error.…

Computational Finance · Quantitative Finance 2016-04-13 Christophe Michel , Victor Reutenauer , Denis Talay , Etienne Tanré

Marginal emissions rates -- the sensitivity of carbon emissions to electricity demand -- are important for evaluating the impact of emissions mitigation measures. Like locational marginal prices, locational marginal emissions rates (LMEs)…

Systems and Control · Electrical Eng. & Systems 2024-08-21 Anthony Degleris , Lucas Fuentes Valenzuela , Ram Rajagopal , Marco Pavone , Abbas El Gamal

Stable coins are not very stable. Cash collateralized coins are more stable, but the overall failure rate is similar to tokens that are not designed to be stable. USD Coin, Tether and Dai have the largest Ethereum market shares, and they…

Trading and Market Microstructure · Quantitative Finance 2023-02-28 Bruce Mizrach

To minimize network latency and remain online during server failures and network partitions, many modern distributed data storage systems eschew transactional functionality, which provides strong semantic guarantees for groups of multiple…

Databases · Computer Science 2013-10-08 Peter Bailis , Aaron Davidson , Alan Fekete , Ali Ghodsi , Joseph M. Hellerstein , Ion Stoica

We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 Anton Golub , Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard

This paper presents a case for exploiting the synergy of dedicated and opportunistic network resources in a distributed hosting platform for data stream processing applications. Our previous studies have demonstrated the benefits of…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-17 Shah Asaduzzaman , Muthucumaru Maheswaran

Our traditional notion of a cell is changing dramatically given the increasing degree of heterogeneity in 4G and emerging 5G systems. Rather than belonging to a specific cell, a device would choose the most suitable connection from the…

Networking and Internet Architecture · Computer Science 2014-10-28 Katerina Smiljkovikj , Hisham Elshaer , Petar Popovski , Federico Boccardi , Mischa Dohler , Liljana Gavrilovska , Ralf Irmer