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With the rapid evolution of technological, economic, and regulatory landscapes, contemporary blockchain platforms are all but certain to undergo major changes. Therefore, the applications that rely on them will eventually need to migrate…
News is a pertinent source of information on financial risks and stress factors, which nevertheless is challenging to harness due to the sparse and unstructured nature of natural text. We propose an approach based on distributional…
Federated data processing (FDP) offers a promising approach for enabling collaborative analysis of sensitive data without centralizing raw datasets. However, real-world adoption remains limited due to the complexity of managing…
In the first phase of the European DataGrid project, the 'workload management' package (WP1) implemented a working prototype, providing users with an environment allowing to define and submit jobs to the Grid, and able to find and use the…
Power grids must modernize to meet climate goals while maintaining reliable and stable operating conditions. Yet progress is hindered by a limited understanding of the stochastic processes underlying grid frequency and phase-angle…
Event sequence data record series of discrete events in the time order of occurrence. They are commonly observed in a variety of applications ranging from electronic health records to network logs, with the characteristics of large-scale,…
To succeed in a Big Data strategy, you have to arm yourself with a wide range of data skills and best practices. This strategy can result in an impressive asset that can streamline operational costs, reduce time to market, and enable the…
Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time series from a wide range of information sources using online…
Recently, data exchange platforms have emerged in the digital economy to enable better resource allocation in a data-driven society, which requires cross-organizational data collaborations. Understanding the characteristics of the data on…
A point process for event arrivals in high frequency trading is presented. The intensity is the product of a Hawkes process and high dimensional functions of covariates derived from the order book. Conditions for stationarity of the process…
It takes skill to build a meaningful predictive model even with the abundance of implementations of modern machine learning algorithms and readily available computing resources. Building a model becomes challenging if hundreds of terabytes…
[Background] Nowadays, there is a massive growth of data volume and speed in many types of systems. It introduces new needs for infrastructure and applications that have to handle streams of data with low latency and high throughput.…
The data circulation is a complex scenario involving a large number of participants and different types of requirements, which not only has to comply with the laws and regulations, but also faces multiple challenges in technical and…
For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored,…
There is currently considerable excitement within government about the potential of artificial intelligence to improve public service productivity through the automation of complex but repetitive bureaucratic tasks, freeing up the time of…
Non-fungible tokens (NFT) have recently emerged as a novel blockchain hosted financial asset class that has attracted major transaction volumes. Investment decisions rely on data and adequate preprocessing and application of analytics to…
Big data has become a great asset for many organizations, promising improved operations and new business opportunities. However, big data has increased access to sensitive information that when processed can directly jeopardize the privacy…
Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of…
We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial…
Now we live in an era of big data, and big data applications are becoming more and more pervasive. How to benchmark data center computer systems running big data applications (in short big data systems) is a hot topic. In this paper, we…