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Data mining methods have been widely applied in financial markets, with the purpose of providing suitable tools for prices forecasting and automatic trading. Particularly, learning methods aim to identify patterns in time series and, based…

Machine Learning · Statistics 2013-01-22 Marcelo S. Lauretto , Barbara B. C. Silva , Pablo M. Andrade

We present a practical, market-based solution to the resource provisioning problem in a set of heterogeneous resource clusters. We focus on provisioning rather than immediate scheduling decisions to allow users to change long-term job…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-25 Murray Stokely , Jim Winget , Ed Keyes , Carrie Grimes , Benjamin Yolken

Timely resource allocation in edge-assisted vehicular networks is essential for compute-intensive services such as autonomous driving and navigation. However, vehicle mobility leads to spatio-temporal unpredictability of resource demands,…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Ziqi Ling , Minghui Liwang , Xianbin Wang , Seyyedali Hosseinalipour , Zhipeng Cheng , Sai Zou , Wei Ni , Xiaoyu Xia

We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost.…

Optimization and Control · Mathematics 2023-01-03 Narges Sereshti , Merve Bodur , James R. Luedtke

A Content Distribution Network (CDN) can be defined as an overlay system that replicates copies of contents at multiple points of a network, close to the final users, with the objective of improving data access. CDN technology is widely…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-25 Rafaelli de C. Coutinho , Lúcia M. A. Drummond , Yuri Frota

Optimizing car sharing systems under demand uncertainty is an emerging problem for ensuring profitable and sustainable operations of these services while taking into account quality of service concerns. With the increasing adoption of…

Optimization and Control · Mathematics 2023-07-18 Sinan Emre Kosunda , Beste Basciftci , Esra Koca

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Computational Finance · Quantitative Finance 2022-11-30 Zheng Cao , Raymond Guo , Wenyu Du , Jiayi Gao , Kirill V. Golubnichiy

This paper introduces an information-based model for the pricing of storable commodities such as crude oil and natural gas. The model uses the concept of market information about future supply and demand as a basis for valuation. Physical…

Pricing of Securities · Quantitative Finance 2021-12-01 Dorje C. Brody , Lane P. Hughston , Xun Yang

Multi-access edge computing (MEC) is one of the enabling technologies for high-performance computing at the edge of the 6 G networks, supporting high data rates and ultra-low service latency. Although MEC is a remedy to meet the growing…

Computer Science and Game Theory · Computer Science 2024-02-08 Ummy Habiba , Setareh Maghsudi , Ekram Hossain

A Content Delivery Network (CDN) is a dynamic and complex service system. It causes a huge amount of traffic on the network infrastructure of Internet Service Providers (ISPs). Oftentimes, CDN providers and ISPs struggle to find an…

Networking and Internet Architecture · Computer Science 2020-05-29 Peter Hillmann , Tobias Uhlig , Gabi Dreo Rodosek , Oliver Rose

Content management systems use various strategies to store and manage information. One of the most usual methods encountered in commercial products is to make use of the file system to store the raw content information, while the associated…

Other Computer Science · Computer Science 2009-11-03 Rares Vasilescu

Motivated by the application of energy storage management in electricity markets, this paper considers the problem of online linear programming with inventory management constraints. Specifically, a decision maker should satisfy some units…

Data Structures and Algorithms · Computer Science 2019-01-15 Lin Yang , Mohammad H. Hajiesmaili , Ramesh Sitaraman , Enrique Mallada , Wing S. Wong , Adam Wierman

The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…

Statistical Finance · Quantitative Finance 2022-08-30 Om Mane , Saravanakumar kandasamy

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

The adoption of market-based principles in resource management systems for computational infrastructures such as grids and clusters allows for matching demand and supply for resources in a utility maximizing manner. As such, they offer a…

Computer Science and Game Theory · Computer Science 2019-08-14 K. Abdelkader , J. Broeckhove , K. Vanmechelen

In a typical online resource allocation problem, we start with a fixed inventory of resources and make online allocation decisions in response to resource requests that arrive sequentially over a finite horizon. We consider settings where…

Data Structures and Algorithms · Computer Science 2025-07-22 Suho Kang , Ziyang Liu , Rajan Udwani

A marketplace is defined where the private data of suppliers (e.g., prosumers) are protected, so that neither their identity nor their level of stock is made known to end customers, while they can sell their products at a reduced price. A…

Cryptography and Security · Computer Science 2016-03-02 Maurizio Naldi , Giuseppe D'Acquisto

In anticipatory networking, channel prediction is used to improve communication performance. This paper describes a new approach for allocating resources to video streaming traffic while accounting for quality of service. The proposed…

Networking and Internet Architecture · Computer Science 2016-03-09 Dimitrios Tsilimantos , Amaya Nogales-Gómez , Stefan Valentin

Securing an adequate supply of dispatchable resources is critical for keeping a power system reliable under high penetrations of variable generation. Traditional resource adequacy mechanisms are poorly suited to exploiting the growing…

Systems and Control · Electrical Eng. & Systems 2022-10-27 Farhad Billimoria , Filiberto Fele , Iacopo Savelli , Thomas Morstyn , Malcolm McCulloch