Related papers: A Risk-taking Broker Model to Optimise User Reques…
This paper introduces a novel methodology for the pricing and management of share buyback contracts, overcoming the limitations of traditional optimal control methods, which frequently encounter difficulties with high-dimensional state…
Market makers provide liquidity to other market participants: they propose prices at which they stand ready to buy and sell a wide variety of assets. They face a complex optimization problem with both static and dynamic components. They…
Software as a Service cloud computing model favorites the Multi-Tenancy as a key factor to exploit economies of scale. However Multi-Tenancy present several disadvantages. Therein, our approach comes to assign instances to multi-tenants…
Cloud Service Providers (CSPs) offer a wide variety of scalable, flexible, and cost-efficient services to cloud users on demand and pay-per-utilization basis. However, vast diversity in available cloud service providers leads to numerous…
The pay-as-you-go model supported by existing cloud infrastructure providers is appealing to most application service providers to deliver their applications in the cloud. Within this context, elasticity of applications has become one of…
We introduce a two-agent problem which is inspired by price asymmetry arising from funding difference. When two parties have different funding rates, the two parties deduce different fair prices for derivative contracts even under the same…
New pricing policies are emerging where cloud providers charge resource provisioning based on the allocated CPU frequencies. As a result, resources are offered to users as combinations of different performance levels and prices which can be…
Cloud computing is a new paradigm where data and services of Information Technology are provided via the Internet by using remote servers. It represents a new way of delivering computing resources allowing access to the network on demand.…
Load balancing is vital for the efficient and long-term operation of cloud data centers. With virtualization, post (reactive) migration of virtual machines after allocation is the traditional way for load balancing and consolidation.…
This paper is concerned with the determination of pricing strategies for a firm that in each period of a finite horizon receives replenishment quantities of a single product which it sells in two markets, e.g., a long-distance market and an…
Day after day, the number of mobile applications deployed on cloud computing continues in increasing because o f smartphone capabilities improvement. Cloud computing has already succeeded in the web based application, for that reason, the…
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…
Cloud Computing is a paradigm of both parallel processing and distributed computing. It offers computing facilities as a utility service in pay as par use manner. Virtualization, self service provisioning, elasticity and pay per use are the…
Future e-business models will rely on electronic contracts which are agreed dynamically and adaptively by web services. Thus, the automatic negotiation of Service Level Agreements (SLAs) between consumers and providers is key for enabling…
A novel high-frequency market-making approach in discrete time is proposed that admits closed-form solutions. By taking advantage of demand functions that are linear in the quoted bid and ask spreads with random coefficients, we model the…
Datacenter designers rely on conservative estimates of IT equipment power draw to provision resources. This leaves resources underutilized and requires more datacenters to be built. Prior work has used power capping to shave the rare power…
We study the profit maximization problem of a cognitive virtual network operator in a dynamic network environment. We consider a downlink OFDM communication system with various network dynamics, including dynamic user demands, uncertain…
Bag of Distributed Tasks (BoDT) can benefit from decentralised execution on the Cloud. However, there is a trade-off between the performance that can be achieved by employing a large number of Cloud VMs for the tasks and the monetary…
Truckload brokerages, a $100 billion/year industry in the U.S., plays the critical role of matching shippers with carriers, often to move loads several days into the future. Brokerages not only have to find companies that will agree to move…
The process of liquidity provision in financial markets can result in prolonged exposure to illiquid instruments for market makers. In this case, where a proprietary position is not desired, pro-actively targeting the right client who is…