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High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…
Conditional branches pose a challenge for code optimisation, particularly in low latency settings. For better performance, processors leverage dedicated hardware to predict the outcome of a branch and execute the following instructions…
Nearly one-half of all trades in financial markets are executed by high-speed, autonomous computer programs -- a type of trading often called high-frequency trading (HFT). Although evidence suggests that HFT increases the efficiency of…
SPACE-Timers are a lightweight hierarchical profiling framework for C++ designed for modern high-performance computing (HPC) applications. It uses a stack-based timing model to capture deeply nested execution patterns with minimal overhead,…
When implementing functionality which requires sparse matrices, there are numerous storage formats to choose from, each with advantages and disadvantages. To achieve good performance, several formats may need to be used in one program,…
Despite the importance of sparse matrices in numerous fields of science, software implementations remain difficult to use for non-expert users, generally requiring the understanding of underlying details of the chosen sparse matrix storage…
This paper explores the novel deep learning Transformers architectures for high-frequency Bitcoin-USDT log-return forecasting and compares them to the traditional Long Short-Term Memory models. A hybrid Transformer model, called…
The Low Latency Fault Tolerance (LLFT) system provides fault tolerance for distributed applications, using the leader-follower replication technique. The LLFT system provides application-transparent replication, with strong replica…
Large language models (LLMs) have shown remarkable performance across diverse reasoning and generation tasks, and are increasingly deployed as agents in dynamic environments such as code generation and recommendation systems. However, many…
Developing parallel algorithms efficiently requires careful management of concurrency across diverse hardware architectures. C++ executors provide a standardized interface that simplifies the development process, allowing developers to…
Recently we presented TTC, a domain-specific compiler for tensor transpositions. Despite the fact that the performance of the generated code is nearly optimal, due to its offline nature, TTC cannot be utilized in all the application codes…
High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market (e.g., Bitcoin). Reinforcement learning (RL) in financial…
High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. The main goal of the paper is to propose continuous time equations which…
Hyperledger Fabric (HLF) is a modular, permissioned blockchain widely adopted in enterprise settings. Enhancing its throughput and latency remains challenging, as optimization decisions made in one phase of the transaction lifecycle can…
High load latency that results from deep cache hierarchies and relatively slow main memory is an important limiter of single-thread performance. Data prefetch helps reduce this latency by fetching data up the hierarchy before it is…
We introduce a new software toolbox for agent-based simulation. Facilitating rapid prototyping by offering a user-friendly Python API, its core rests on an efficient C++ implementation to support simulation of large-scale multi-agent…
Research in transaction processing has made significant progress in improving the performance of multi-core in-memory transactional systems. However, the focus has mainly been on low-contention workloads. Modern transactional systems…
High-frequency trading (HFT) is an investing strategy that continuously monitors market states and places bid and ask orders at millisecond speeds. Traditional HFT approaches fit models with historical data and assume that future market…
Low latency and high data rate performance are essential in wireless communication systems. This paper explores trade-offs between latency and data rates for optical wireless communication. We introduce a latency-optimized model utilizing…
Most STM systems are poorly equipped to support libraries of concurrent data structures. One reason is that they typically detect conflicts by tracking transactions' read sets and write sets, an approach that often leads to false conflicts.…