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We argue that using the Shapley value of cooperative game theory as the scheme for risk allocation among non-orthogonal risk factors is a natural way of interpreting the contribution made by each of such factors to overall portfolio risk.…

Computational Finance · Quantitative Finance 2021-03-10 Patrick S. Hagan , Andrew Lesniewski , Georgios E. Skoufis , Diana E. Woodward

We consider a natural scheduling problem which arises in many distributed computing frameworks. Jobs with diverse resource requirements (e.g. memory requirements) arrive over time and must be served by a cluster of servers, each with a…

Networking and Internet Architecture · Computer Science 2019-01-21 Konstantinos Psychas , Javad Ghaderi

To improve the utility of learning applications and render machine learning solutions feasible for complex applications, a substantial amount of heavy computations is needed. Thus, it is essential to delegate the computations among several…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-04-29 Homa Esfahanizadeh , Alejandro Cohen , Muriel Medard

We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-21 Elli Zavou , Antonio Fernández Anta

We consider a distributed computing network consisting of a master and multiple workers processing tasks of different types. The master is running multiple applications. Each application stochastically generates real-time jobs with a strict…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-31 Yu-Pin Hsu , Yu-Chih Huang , Shin-Lin Shieh

In spite of increased attention on explainable machine learning models, explaining multi-output predictions has not yet been extensively addressed. Methods that use Shapley values to attribute feature contributions to the decision making…

Machine Learning · Computer Science 2023-03-31 Célia Wafa Ayad , Thomas Bonnier , Benjamin Bosch , Jesse Read

The problem of stochastic deadline scheduling is considered. A constrained Markov decision process model is introduced in which jobs arrive randomly at a service center with stochastic job sizes, rewards, and completion deadlines. The…

Optimization and Control · Mathematics 2017-07-10 Zhe Yu , Yunjian Xu , Lang Tong

We analyze a wireless line network employing wireless network coding. The two end nodes exchange their packets through relays. While a packet at a relay might not find its coding pair upon arrival, a transmission cost can be reduced by…

Networking and Internet Architecture · Computer Science 2020-06-16 Yu-Pin Hsu

Epidemiological delays, such as incubation periods, serial intervals, and hospital lengths of stay, are among key quantities in infectious disease epidemiology that inform public health policy and clinical practice. This information is used…

Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…

Information Theory · Computer Science 2018-11-07 Ori Shmuel , Asaf Cohen , Omer Gurewitz

Resource allocation for cloud services is a complex task due to the diversity of the services and the dynamic workloads. One way to address this is by overprovisioning which results in high cost due to the unutilized resources. A much more…

Data Structures and Algorithms · Computer Science 2015-03-10 Galia Shabtai , Danny Raz , Yuval Shavitt

In cooperative games, we study how values created or costs incurred by a coalition are shared among the members within it, and the players may join the coalition in a online manner such as investors invest a startup. Recently, Ge et al.…

Computer Science and Game Theory · Computer Science 2024-10-25 Junyu Zhang , Yao Zhang , Yaoxin Ge , Dengji Zhao , Hu Fu , Zhihao Gavin Tang , Pinyan Lu

People often deviate from expected utility theory when making risky and intertemporal choices. While the effects of probabilistic risk and time delay have been extensively studied in isolation, their interplay and underlying theoretical…

Theoretical Economics · Economics 2025-04-10 Ho Ka Chan , Taro Toyoizumi

Technologically driven transport systems are characterized by a networked structure connecting operation centers and by a dynamics ruled by pre-established schedules. Schedules impose serious constraints on the timing of the operations,…

Physics and Society · Physics 2013-01-30 Pablo Fleurquin , Jose J. Ramasco , Victor M. Eguiluz

Stochastic network calculus is an evolving theory which accounts for statistical multiplexing and uses an envelope approach for probabilistic delay and backlog analysis of networks. One of the key ideas of stochastic network calculus is the…

Networking and Internet Architecture · Computer Science 2011-09-30 Kishore Angrishi , Ulrich Killat

We study a single-server scheduling problem for the objective of minimizing the expected cumulative holding cost incurred by jobs, where parameters defining stochastic job holding costs are unknown to the scheduler. We consider a general…

Machine Learning · Computer Science 2022-09-22 Dabeen Lee , Milan Vojnovic

Motivated by interest in providing more efficient services in customer service systems, we use statistical learning methods and delay history information to predict the conditional distribution of the customers' waiting times in queueing…

Performance · Computer Science 2019-12-19 Majid Raeis , Ali Tizghadam , Alberto Leon-Garcia

In high performance computing, scheduling of tasks and allocation to machines is very critical especially when we are dealing with heterogeneous execution costs. Simulations can be performed with a large variety of environments and…

Performance · Computer Science 2018-03-23 Louis-Claude Canon , Mohamad El Sayah , Pierre-Cyrille Héam

Since the advent of new nanotechnologies, the variability of gate delay due to process variations has become a major concern. This paper proposes a new gate delay model that includes impact from both process variations and multiple input…

Hardware Architecture · Computer Science 2011-11-09 Y. Satish Kumar , Jun Li , Claudio Talarico , Janet Wang

Data-management-as-a-service systems are increasingly being used in collaborative settings, where multiple users access common datasets. Cloud providers have the choice to implement various optimizations, such as indexing or materialized…

Databases · Computer Science 2015-03-20 Prasang Upadhyaya , Magdalena Balazinska , Dan Suciu
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