Related papers: Using Read Promotion and Mixed Isolation Levels fo…
We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing price formation driven solely by order flow through…
CPUs provide isolation mechanisms like virtualization and privilege levels to protect software. Yet these focus on architectural isolation while typically overlooking microarchitectural side channels, exemplified by Meltdown and Foreshadow.…
This article describes a very high-level language for clear description of distributed algorithms and optimizations necessary for generating efficient implementations. The language supports high-level control flows where complex…
This paper investigates real-time detection of spoofing activity in limit order books, focusing on cryptocurrency centralized exchanges. We first introduce novel order flow variables based on multi-scale Hawkes processes that account both…
In recent decades, companies have frequently adopted share repurchase programs to return capital to shareholders or for other strategic purposes, instructing investment banks to rapidly buy back shares on their behalf. When the executing…
Data minimisation is a privacy enhancing principle, stating that personal data collected should be no more than necessary for the specific purpose consented by the user. Checking that a program satisfies the data minimisation principle is…
An inherent security limitation with the classic multithreaded programming model is that all the threads share the same address space and, therefore, are implicitly assumed to be mutually trusted. This assumption, however, does not take…
The aim of this short note is to establish a limit theorem for the optimal trading strategies in the setup of the utility maximization problem with proportional transaction costs. This limit theorem resolves the open question from [4]. The…
Ethereum clients execute transactions in a sequential order prescribed by the consensus protocol. This is a safe and conservative approach to blockchain transaction processing which forgoes running transactions in parallel even when doing…
The common wisdom is that distributed transactions do not scale. But what if distributed transactions could be made scalable using the next generation of networks and a redesign of distributed databases? There would be no need for…
Relay Mining presents a scalable solution employing probabilistic mechanisms, crypto-economic incentives, and new cryptographic primitives to estimate and prove the volume of Remote Procedure Calls (RPCs) made from a client to a server.…
This paper introduces a unified model of consistency and isolation that minimizes the gap between how these guarantees are defined and how they are perceived. Our approach is premised on a simple observation: applications view storage…
We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…
Register allocation is a much studied problem. A particularly important context for optimizing register allocation is within loops, since a significant fraction of the execution time of programs is often inside loop code. A variety of…
Recent statistical and reinforcement learning methods have significantly advanced patient care strategies. However, these approaches face substantial challenges in high-stakes contexts, including missing data, inherent stochasticity, and…
In this paper, we propose a new deinterleaving method for mixtures of discrete renewal Markov chains. This method relies on the maximization of a penalized likelihood score. It exploits all available information about both the sequence of…
Modern networks achieve robustness and scalability by maintaining states on their nodes. These nodes are referred to as middleboxes and are essential for network functionality. However, the presence of middleboxes drastically complicates…
DGCC protocol has been shown to achieve good performance on multi-core in-memory system. However, distributed transactions complicate the dependency resolution, and therefore, an effective transaction partitioning strategy is essential to…
To minimize network latency and remain online during server failures and network partitions, many modern distributed data storage systems eschew transactional functionality, which provides strong semantic guarantees for groups of multiple…
With the onset of the Information Era and the rapid growth of information technology, ample space for processing and extracting data has opened up. However, privacy concerns may stifle expansion throughout this area. The challenge of…