Related papers: Using Read Promotion and Mixed Isolation Levels fo…
Blockchain technology, with implications in the financial domain, offers data in the form of large-scale transaction networks. Analyzing transaction networks facilitates fraud detection, market analysis, and supports government regulation.…
While linearizability is a fundamental correctness condition for distributed systems, ensuring the linearizability of implementations can be quite complex. An essential aspect of linearizable implementations of concurrent objects is the…
This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…
Software Transactional Memory (STM) algorithms provide programmers with a synchronisation mechanism for concurrent access to shared variables. Basically, programmers can specify transactions (reading from and writing to shared state) which…
In this work we propose an improvement of the $x$-space algorithm developed for solving a class of min--max bilevel optimization problems (Tang Y., Richard J.P.P., Smith J.C. (2016), A class of algorithms for mixed-integer bilevel min--max…
In this paper, we propose a sparse equity portfolio optimization (SEPO) based on the mean-variance portfolio selection model. Aimed at minimizing transaction cost by avoiding small investments, this new model includes $\ell_0$-norm…
Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…
Blockchains offer strong security gurarantees, but cannot protect users against the ordering of transactions. Players such as miners, bots and validators can reorder various transactions and reap significant profits, called the Maximal…
We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…
Order placement tactics play a crucial role in high-frequency trading algorithms and their design is based on understanding the dynamics of the order book. Using high quality high-frequency data and a set of microstructural features, we…
In network slicing, the network operator needs to satisfy the service level agreements of multiple slices at the same time and on the same physical infrastructure. To do so with reduced provisioned resources, the operator may consider…
In concurrent systems, some form of synchronisation is typically needed to achieve data-race freedom, which is important for correctness and safety. In actor-based systems, messages are exchanged concurrently but executed sequentially by…
We present Task Bench, a parameterized benchmark designed to explore the performance of parallel and distributed programming systems under a variety of application scenarios. Task Bench lowers the barrier to benchmarking multiple…
This paper considers a network of agents, where each agent is assumed to take actions optimally with respect to a predefined payoff function involving the latest actions of the agent's neighbors. Neighborhood relationships stem from payoff…
We propose a generic mechanism for incentivizing behavior in an arbitrary finite game using payments. Doing so is trivial if the mechanism is allowed to observe all actions taken in the game, as this allows it to simply punish those agents…
Transactional memory (TM) is a convenient synchronization tool that allows concurrent threads to declare sequences of instructions on shared data as speculative \emph{transactions} with "all-or-nothing" semantics. It is known that dynamic…
We prove that no fully transactional system can provide fast read transactions (including read-only ones that are considered the most frequent in practice). Specifically, to achieve fast read transactions, the system has to give up support…
Conventional models of matching markets assume that monetary transfers can clear markets by compensating for utility differentials. However, empirical patterns show that such transfers often fail to close structural preference gaps. This…
Modern concurrent programming benefits from a large variety of synchronization techniques. These include conventional pessimistic locking, as well as optimistic techniques based on conditional synchronization primitives or transactional…
A key aspect of many resource allocation problems is the need for the resource controller to compute a function, such as the max or arg max, of the competing users metrics. Information must be exchanged between the competing users and the…