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Explicit robust hedging strategies for convex or concave payoffs under a continuous semimartingale model with uncertainty and small transaction costs are constructed. In an asymptotic sense, the upper and lower bounds of the cumulative…

Pricing of Securities · Quantitative Finance 2012-01-13 Masaaki Fukasawa

Cache plays an important role to maintain high and stable performance (i.e. high throughput, low tail latency and throughput jitter) in storage systems. Existing rule-based cache management methods, coupled with engineers' manual…

Hardware Architecture · Computer Science 2022-03-28 Ji Zhang , Xijun Li , Xiyao Zhou , Mingxuan Yuan , Zhuo Cheng , Keji Huang , Yifan Li

Building concurrent spatial trees is more complicated than binary search trees since a space hierarchy should be preserved during modifications. We present a non-blocking quadtree-quadboost-that supports concurrent insert, remove, move, and…

Data Structures and Algorithms · Computer Science 2016-07-13 Keren Zhou , Guangming Tan , Wei Zhou

High-speed computerized trading, often called "high-frequency trading" (HFT), has increased dramatically in financial markets over the last decade. In the US and Europe, it now accounts for nearly one-half of all trades. Although evidence…

Trading and Market Microstructure · Quantitative Finance 2012-11-09 Austin Gerig

In blockchain systems, the scarcity of a resource is used as a Sybil protection mechanism. In Proof-of-Work blockchains, that resource is computing power. In the event of a fork, the scarcity of this resource theoretically prevents miners…

Cryptography and Security · Computer Science 2023-02-24 Leonard Lys , Sebastien Forestier , Damir Vodenicarevic , Adrien Laversanne-Finot

We study a variant of the single machine capacitated lot-sizing problem with sequence-dependent setup costs and product-dependent inventory costs. We are given a single machine and a set of products associated with a constant demand rate,…

Optimization and Control · Mathematics 2015-04-02 Michaël Gabay , Alexander Grigoriev , Vincent J. C. Kreuzen , Tim Oosterwijk

Variant Stochastic cracking is a significantly more resilient approach to adaptive indexing. It showed [1]that Stochastic cracking uses each query as a hint on how to reorganize data, but not blindly so; it gains resilience and avoids…

Databases · Computer Science 2013-05-09 Meenesh Bhardwaj

Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…

Logic in Computer Science · Computer Science 2016-02-29 Eva Tesarova , Maria Svorenova , Jiri Barnat , Ivana Cerna

Existing task-oriented conversational search systems heavily rely on domain ontologies with pre-defined slots and candidate value sets. In practical applications, these prerequisites are hard to meet, due to the emerging new user…

Computation and Language · Computer Science 2023-05-09 Yuxia Wu , Tianhao Dai , Zhedong Zheng , Lizi Liao

Coordination services are a fundamental building block of modern cloud systems, providing critical functionalities like configuration management and distributed locking. The major challenge is to achieve low latency and high throughput…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-23 Xin Jin , Xiaozhou Li , Haoyu Zhang , Nate Foster , Jeongkeun Lee , Robert Soule , Changhoon Kim , Ion Stoica

This paper considers the modeling and the analysis of the performance of lock-free concurrent data structures. Lock-free designs employ an optimistic conflict control mechanism, allowing several processes to access the shared data object at…

Data Structures and Algorithms · Computer Science 2015-08-17 Aras Atalar , Paul Renaud-Goud , Philippas Tsigas

Data race conditions in multi-tasking software applications are prevented by serializing access to shared memory resources, ensuring data consistency and deterministic behavior. Traditionally tasks acquire and release locks to synchronize…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-01-24 K. Eric Harper , Thijmen de Gooijer

The cost of labeling data often limits the performance of machine learning systems. In multi-task learning, related tasks provide information to each other and improve overall performance, but the label cost can vary among tasks. How should…

Machine Learning · Computer Science 2023-08-25 Ximeng Sun , Kihyuk Sohn , Kate Saenko , Clayton Mellina , Xiao Bian

Distributed Hash Tables (DHTs) are pivotal in numerous high-impact key-value applications built on distributed networked systems, offering a decentralized architecture that avoids single points of failure and improves data availability.…

Networking and Internet Architecture · Computer Science 2025-08-21 Shengze Wang , Yi Liu , Xiaoxue Zhang , Liting Hu , Chen Qian

A failure detection system is the first step towards predictive maintenance strategies. A popular data-driven method to detect incipient failures and anomalies is the training of normal behaviour models by applying a machine learning…

Machine Learning · Computer Science 2021-06-21 Iñigo Martinez , Elisabeth Viles , Iñaki Cabrejas

State-of-the-art \emph{software transactional memory (STM)} implementations achieve good performance by carefully avoiding the overhead of \emph{incremental validation} (i.e., re-reading previously read data items to avoid inconsistency)…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-08 Trevor Brown , Srivatsan Ravi

The programmability of modern network devices has led to innovative research in the area of in-network computing, i.e., offloading certain computations to the programmable data plane. Key-value stores, which offer coordination services for…

Networking and Internet Architecture · Computer Science 2023-03-15 Stefanos Sagkriotis , Dimitrios Pezaros

Emerging real-time applications have driven the transition to multicore embedded systems, where tasks must share resources due to functional demands and limited availability. These resources, whether local or global, are protected within…

Operating Systems · Computer Science 2025-12-29 Nan Chen , Xiaotian Dai , Tong Cheng , Alan Burns , Iain Bate , Shuai Zhao

Gating is a key technique used for integrating information from multiple sources by long short-term memory (LSTM) models and has recently also been applied to other models such as the highway network. Although gating is powerful, it is…

Computation and Language · Computer Science 2018-06-19 Chao Zhang , Philip Woodland

Concurrent linearizable access to shared objects can be prohibitively expensive in a high contention workload. Many applications apply ad-hoc techniques to eliminate the need of synchronous atomic updates, which may result in…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-11 Deepthi Devaki Akkoorath , José Brandão , Annette Bieniusa , Carlos Baquero