Related papers: A Measure of Transaction Processing 20 Years Later
In the software development process, model transformation is increasingly assimilated. However, systems being developed with model transformation sometimes grow in size and become complex. Meanwhile, the performance of model transformation…
Recent progress in portfolio choice has made a wide class of problems involving transaction costs tractable. We review the basic approach to these problems, and outline some directions for future research.
Edge computing is the next Internet frontier that will leverage computing resources located near users, sensors, and data stores to provide more responsive services. Therefore, it is envisioned that a large-scale, geographically dispersed,…
Applications' performance is influenced by the mapping of processes to computing nodes, the frequency and volume of exchanges among processing elements, the network capacity, and the routing protocol. A poor mapping of application processes…
The algorithmic trading comes from digitalisation of the processing of trading assets on financial markets. Since 1980 the computerization of the stock market offers real time processing of financial information. This technological…
We theoretically and empirically study portfolio optimization under transaction costs and establish a link between turnover penalization and covariance shrinkage with the penalization governed by transaction costs. We show how the ex ante…
We propose a comparative performance evaluation of security protocols. The novelty of our approach lies in the use of a polynomial mathematical model that captures the performance of classes of cryptographic algorithms instead of capturing…
A tool to improve the effectiveness and the efficiency of public spending is proposed here. In the 19th century banknotes had a serial number. However, in modern days the use of digital transactions that do not use physical currency has…
As the decade turns, we reflect on nearly thirty years of successful manipulation of the world's public equity markets. This reflection highlights a few of the key enabling ingredients and lessons learned along the way. A quantitative…
Comparing model performances on benchmark datasets is an integral part of measuring and driving progress in artificial intelligence. A model's performance on a benchmark dataset is commonly assessed based on a single or a small set of…
The computing performance today is developing mainly using parallelized sequential computing, in many forms. The paper scrutinizes whether the performance of that type of computing has an upper limit. The simple considerations point out…
Increasing the success rate of a process, i.e. the percentage of cases that end in a positive outcome, is a recurrent process improvement goal. At runtime, there are often certain actions (a.k.a. treatments) that workers may execute to lift…
Machine learning-based performance models are increasingly being used to build critical job scheduling and application optimization decisions. Traditionally, these models assume that data distribution does not change as more samples are…
This paper examines the role of algorithmic trading in modern financial markets. Additionally, order types, characteristics, and special features of algorithmic trading are described under the lens provided by the large development of high…
Research in natural language processing proceeds, in part, by demonstrating that new models achieve superior performance (e.g., accuracy) on held-out test data, compared to previous results. In this paper, we demonstrate that test-set…
We consider the multi-period portfolio optimization problem with a single asset that can be held long or short. Due to the presence of transaction costs, maximizing the immediate reward at each period may prove detrimental, as frequent…
Till today we dreamt of imperceptible delay in a network. The computer science research grows today faster than ever offering more and more services (computational representational, graphical, intelligent implication etc) to its user. But…
Existing research has shown that a multilingual pre-trained language model fine-tuned with one (source) language also performs well on downstream tasks for non-source languages, even though no fine-tuning is done on these languages.…
We present positive evidence of price stability of cryptocurrencies as a medium of exchange. For the sample years from 2016 to 2020, the prices of major cryptocurrencies are found to be stable, relative to major financial assets.…
Parallel application I/O performance often does not meet user expectations. Additionally, slight access pattern modifications may lead to significant changes in performance due to complex interactions between hardware and software. These…