Online Algorithms in High-frequency Trading - ACM Queue
October 7, 2013 Volume 11, issue 8 PDF Online Algorithms in High-frequency Trading The challenges faced by competing HFT algorithms Jacob Loveless, Sasha Stoikov, and Rolf Waeber HFT (high-frequency trading) has emerged as a powerful force in modern financial markets. Only 20 years ago, most of the trading volume occurred in exchanges such as the New York Stock Exchange, where humans dressed in br
Core algorithms deployed
Algorithms that are the main driver behind a system are, in my opinion, easier to find in non-algorithms courses for the same reason theorems with immediate applications are easier to find in applied mathematics rather than pure mathematics courses. It is rare for a practical problem to have the exact structure of the abstract problem in a lecture. To be argumentative, I see no reason why fashiona
Microsoft Word - HBase_Tier_Base_Compaction.docx
HBase Tier Based Compaction by Akashnil Dutta 1. Overview The goal of the compaction selection algorithm is to schedule compactions efficiently. The current algorithm takes a set of candidate files as input, and produces a subset as output. If there is no eligible compactions, the output set can be empty. The candidate set is made of all the files in one region which are not already scheduled for
Cache oblivious array operations
I must confess that secretly the article I wrote last time (in which I introduced ndarrays) was just a pretext to introduce the stuff that I am going to write about today: which is the cwise library for array operations in JavaScript. Array operations Briefly, array operations are component-wise operations that can be applied across multiple multidimensional arrays simultaneously. Array operation
How to Build a Popularity Algorithm You can be Proud of
Many web sites allow users to casts vote on items. These visitors’ votes are then often used to detect the items’ “popularity” and hence rank the rated items accordingly. And when “rank” comes into play things gets tricky: The system can have inherent deficiencies in ranking items. That is mostly because developers tend to “re-invent the wheel” and throw in their own algorithms instead of basing t
統計的機械学習入門 | 中川研究室
導入pdf 情報の変換過程のモデル化 ベイズ統計の意義 識別モデルと生成モデル 最尤推定、MAP推定 データの性質 情報理論の諸概念 (KL-divergenceなど) 距離あるいは類似度 数学のおさらいpdf 行列の微分 線形代数学の役立つ公式 多次元正規分布 条件付き正規分布 Bayes推論pdf Bayseによる確率分布推定の考え方 多項分布、ディリクレ分布 事前分布としてのディリクレ分布の意味<\li> 正規分布と事後分布 指数型分布族 自然共役事前分布の最尤推定 線形回帰および識別pdf 線形回帰のモデル 正則化項の導入 L2正則化 L1正則化 正則化項のBayes的解釈 線形識別 2乗誤差最小化の線形識別の問題点 生成モデルを利用した識別 学習データと予測性能pdf 過学習 損失関数と Bias,Variance, Noise K-Nearest Neighbor法への応用 b
An Introduction to Lock-Free Programming
Lock-free programming is a challenge, not just because of the complexity of the task itself, but because of how difficult it can be to penetrate the subject in the first place. I was fortunate in that my first introduction to lock-free (also known as lockless) programming was Bruce Dawson’s excellent and comprehensive white paper, Lockless Programming Considerations. And like many, I’ve had the oc
マルチコア時代の"データ構造とアルゴリズム"再入門
データ構造とアルゴリズム再入門 はじめに ・並{行|列} & {Lock|Wait}Free ・ABA & ABA' ・volatile ＆ メモリバリア ・プリミティブ ・CAS ・MCAS ・STM ・メモリ管理:free & GC ・Toots List & Skiplist [単方向List] ・リスト ・細粒度リスト ・Lazyリスト ・Lock-Freeリスト ・Lock-Freeリスト2 [SkipList] ・スキップリスト ・Lazyスキップリスト ・Lock-freeスキップリスト [双方向List] Queue & PriorityQueue [UnBounded Queue] ・Queue ・CAS based Lock-Free Queue ・LL/SC based Lock-Free Queue [Unbounded Priority Queue] ・Heap
1MB Sorting Explained
In my previous post, I shared some source code to sort one million 8-digit numbers in 1MB of RAM as an answer to this Stack Overflow question. The program works, but I didn’t explain how, leaving it as a kind of puzzle for the reader. I had promised to explain it in a followup post, and in the meantime, there’s been a flurry of discussion in the comments and on Reddit. In particular, commenter Ben
Sort Benchmark Home Page
New: We are happy to announce the 2023 winners listed below. The new records are listed in green. Congratulations to the winners! Background Until 2007, the sort benchmarks were primarily defined, sponsored and administered by Jim Gray. Following Jim's disappearance at sea in January 2007, the sort benchmarks have been continued by a committee of past colleagues and sort benchmark winners. The Sor
Efficient Parallel Set-Similarity Joins Using MapReduce
Department of Computer Science University of California, Irvine Abstract In this paper we study how to efficiently perform set-similarity joins in parallel using the popular MapReduce framework. We propose a 3-stage approach for end-to-end set-similarity joins. We take as input a set of records and output a set of joined records based on a set-similarity condition. We efficiently partition the dat
1
リリース、障害情報などのサービスのお知らせ
最新の人気エントリーの配信
j次のブックマーク
k前のブックマーク
lあとで読む
eコメント一覧を開く
oページを開く
6.851: Advanced Data Structures
http://boundary.com/blog/2013/05/14/approximate-heavy-hitters-the-spacesaving-algorithm/
Similarity Join Algorithms: An Introduction