4 papers
Causify DataFlow: A Framework For High-performance Machine Learning Stream Computing
Giacinto Paolo Saggese, Paul Smith
We present DataFlow, a computational framework for building, testing, and deploying high-performance machine learning systems on unbounded time-series data. Traditional data scienc…
Causal Inference in Energy Demand Prediction
Chutian Ma, Grigorii Pomazkin, Giacinto Paolo Saggese +1
Energy demand prediction is critical for grid operators, industrial energy consumers, and service providers. Energy demand is influenced by multiple factors, including weather cond…
Runnable Directories: The Solution to the Monorepo vs. Multi-repo Debate
Shayan Ghasemnezhad, Samarth KaPatel, Sofia Nikiforova +3
Modern software systems increasingly strain traditional codebase organization strategies. Monorepos offer consistency but often suffer from scalability issues and tooling complexit…
The effect of latency on optimal order execution policy
Chutian Ma, Giacinto Paolo Saggese, Paul Smith
Market participants regularly send bid and ask quotes to exchange-operated limit order books. This creates an optimization challenge where their potential profit is determined by t…