3 papers
cs.DC2023
ClusterLog: Clustering Logs for Effective Log-based Anomaly Detection
Chris Egersdoerfer, Dong Dai, Di Zhang
With the increasing prevalence of scalable file systems in the context of High Performance Computing (HPC), the importance of accurate anomaly detection on runtime logs is increasi…
q-fin.TR2022
Optimal Settings for Cryptocurrency Trading Pairs
Di Zhang, Youzhou Zhou
The goal of cryptocurrencies is decentralization. In principle, all currencies have equal status. Unlike traditional stock markets, there is no default currency of denomination (fi…
q-fin.CP2022
Modeling Randomly Walking Volatility with Chained Gamma Distributions
Di Zhang, Qiang Niu, Youzhou Zhou
Volatility clustering is a common phenomenon in financial time series. Typically, linear models can be used to describe the temporal autocorrelation of the (logarithmic) variance o…