Essays about: "Otto Hall"

Found 1 essay containing the words Otto Hall.

  1. 1. Inference of buffer queue times in data processing systems using Gaussian Processes : An introduction to latency prediction for dynamic software optimization in high-end trading systems

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Otto Hall; [2017]
    Keywords : gaussian processes; latency prediction; buffer queue times; non-parametric models; machine learning; direct market access; trading systems; microstructure market data; dynamic software optimisation;

    Abstract : This study investigates whether Gaussian Process Regression can be applied to evaluate buffer queue times in large scale data processing systems. It is additionally considered whether high-frequency data stream rates can be generalized into a small subset of the sample space. READ MORE