Publications associées à DBToaster: higher-order delta processing for dynamic, frequently fresh views

Efficient Concurrent Analytical Query Processing using Data and Workload-conscious Sharing

Analytical workloads are evolving as the number of users surges and applications that submit queries in batches become popular. However, traditional analytical databases that optimize-then-execute each query individually struggle to provide timely response ...

EPFL2023

Efficient Massively Parallel Join Optimization for Large Queries

Anastasia Ailamaki, Bikash Chandra, Srinivas Karthik Venkatesh, Riccardo Mancini, Vasileios Mageirakos

Modern data analytical workloads often need to run queries over a large number of tables. An optimal query plan for such queries is crucial for being able to run these queries within acceptable time bounds. However, with queries involving many tables, find ...

ACM2022

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

Efficient GPU-accelerated Join Optimization for Complex Queries

Anastasia Ailamaki, Bikash Chandra, Srinivas Karthik Venkatesh, Riccardo Mancini, Vasileios Mageirakos

Analytics on modern data analytic and data warehouse systems often need to run large complex queries on increasingly complex database schemas. A lot of progress has been made on executing such complex queries using techniques like scale out query processin ...

IEEE2022

Trading mechanisms in over-the-counter markets

Sebastian Vogel

In the chapter ``When to Introduce Electronic Trading Platforms in Over-the-Counter Markets?'' An equilibrium in a market is determined in which traders have the choice between using an electronic platform with a request-for-quote protocol or calling a dea ...

EPFL2020

Liquidity regimes and optimal dynamic asset allocation

Pierre Collin Dufresne

We solve a portfolio choice problem when expected returns, covariances, and trading costs follow a regime-switching model. The optimal policy trades towards an aim portfolio given by a weighted-average of the conditional mean-variance-efficient portfolios ...

ELSEVIER SCIENCE SA2020

Time- and Space-Efficient Spatial Data Analytics

Mirjana Pavlovic

Advances in data acquisition technologies and supercomputing for large-scale simulations have led to an exponential growth in the volume of spatial data. This growth is accompanied by an increase in data complexity, such as spatial density, but also by mor ...

EPFL2019

Timely and cost-efficient data exploration through adaptive tuning

Matthaios Alexandros Olma

Modern applications accumulate data at an exponentially increasing rate and traditional database systems struggle to keep up. Decision support systems used in industry, rely heavily on data analysis, and require real-time responses irrespective of data siz ...

EPFL2019

Equilibrium Models for Derivatives Markets with Frictions

Yuan Zhang

This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns. In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...

EPFL2018

Three Essays on Predictability and Seasonality in the Cross-Section of Stock Returns

Vincent Jean Bogousslavsky

This thesis examines predictability and seasonality in the cross-section of stock returns. The first chapter, titled ``Infrequent Rebalancing, Return Autocorrelation, and Seasonality,'' shows that a model of infrequent rebalancing can explain specific pred ...

EPFL2017

Compilation Techniques for Incremental Collection Processing

Daniel Lupei

Many map-reduce frameworks as well as NoSQL systems rely on collection programming as their interface of choice due to its rich semantics along with an easily parallelizable set of primitives. Unfortunately, the potential of collection programming is not ...

EPFL2017

Just-in-time Analytics Over Heterogeneous Data and Hardware

Manolis Karpathiotakis

Industry and academia are continuously becoming more data-driven and data-intensive, relying on the analysis of a wide variety of datasets to gain insights. At the same time, data variety increases continuously across multiple axes. First, data comes in mu ...

EPFL2017

Efficient Incremental Data Analysis

Milos Nikolic

Many data-intensive applications require real-time analytics over streaming data. In a growing number of domains -- sensor network monitoring, social web applications, clickstream analysis, high-frequency algorithmic trading, and fraud detections to name a ...

EPFL2016

Fast Queries Over Heterogeneous Data Through Engine Customization

Anastasia Ailamaki, Ioannis Alagiannis, Manolis Karpathiotakis

Industry and academia are continuously becoming more data-driven and data-intensive, relying on the analysis of a wide variety of heterogeneous datasets to gain insights. The different data models and formats pose a significant challenge on performing anal ...

Assoc Computing Machinery2016

Parallelizing Query Optimization on Shared-Nothing Architectures

Immanuel Trummer, Christoph Koch

Data processing systems offer an ever increasing degree of parallelism on the levels of cores, CPUs, and processing nodes. Query optimization must exploit high degrees of parallelism in order not to gradually become the bottleneck of query evaluation. We s ...

Assoc Computing Machinery2016

From Massive Parallelization to Quantum Computing: Seven Novel Approaches to Query Optimization

Immanuel Trummer

The goal of query optimization is to map a declarative query (describing data to generate) to a query plan (describing how to generate the data) with optimal execution cost. Query optimization is required to support declarative query interfaces. It is a co ...

EPFL2016

Toward timely, predictable and cost-effective data analytics

Renata Borovica-Gajic

Modern industrial, government, and academic organizations are collecting massive amounts of data at an unprecedented scale and pace. The ability to perform timely, predictable and cost-effective analytical processing of such large data sets in order to ext ...

EPFL2016

Squall: Scalable Real-time Analytics using Efficient, Skew-resilient Join Operators

Aleksandar Vitorovic

Squall is a scalable online query engine that runs complex analytics in a cluster using skew-resilient, adaptive operators. Online processing implies that results are incrementally built as the input arrives, and it is ubiquitous for many applications such ...

EPFL2023

Adaptive Query Processing on Raw Data Files

Ioannis Alagiannis

Nowadays, business and scientific applications accumulate data at an increasing pace. This growth of information has already started to outgrow the capabilities of database management systems (DBMS). In a typical DBMS usage scenario, the user should define ...

EPFL2015

Adaptive Query Processing on RAW Data

Anastasia Ailamaki, Ioannis Alagiannis, Miguel Sérgio De Oliveira Branco, Manolis Karpathiotakis

Database systems deliver impressive performance for large classes of workloads as the result of decades of research into optimizing database engines. High performance, however, is achieved at the cost of versatility. In particular, database systems only op ...

2014