Approximation for the mean value performance of locking algorithms for distributed database systems: a partitioned database

Concurrent access to databases must be synchronized for correct execution of transactions and preservation of data consistency. This is usually achieved through use of concurrency control algorithms, amongst which locking algorithms are the most popular both in the literature and in practice. Several analytic methods have been developed for predicting the performance of centralized database systems employing locking algorithms for concurrency control, but very few exist for distributed database systems.This paper proposes a method to approximate the mean value of various performance parameters in distributed database systems using locking for concurrency control. The main contribution of this approach is its ability to model the interaction between resource and data contention and the resulting effect on system performance. System performance is evaluated at a point where the interaction between these two factors is in equilibrium (stable state) and both the data and resource contention equations are simultaneously satisfied.The model involves the solution of a set of simultaneous polynomial equations whose order is dependent on several problem parameters such as the number of nodes and number of locks requested per transaction. These equations are solved by an iterative procedure to evaluate approximate values of relative throughput, utilization of servers and transaction response time. The small computational requirements of the analytical model permit sensitivity analysis on network parameters, and can thus be effectively used by system designers to evaluate choices of communication line speeds, processor capacity, database sizes, etc.The analytic approximations have been extensively verified against simulations for networks with up to 20 nodes. The input traffic was varied from light loads (about 5% utilization of the channels and processors) to heavy loads (about 65% utilization of the processors and channels). The discrepancies between the analytic approximation and the simulation were quite small (2–8%).This work was done while the authors were at Drexel University, Philadelphia.     

Transaction independence: The road to cooperative systems

The cooperation and consistency among transactions in cooperative systems suggest that traditional transaction processing paradigms need to be modified for target applications. We propose a new framework that borrows its concepts from the evolution of database management systems. Transaction Independence and Incorporation of Workflow ideas within applications are the foundations of this framework. Cooperation is gained by TCMS, an external, domain-independent framework. This paper outlines the requirements, approach, architecture, and the implementation of TCMS.     

一种基于语义的协同事务模型

CSCW系统中存在大量的长周期、协作、交互事务，传统事务模型和高级事务模型不能有效地支持CSCW系统中的事务处理，本文提出一个基于语义的同事务模型，该模型基于协作过程和数据对象的语义信息，能够满足CSCW系统中事务处理的需要。     

Robust optimization for performance tuning of modern database systems

Issues regarding design and management of database systems have been studied by applying operations research (OR) techniques. The purpose of this study is to propose a new alternative towards database performance tuning for query-processing needs of modern database systems from the perspective of operations research using robust optimization. We use a query-driven approach to specify database structures (schema) so that they are robust to uncertainty and dynamics of queries in a changing environment and allow fast and timely information retrieval and exchange. Instead of applying hardware tuning or traditional database tuning techniques, we examine queries by their types and properties to derive database structures that are robust at efficiently processing future queries of any type. This query-driven approach improves the efficiency of processing queries by setting up database structures based on the queries’ information needs. This new methodology provides a new approach of tuning database performance that is robust to unexpected changes and dynamics. To further demonstrate the idea, we develop a robust optimization model using a non-linear von Neumann–Morgenstern expected utility function and present two computational examples.     

基于关系数据库的频繁项集挖掘算法研究

Apriori算法及其改进是目前应用最为广泛的频繁项集挖掘算法,但其在关系数据库中挖掘频繁项集时,产生大量候选项集,导致重复扫描数据库,从而导致其效率低下.本文在深入研究Apriori算法及其改进算法和关系数据库特征的基础上,提出了基于关系数据库的频繁项集挖掘算法,并详细描述了其实现和优化方法.本算法不产生候选项集,只需一次事务扫描,大幅提高算法执行效率,此外,本算法经过简单修改就能满足大部分的关联分析需求.在零售业中的应用实验证明:该算法在一定的条件下比经典的Apriori算法具有更高的效率.     

基于交易时间价值的在线信誉反馈集结模型有效性研究

网络交易中日益增长的欺诈行为阻碍了人们参与网上交易的积极性,激励参与方在网络交易中保持诚信交易是非常必要的。而目前电子商务网站中使用的在线信誉反馈系统难以实现激励卖方一直保持诚信交易。基于此,构建了基于交易时间价值的信誉反馈集结模型。理论模型表明:在生存期无限的情形下,只要历史交易信息对目前信誉度的影响足够小,卖方会保持持续的诚信交易。同时通过模拟分析比较了生存期有限的卖方在不同的历史信誉评价权重下的策略,卖方在不同的超额收益下的策略。分析表明:卖方从欺诈交易中获得的超额利润越大,卖方越不会保持诚信交易;基于交易时间价值的信誉反馈集结模型能够激励卖方保持持续的诚信交易行为。     

Controlled random fields,von Neumann–Gale dynamics and multimarket hedging with risk

We develop a model of asset pricing and hedging for interconnected financial markets with frictions – transaction costs and portfolio constraints. The model is based on a control theory for random fields on a directed graph. Market dynamics are described by using von Neumann–Gale dynamical systems first considered in connection with the modelling of economic growth [13,24]. The main results are hedging criteria stated in terms of risk-acceptable portfolios and consistent price systems, extending the classical superreplication criteria formulated in terms of equivalent martingale measures.     

Configuration of fully replicated distributed database system over wide area networks

The cost and performance of a distributed database system (DDS) depends on data distribution and database server configuration across the network. An inappropriate allocation of data and database severs could result in a DDS which is either too costly or unacceptably slow. This paper models the optimal configuration of fully replicated DDS. The problem is formulated as an integer linear programming problem and a solution procedure based on Lagrangian relaxation and subgradient optimization is proposed. The proposed solution procedure was computationally tested under various scenarios regarding communication, processor costs, and transaction characteristics.     

An integer programming model for the allocation of databases in a distributed computer system

Designers of distributed computer systems have to resolve issues like allocation of user nodes among processors, partitioning the central database and allocation of these partitions among processors. In this paper, we identify systems where decisions regarding the database partitioning and the allocation of these partitions among processors can be effectively merged with decisions regarding the assignment of user nodes to processors. An integer programming model that can be used in designing these systems is formulated. Heuristic and optimal solution procedures are developed. These procedures are tested and found to be effective on a wide range of problem structures.     

An approximation for multi-server queues with deterministic reneging times

This work was motivated by the timeout mechanism used in managing application servers in transaction processing environments. In such systems, a customer who stays in the queue longer than the timeout period is lost. We modeled a server node with a timeout threshold as a multi-server queue with Poisson arrivals, general service time distribution and deterministic reneging times. We proposed a scaling approach, and a fast and accurate approximation for the expected waiting time in the queue.     

Modeling Reputation Management System on Online C2C Market

This paper discusses the effectiveness of sharing information concerning the reputations of buyers and sellers making online transactions in a consumer-to-consumer (C2C) market. We developed a computer simulation model that describes online transactions with a reputation management system that shares information concerning the reputations of consumers. The model takes an agent-based approach in which agents' actions are based on the iterated prisoner's dilemma. No model exists to analyze C2C markets even though there are many case studies concerning the effectiveness of sharing reputation information among participants in a market. The simulation results revealed that a positive reputation system can be more effective than a negative reputation system for an online transaction, even though the negative one can work for a traditional transaction. The result should be an important consideration when designing practical reputation management systems for online transactions.     

Existence of a Radner equilibrium in a model with transaction costs

We prove the existence of a Radner equilibrium in a model with proportional transaction costs on an infinite time horizon and analyze the effect of transaction costs on the endogenously determined interest rate. Two agents receive exogenous, unspanned income and choose between consumption and investing into an annuity. After establishing the existence of a discrete-time equilibrium, we show that the discrete-time equilibrium converges to a continuous-time equilibrium model. The continuous-time equilibrium provides an explicit formula for the equilibrium interest rate in terms of the transaction cost parameter. We analyze the impact of transaction costs on the equilibrium interest rate and welfare levels.     

Scheduling of production and logistics operations of steam production systems in food industries: a case study of the tomato processing industry

This study presents an optimization approach by mathematical modelling to support some of the main operational decisions in steam production systems with multiple industrial boilers. Decisions are related to boiler operations scheduling (start-up, warm-up and shutdown time), fuel replenishment (transportation and inventory management) and fuel composition consumed by each piece of equipment. These decisions are often taken based on practical experience of people involved, instead of any decision support tool using optimization techniques; as a consequence, unnecessary costs are likely to be incurred. The optimization approach is based on mixed integer programming and parameters experimental adjustment procedures. A case study of a large tomato processing plant in Brazil was carried out along 1 year using a 3-year database. Owing to the reasonably good outcomes achieved (annually potential savings around 10%), we consider the proposed approach as a suitable tool to support some of the key decisions in boiler scheduling and fuel logistics in steam production systems for tomato processing and other similar industries.     

云计算技术在输电线路状态监测系统中的应用

在分析输电线路状态监测系统特点的基础上,提出了在系统中引入云计算存储与并行处理技术的设计方案,将关系型数据库与开源的Hadoop云计算平台结合使用,解决了关系型数据库在系统使用中存储和访问效率等方面的问题.介绍了所开发的原型系统提供的服务及其主要功能,并针对系统中的典型应用进行了性能测试.测试结果表明所提方案可以满足输电线路状态监测系统对数据存储与读取、分析的性能要求.     

Data allocation design in computer networks: LAN versus MAN versus WAN

Using off-the-shelf distributed database management systems, distributed database developments have significantly proliferated. The data allocation design is an essential factor affecting the efficiency and effectiveness of a disturbed database in meeting geographically dispersed database processing demands. Data allocations in local area networks (LANs), metropolitan area networks (MANs), and wide area networks (WANs) are subject to different requirements and considerations. In particular, the primary incentives for distributed database implementations in a LAN are load balancing and distributed computing, while the development of distributed databases in a WAN is mainly motivated by the notion of locality of reference. MANs benefit from both balanced nodal processing loads and maximized local access. Furthermore, the performance levels and cost structures in LANs, MANs and WANs are different. Moreover, LANs, MANs and WANs exhibit distinct network control and medium contention schemes. This paper analyzes the unique considerations and requirements for data allocation in each type of network and further examines the impact of network environments on the structures and the effectiveness of optimal data allocation models.     

基于结构成本的产业类型与组织际信息系统拓扑结构匹配研究

论文以网络拓扑结构概念应用于组织际信息系统(interorganizational information systems,IOS)的管理运作研究上,研究了组织际信息系统结构的拓扑类型,提出结构成本概念,构建了IOS运营成本模型,对不同拓扑结构所对应的运营成本进行量化与比较、优化,并进一步基于结构成本的组织际信息系统拓扑结构与产业类型匹配问题展开应用研究。结果表明企业维护其IOS在产业链中具有竞争优势的位置而支付的费用会带来其与产业链其他企业的交易成本减少,同样的企业为了追求更具优势的IOS结构位置而支付的费用也会带来企业的交易成本减少。论文的贡献:一方面,结构成本概念引入IOS拓扑结构时可分析IOS各拓扑结构的成本优势,对企业加入或构建何种结构形式的IOS具有重要指导意义,进而扩展到产业上的应用;另一方面,对组织际信息系统的理论依据做出一定的调整,扩充了现有理论体系。     

Explicit characterization of the super-replication strategy in financial markets with partial transaction costs

We consider a continuous time multivariate financial market with proportional transaction costs and study the problem of finding the minimal initial capital needed to hedge, without risk, European-type contingent claims. The model is similar to the one considered in Bouchard and Touzi [B. Bouchard, N. Touzi, Explicit solution of the multivariate super-replication problem under transaction costs, The Annals of Applied Probability 10 (3) (2000) 685–708] except that some of the assets can be exchanged freely, i.e. without paying transaction costs. In this context, we generalize the result of the above paper and prove that the super-replication price is given by the cost of the cheapest hedging strategy in which the number of non-freely exchangeable assets is kept constant over time. Our proof relies on the introduction of a new auxiliary control problem whose value function can be interpreted as the super-hedging price in a model with unbounded stochastic volatility (in the directions where transaction costs are non-zero). In particular, it confirms the usual intuition that transaction costs play a similar role to stochastic volatility.     

证券监督政策不一致性的博弈分析

§1 .　Introduction　　Time consistencyinsecuritysupervisionpolicydenotesapolicyshouldbetheoptimalonebothintheformulatingperiod(fromthesupervisor’spointofview)andimplementingperiodwithouttheemergenceofnewinformation.Apolicyistime(dynamic)inconsistentifit’stheoptimumoneonlyduringtheformulatingperiod ,forthepolicy makerswilllackenthusiasmtoimplementit,andthepublicwillnaturallynottrustthispolicy.Itiscommontoseeinthestockmarketsuchphenomenonasthecontinueupsanddownsofthestockexchangecommis sionan…     

求解带有交易费的CVaR投资组合模型的L-S算法

本文假设投资者是风险厌恶型,用CVaR作为测量投资组合风险的方法.在预算约束的条件下,以最小化CVaR为目标函数,建立了带有交易费用的投资组合模型.将模型转化为两阶段补偿随机优化模型,构造了求解模型的随机L-S算法.为了验证算法的有效性,用中国证券市场中的股票进行数值试验,得到了最优投资组合、VaR和CVaR的值.而且对比分析了有交易费和没有交易费的最优投资组合的不同,给出了相应的有效前沿.     

ATM交易状态特征分析与异常检测

考虑ATM交易过程当中产生的一系列参数,如交易量、交易成功率和响应时间等,对交易状态特征进行分析并建立了异常检测模型。针对成功率与响应时间2个参数,利用聚类算法将数据点划分为正常点、疑似异常点、异常点3大类。对于疑似的异常点,再根据其时间序列周围点的分布情况确定是否确实为异常点;对于交易量参数,首先通过LOF局部离群因子对离群点进行识别,再结合交易量随时间的移动均线及标准差加以辅助筛选,得到初步的疑似异常点,进一步通过与不同天同一时刻数据进行比较,最终确定是否为异常点。根据上述模型,本文将异常情况划分为3个预警等级,并对重大故障情况进行预测。