High frequency trading has led to widespread efforts to reduce information propagation delays between physically distant exchanges. Using relativistically correct millisecond-resolution tick data, we document a 3-millisecond decrease in one-way communication time between the Chicago and New York areas that has occurred…
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arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
168,695 papers · 148 categories
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48 results for “Latency Estimation”
S3NAS finds high-accuracy CNN architectures for NPUs in 3 hours.
problem Finding optimal CNN architectures for NPUs with high accuracy and low latency.
method Supernet design, Single-Path NAS, scaling, analytical latency estimation.
result 82.72% top-1 accuracy on ImageNet with 11.66 ms latency.
EQ-Net combines LLR estimation and quantization using deep learning.
problem Unified solution for LLR estimation and quantization.
method Two-stage algorithm using LLR compression as a pretext task.
result Achieves state-of-the-art results with gains in efficiency and latency.
Select-DC reduces GFLOPS for uncertainty estimation in neural networks.
problem Computational inefficiency in estimating model uncertainty for low-latency applications.
method Select-DC uses a subset of layers to model epistemic uncertainty with MCDC, reducing GFLOPS.
result Significant reduction in GFLOPS required for uncertainty estimation with marginal performance loss.
Density-Softmax improves uncertainty estimation and robustness without sampling, reducing model size and latency.
problem Sampling-based uncertainty estimation methods suffer from large model size and high latency.
method Combines a Lipschitz-constrained feature extractor with the softmax layer to create a sampling-free deterministic framework.
result Density-Softmax reduces over-confidence under distribution shifts and achieves competitive results in uncertainty and robustness.
LaRT models LLMs' response accuracy and CoT length to evaluate reasoning ability and speed.
problem Valid evaluation of Large Language Models (LLMs) via response accuracy and chain-of-thought length.
method Introduces Latency-Response Theory (LaRT) to jointly model response accuracy and CoT length using latent ability and latent speed.
result LaRT yields higher estimation accuracy and shorter confidence intervals for latent traits compared to IRT.
A blockchain-based federated learning system with latency analysis.
problem Latency issues in decentralized federated learning architectures.
method Introduced a consortium blockchain and a latency model to analyze the workflow.
result The latency model accurately quantifies actual delays in the system.
Optimizes latency and false alarm probability in change detection problems.
problem Balancing latency and false alarms in non-stationary environments.
method Develops order-optimal change detectors under specified latency and false alarm levels.
result Derives a universal lower bound on latency and develops order-optimal detectors.
Study validates low latency's impact on trading profits.
problem Determining the impact of low latency on trading profits.
method Agent-based simulation of trading strategies in a controlled environment.
result Latency inversely affects trading profits; latency rank is key.
Optimising The Input Window Alignment in CD-DNN Based Phoneme Recognition for Low Latency Processingcs.CL
We present a systematic analysis on the performance of a phonetic recogniser when the window of input features is not symmetric with respect to the current frame. The recogniser is based on Context Dependent Deep Neural Networks (CD-DNNs) and Hidden Markov Models (HMMs). The objective is to reduce the latency of the sy…
Research examines how strategic latency manipulation impacts Ethereum's network efficiency and decentralization.
problem Impact of artificial latency on Ethereum's network efficiency and decentralization.
method Comprehensive analysis of MEV-Boost auction system and empirical validation with a pilot.
result Increased profitability for node operators and significant systemic challenges like heightened network inefficiencies and centralization risks.
Efficiently models event-based data with general parametric kernels.
problem Inference for Hawkes processes with general parametric kernels requires large datasets.
method Developed a fast gradient-based solver using a discretized version of events.
result Improved estimation of pattern latency in brain signals.
The Tick library simulates and learns Hawkes processes with latency effects.
problem Correctly modeling causality in order book events with latency.
method Exponential kernels shifted by latency, derived log-likelihood expressions.
result Latency determines most decays in real data, showing decay relationships.
Research optimizes C++ patterns for HFT, reducing latency and improving profitability.
problem Optimizing latency-critical code for high-frequency trading systems.
method Creation of a Low-Latency Programming Repository, optimisation of trading strategy, implementation of Disruptor pattern.
result Significant performance improvements in speed and profitability.
MASnet enhances speech on mobile devices with low latency.
problem Efficiently enhancing speech on mobile devices with low latency.
method MASnet processes linear-scale spectrograms, using ratio masks to enhance noisy frames, and operates in low-latency incremental inference mode.
result MASnet achieves efficient speech enhancement with low latency, reducing FMA/s operations.
CryptoNAS improves PI accuracy by 3.4% with 2.4x less latency.
problem Private inference on machine learning models with limited latency.
method Developed CryptoNAS, a novel NAS method for finding models that maximize accuracy within a ReLU budget.
result Improves accuracy by 3.4% and latency by 2.4x over state-of-the-art methods.
This paper presents a fast Bayesian filtering technique for state estimation.
problem Bottleneck in Bayesian inference for state estimation from noisy sensor data.
method Processor-native uncertainty tracking for uncertainty propagation and inference.
result Deterministic approximate filtering with up to 805x speedup and competitive accuracy.
PHAZE framework uses zkML and hashing for fast, verifiable LHC trigger decisions.
problem Inefficient inference on large machine learning models for LHC trigger performance.
method Cryptographic techniques like hashing and zkML for low latency, certifiable inference.
result Achieves nanosecond-order latency for LHC triggers, enabling dynamic low-level triggers.
PolySwarm uses a swarm of LLMs to predict and arbitrage prediction markets.
problem Real-time prediction market trading and latency arbitrage inefficiencies.
method PolySwarm employs a swarm of 50 diverse LLMs, Bayesian combination, and risk-controlled execution.
result Swarm aggregation outperforms single-model baselines in prediction tasks.
This paper studies optimal market making for large-tick assets in the presence of latency. We consider a random walk model for the asset price, and formulate the market maker's optimization problem using Markov Decision Processes (MDP). We characterize the value of an order and show that it plays the role of one-period…
The possibility of latency arbitrage in financial markets has led to the deployment of high-speed communication links between distant financial centers. These links are noisy and so there is a need for coding. In this paper, we develop a gametheoretic model of trading behavior where two traders compete to capture laten…
We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of the -balls. In this context, we analyze the Bayesian mean-square-error …
Automated tool reduces FPGA inference latency to 5 μs for deep neural networks.
problem Deploying ultra low-latency, low-power deep neural networks on FPGAs.
method Extending hls4ml library, using model compression techniques like pruning and quantization-aware training.
result Achieved inference latency of 5 μs with 97% resource reduction.
TinyML models detect RF and cyber threats in spacecraft with low latency.
problem Detecting cyber-RF threats in autonomous spacecraft with low latency.
method Analysis of classical models (RF, LR, SVM, MLP) for latency-accuracy trade-offs.
result Logistic Regression achieves microsecond-level inference with minimal accuracy loss.
As Deep Learning (DL) models have been increasingly used in latency-sensitive applications, there has been a growing interest in improving their response time. An important venue for such improvement is to profile the execution of these models and characterize their performance to identify possible optimization opportu…
A new algorithm for cryo-EM data collection that balances reward and latency.
problem Optimizing data collection in cryo-EM experiments with action delays.
method Latency-aware contextual bandit framework and COAF algorithm.
result The COAF algorithm efficiently maximizes reward over time in cryo-EM experiments.
Simulates realistic execution and costs in limit order books.
problem Realistic simulation of limit order books for large-tick assets.
method Tractable representation of spread and volume imbalance; calibrated event timing; feedback mechanism for market impact.
result Simulator yields realistic behavior and sensitivity to execution parameters.
DCT-SNN uses DCT to reduce inference latency in SNNs.
problem High inference latency in SNNs.
method Proposes a time-based encoding scheme using DCT to reduce timesteps.
result Achieves top-1 accuracy comparable to standard deep learning while reducing inference latency.
PolyLUT uses polynomials to reduce FPGA latency.
problem Reducing latency in FPGA-based neural network inference.
method Training neural networks using multivariate polynomials as basic building blocks.
result Achieved significant latency and area improvements.
In this paper, a novel experienced deep reinforcement learning (deep-RL) framework is proposed to provide model-free resource allocation for ultra reliable low latency communication (URLLC). The proposed, experienced deep-RL framework can guarantee high end-to-end reliability and low end-to-end latency, under explicit …
When applying machine learning to sensitive data, one has to find a balance between accuracy, information security, and computational-complexity. Recent studies combined Homomorphic Encryption with neural networks to make inferences while protecting against information leakage. However, these methods are limited by the…
This study analyzes satellite communication latency using a stochastic geometry model.
problem Latency analysis of LEO satellite relay communication systems.
method Stochastic geometry framework with spherical BPP models, suboptimal satellite relay selection strategy.
result Derives distance distributions and analytical expressions for transmission delays.
Paper analyzes how latency affects optimal order execution in markets.
problem Balancing profit from optimal order execution against execution risk.
method Stochastic optimal control problem with risk-averse trader.
result Closed-form approximations of fill probability, limit price, and latency.
Ultra-low latency recurrent neural network inference on FPGAs for physics applications with hls4mlcs.LG
Paper presents FPGA implementation for efficient recurrent neural networks.
problem Implementing recurrent neural networks on FPGAs for low latency.
method Developed hls4ml framework to implement LSTM and GRU layers.
result Demonstrated effective designs for both small and large models.
New attacks exploit neural network energy and latency, increasing costs by 10-200x.
problem Energy and latency vulnerabilities in neural networks.
method Crafted sponge examples to maximize energy and latency.
result Adversaries can increase energy consumption by 10-200x and delay decisions.
Exchanges implement intentional trade delays to limit the harmful impact of low-latency trading. Do such "speed bumps" curb investment in fast trading technology? Data is scarce since trading technologies are proprietary. We build an experimental trading platform where participants face speed bumps and can invest in fa…
This paper proposes an EM approach to reduce inference latency in NAR sequence generation.
problem High inference latency in NAR models due to multi-modality in sequence generation.
method A unified EM framework that jointly optimizes AR and NAR models, with iterative refinement.
result The proposed approach achieves competitive performance with existing NAR models and significantly reduces inference latency.
Incremental Text to Speech for Neural Sequence-to-Sequence Models using Reinforcement Learningeess.AS
Improves text-to-speech speed by interleaving character reading and audio synthesis.
problem Latency in text-to-speech models limits their use in time-sensitive tasks.
method Reinforcement learning to train an agent to choose the order of character reading and audio synthesis.
result The proposed method successfully balances latency and audio quality.
A blockchain replaces central counterparties with time-consuming consensus protocols to record the transfer of ownership. This settlement latency slows cross-exchange trading, exposing arbitrageurs to price risk. Off-chain settlement, instead, exposes arbitrageurs to costly default risk. We show with Bitcoin network an…
NeuraLUT maps neural networks to lookup tables, reducing latency and improving expressivity.
problem Reducing latency in deep neural networks for FPGA accelerators.
method Mapping entire sub-networks to a single lookup table, introducing skip connections.
result Up to 4.3x lower latency for the same accuracy.
We resolve the fundamental problem of online decoding with general order ergodic Markov chain models. Specifically, we provide deterministic and randomized algorithms whose performance is close to that of the optimal offline algorithm even when latency is small. Our algorithms admit efficient implementation vi…
Paper predicts interference for better LA in URLLC.
problem Improving LA for URLLC with strict latency and reliability.
method Exploits time correlation of interference for prediction.
result Predicted interference improves LA for URLLC.
Power-SMC reduces inference latency for training-free LLM reasoning.
problem Training-free LLM reasoning with low latency.
method Power-SMC, a training-free Sequential Monte Carlo scheme targeting sequence-level power distribution.
result Power-SMC reduces inference latency from 16-28× to 1.4-3.3× over baseline decoding.
DIET-SNN optimizes SNNs for faster, lower-energy image classification.
problem High inference latency and inefficient input encoding in SNNs.
method End-to-end backpropagation to optimize membrane leak and firing threshold.
result Achieves top-1 accuracy of 69% on ImageNet with 5 timesteps and 12x less compute energy.
Anomaly detection is one of the frequent and important subroutines deployed in large-scale data processing systems. Even being a well-studied topic, existing techniques for unsupervised anomaly detection require storing significant amounts of data, which is prohibitive from memory and latency perspective. In the big-da…
Kolmogorov-Arnold Networks enable ultrafast online learning with fixed-point quantization.
problem Efficient online learning for high-frequency systems with strict memory constraints.
method Fixed-point online training on FPGAs exploiting B-spline locality in KANs.
result Kolmogorov-Arnold Networks are more efficient and expressive than MLPs for low-latency tasks.
FlashIV solves Black-Scholes implied volatility efficiently and accurately.
problem Efficiently calculating implied volatility for financial models.
method Normalizes inputs, uses asymptotic seed, and combines Householder refinement.
result Runs faster than existing methods while maintaining accuracy.
CoinTossX is a low-latency, open-source matching engine for financial trading.
problem Efficiently matching orders in financial markets with low latency and high throughput.
method Developed in Java, orders submitted via UDP SBE, low-latency message transport (Aeron Media Driver). Separates order generation and matching.
result Demonstrated low-latency, high-throughput performance in various deployment scenarios.