Statistical properties of an order book and the effect they have on price dynamics were studied using the high-frequency NASDAQ Level II data. It was observed that the size distribution of marketable orders (transaction sizes) has power law tails with an exponent 1 + μmarket = 2.4 ± 0.1. The distribution of limit order sizes was found to be consistent with a power law with an exponent close to ...

Log-structured applications and file systems have been used to achieve high write throughput by sequentializing writes. Flash-based storage systems, due to flash memory’s out-of-place update characteristic, have also relied on log-structured approaches. Our work investigates the impacts to performance and endurance in flash when multiple layers of log-structured applications and file systems ar...

The size Ramsey number of a graph H is defined as the minimum edges in G such that there monochromatic copy every two-coloring E(G). was introduced by Erdős, Faudree, Rousseau, and Schelp 1978 they ended their foundational paper asking whether one can determine up to constant factor numbers three families graphs: complete bipartite graphs, book graphs (obtained adding many common neighbors vert...