Indexer++: Workload-Aware Online Index Tuning With Transformers and Reinforcement Learning

With the increasing workload complexity in modern databases, the manual process of index selection is a challenging task. There is a growing need for a database with an ability to learn and adapt to evolving workloads. This paper proposes Indexer++, an autonomous, workload-aware, online index tuner. Unlike existing approaches, Indexer++ imposes low overhead on the DBMS, is responsive to changes in query workloads and swiftly selects indexes. Our approach uses a combination of text analytic techniques and reinforcement learning. Indexer++ consist of two phases: Phase (i) learns workload trends using a novel trend detection technique based on a pre-trained transformer model. Phase (ii) performs online, i.e., continuous or while the DBMS is processing workloads, index selection using a novel online deep reinforcement learning technique using our proposed priority experience sweeping. This paper provides an experimental evaluation of Indexer++ in multiple scenarios using benchmark (TPC-H) and real-world datasets (IMDB). In our experiments, Indexer++ effectively identifies changes in workload trends and selects the set of optimal indexes

Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks

This study examines the impact of mismatch between prospectus benchmark and fund objectives on benchmark-adjusted fund performance and ranking in a sample of 1281 US equity mutual funds. All funds in our sample report S&P500 index as a prospectus benchmark, yet 2/3 of those are placed in the Morningstar category with risk and objectives different to those of the S&P500 index. We identify more appropriate ‘category benchmarks’ for those mismatched funds and obtain their benchmark-adjusted alphas using recent Angelidis et al. (J Bank Finance 37(5):1759–1776, 2013) methodology. We find that S&P500-adjusted alphas are higher than ‘category benchmark’-adjusted alphas in 61.2% of the cases. In terms of fund quartile rankings, 30% of winner funds lose that status when the prospectus benchmark is substituted with the one better matching their objectives. In the remaining performance quartiles, there is no clear advantage of using S&P 500 as a benchmark. Hence, the prospectus benchmark can mislead investors about fund’s relative performance and ranking, so any reference to performance in a fund’s prospectus should be treated with caution

Formal Representation of the SS-DB Benchmark and Experimental Evaluation in EXTASCID

Evaluating the performance of scientific data processing systems is a difficult task considering the plethora of application-specific solutions available in this landscape and the lack of a generally-accepted benchmark. The dual structure of scientific data coupled with the complex nature of processing complicate the evaluation procedure further. SS-DB is the first attempt to define a general benchmark for complex scientific processing over raw and derived data. It fails to draw sufficient attention though because of the ambiguous plain language specification and the extraordinary SciDB results. In this paper, we remedy the shortcomings of the original SS-DB specification by providing a formal representation in terms of ArrayQL algebra operators and ArrayQL/SciQL constructs. These are the first formal representations of the SS-DB benchmark. Starting from the formal representation, we give a reference implementation and present benchmark results in EXTASCID, a novel system for scientific data processing. EXTASCID is complete in providing native support both for array and relational data and extensible in executing any user code inside the system by the means of a configurable metaoperator. These features result in an order of magnitude improvement over SciDB at data loading, extracting derived data, and operations over derived data.Comment: 32 pages, 3 figure

Defensive online portfolio selection

The class of defensive online portfolio selection algorithms,designed for fi nite investment horizon, is introduced. The Game Constantly Rebalanced Portfolio and the Worst Case Game Constantly Rebalanced Portfolio, are presented and theoretically analyzed. The analysis exploits the rich set of mathematical tools available by means of the connection between Universal Portfolios and the Game- Theoretic framework. The empirical performance of the Worst Case Game Constantly Rebalanced Portfolio algorithm is analyzed through numerical experiments concerning the FTSE 100, Nikkei 225, Nasdaq 100 and S&P500 stock markets for the time interval, from January 2007 to December 2009, which includes the credit crunch crisis from September 2008 to March 2009. The results emphasize the relevance of the proposed online investment algorithm which signi fi cantly outperformed the market index and the minimum variance Sharpe-Markowitz’s portfolio.on-line portfolio selection; universal portfolio; defensive strategy

Towards Smart Hybrid Fuzzing for Smart Contracts

Smart contracts are Turing-complete programs that are executed across a blockchain network. Unlike traditional programs, once deployed they cannot be modified. As smart contracts become more popular and carry more value, they become more of an interesting target for attackers. In recent years, smart contracts suffered major exploits, costing millions of dollars, due to programming errors. As a result, a variety of tools for detecting bugs has been proposed. However, majority of these tools often yield many false positives due to over-approximation or poor code coverage due to complex path constraints. Fuzzing or fuzz testing is a popular and effective software testing technique. However, traditional fuzzers tend to be more effective towards finding shallow bugs and less effective in finding bugs that lie deeper in the execution. In this work, we present CONFUZZIUS, a hybrid fuzzer that combines evolutionary fuzzing with constraint solving in order to execute more code and find more bugs in smart contracts. Evolutionary fuzzing is used to exercise shallow parts of a smart contract, while constraint solving is used to generate inputs which satisfy complex conditions that prevent the evolutionary fuzzing from exploring deeper paths. Moreover, we use data dependency analysis to efficiently generate sequences of transactions, that create specific contract states in which bugs may be hidden. We evaluate the effectiveness of our fuzzing strategy, by comparing CONFUZZIUS with state-of-the-art symbolic execution tools and fuzzers. Our evaluation shows that our hybrid fuzzing approach produces significantly better results than state-of-the-art symbolic execution tools and fuzzers