Towards a Scalable Dynamic Spatial Database System

With the rise of GPS-enabled smartphones and other similar mobile devices, massive amounts of location data are available. However, no scalable solutions for soft real-time spatial queries on large sets of moving objects have yet emerged. In this paper we explore and measure the limits of actual algorithms and implementations regarding different application scenarios. And finally we propose a novel distributed architecture to solve the scalability issues.Comment: (2012

A Superstabilizing log⁡(n)\log(n)-Approximation Algorithm for Dynamic Steiner Trees

In this paper we design and prove correct a fully dynamic distributed algorithm for maintaining an approximate Steiner tree that connects via a minimum-weight spanning tree a subset of nodes of a network (referred as Steiner members or Steiner group) . Steiner trees are good candidates to efficiently implement communication primitives such as publish/subscribe or multicast, essential building blocks for the new emergent networks (e.g. P2P, sensor or adhoc networks). The cost of the solution returned by our algorithm is at most $\log |S|$ times the cost of an optimal solution, where $S$ is the group of members. Our algorithm improves over existing solutions in several ways. First, it tolerates the dynamism of both the group members and the network. Next, our algorithm is self-stabilizing, that is, it copes with nodes memory corruption. Last but not least, our algorithm is \emph{superstabilizing}. That is, while converging to a correct configuration (i.e., a Steiner tree) after a modification of the network, it keeps offering the Steiner tree service during the stabilization time to all members that have not been affected by this modification

Credit risk prediction in an imbalanced social lending environment

© 2018, the Authors. Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for social lending consider imbalanced data and, further, the best resampling technique to use with imbalanced data is still controversial. In an attempt to address these problems, this paper presents an empirical comparison of various combinations of classifiers and resampling techniques within a novel risk assessment methodology that incorporates imbalanced data. The credit predictions from each combination are evaluated with a G-mean measure to avoid bias towards the majority class, which has not been considered in similar studies. The results reveal that combining random forest and random under-sampling may be an effective strategy for calculating the credit risk associated with loan applicants in social lending markets