The Effects Of Spatial Locality On The Cache Performance Of Binary Search Trees

The Effects of Spatial Locality on the Cache Performance of Binary Search Trees

Advances in Computational Biology

Proceedings of The 2009 International Conference on Bioinformatics and Computational Biology in Las Vegas, NV, July 13-16, 2009. Recent advances in Computational Biology are covered through a variety of topics. Both inward research (core areas of computational biology and computer science) and outward research (multi-disciplinary, Inter-disciplinary, and applications) will be covered during the conferences. These include: Gene regulation, Gene expression databases, Gene pattern discovery and identification, Genetic network modeling and inference, Gene expression analysis, RNA and DNA structure and sequencing, Biomedical engineering, Microarrays, Molecular sequence and structure databases, Molecular dynamics and simulation, Molecular sequence classification, alignment and assembly, Image processing In medicine and biological sciences, Sequence analysis and alignment, Informatics and Statistics in Biopharmaceutical Research, Software tools for computational biology and bioinformatics, Comparative genomics; and more.

C++ High Performance for Financial Systems

An in-depth guide covering system architecture, low-latency strategies, risk management, and machine learning for experienced programmers looking to enter the financial industry and build high-performance trading systems Key Features Get started with building financial trading systems Focus on scalability, architecture, and implementing low-latency network communication in C++ Optimize code and use parallel computing techniques for better performance Purchase of the print or Kindle book includes a free PDF eBook Book DescriptionUnlock the secrets of the finance industry and dive into the world of high-performance trading systems with C++ High Performance for Financial Systems. Trading systems are the backbone of the financial world, and understanding how to build them for optimal performance is crucial for success. If you've ever dreamt of creating scalable and cutting-edge financial software, this guide is your key to success. A cornerstone of this book is its coverage of system design and architecture. The book starts by outlining the role of C++ in finance and trading. You'll learn the principles and methodologies behind building systems that can handle vast amounts of data, execute complex trading strategies with ease, and maintain the highest levels of reliability. Armed with this knowledge, you'll be equipped to tackle even the most challenging trading scenarios. In the fast-paced world of finance, every millisecond counts. This book delves into low-latency strategies that will enable your trading systems to react with lightning speed. You’ll also learn the art of reducing latency, optimizing code, and leveraging the latest hardware and software techniques to gain a competitive edge in the market. By the end of this book, you’ll be well-versed in architecting a financial trading system as well as advanced strategies and new industry trends.What you will learn Design architecture for scalable financial trading systems Understand strategies for low-latency trading and high-frequency trading Discover how to implement machine learning algorithms for financial data analysis Understand risk management techniques for financial trading systems Explore advanced topics in finance and trading, including machine learning for algorithmic trading and portfolio optimization Get up to speed with best practices for developing financial trading systems with C++ Who this book is for This book is for experienced C++ developers who want to enter the finance industry and learn how trading systems work. It is also suitable for quantitative analysts, financial engineers, and anyone interested in building scalable and robust trading systems. The book assumes familiarity with the C++ programming language, data structures, and algorithms. Additionally, readers should have a basic understanding of finance and trading concepts, such as market data, trading strategies, and risk management.