ReStream: Accelerating Backtesting and Stream Replay with Serial-Equivalent Parallel Processing

SoCC, pp. 334-347, 2016.

Cited by: 2|Bibtex|Views30|Links
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Abstract:

Real-time predictive applications can demand continuous and agile development, with new models constantly being trained, tested, and then deployed. Training and testing are done by replaying stored event logs, running new models in the context of historical data in a form of backtesting or \"what if?\" analysis. To replay weeks or months ...More

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