Self-Programming Networks: Applications to Financial Trading Systems

Date(s):

Location:
Jacobs Hall, Room 2512 - Booker Conference Room

Sponsored By:
Prof. Alon Orlitsky

Speaker(s):
Balaji Prabhakar, Stanford University
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Abstract:

We describe Self-Programming Networks (SPNs), an ongoing research effort at Stanford for making data center networks autonomous; that is, to enable networks to sense and monitor themselves, and program and control themselves. We present the goals and the architecture of SPNs and two key outcomes: (i) Huygens, an algorithm for scalable and accurate clock synchronization, and (ii) Simon, a system for fine-grained network telemetry using observations from the network’s edge. We describe the relevance of this work to existing financial trading systems and demonstrate CloudEx, a prototype financial exchange running in the cloud. CloudEx will be used in a Spring 2020 course at Stanford to test high frequency trading at scale.


Speaker Bio:
Balaji Prabhakar is VMware Founders Professor of Computer Science, Electrical Engineering and, by courtesy, in the Graduate School of Business, Stanford University. Balaji’s research interests are in computer networks; notably, data centers and cloud computing. From 2008 to 2016 he worked on Societal Networks: networks vital for society’s functioning, such as transportation, electricity and recycling systems. He led the development and deployment of “nudge engines” for transportation systems (notably, Singapore mass transit and the Bay Area Rapid Transit (BART)), wellness programs, and corporate learning programs. Based on this work, he co-founded Urban Engines, a startup which was acquired by Google in 2016.

Balaji has received the NSF CAREER Award, the Erlang Prize from the INFORMS Applied Probability Society, the Rollo Davidson Prize from the University of Cambridge and delivered the Lunteren Lectures of the Dutch Operations Research Society. He is a Fellow of the IEEE, the ACM and the Alfred P. Sloan Foundation. He has received the inaugural IEEE Innovation in Societal Infrastructure Award for his work on Societal Networks, and the IEEE Koji Kobayashi Award for his work on Computer Networks. He has served on the Advisory Board of the Future Urban Mobility Initiative of the World Economic Forum.

Contact:
Prof. Alon Orlitsky <aorlitsky@ucsd.edu>