log compression has become a crucial task in reducing disk storage while allowing for further log analysis. We have conducted the empirical study on the characteristics of log data and obtained three major observations. Based on these observations, we propose LogShrink, a novel and effective log ...
To examine liquidity commonality, we reproduce the analysis of Chordia, Roll, and Subrahmanyam (2000) [1] focusing for the first time on the Canadian market. We show unambiguous evidence of liquidity commonality in the TSX, even when accounting for time effects, and different market weighting ...