Prateek Srivastava

Bibrak Qamar Chandio, Prateek Srivastava, Maciej Brodowicz et al.

The paper provides a unified co-design of 1) a programming and execution model that allows spawning tasks from within the vertex data at runtime, 2) language constructs for \textit{actions} that send work to where the data resides, combining parallel expressiveness of local control objects (LCOs) to implement asynchronous graph processing primitives, 3) and an innovative vertex-centric data-structure, using the concept of Rhizomes, that parallelizes both the out and in-degree load of vertex objects across many cores and yet provides a single programming abstraction to the vertex objects. The data structure hierarchically parallelizes the out-degree load of vertices and the in-degree load laterally. The rhizomes internally communicate and remain consistent, using event-driven synchronization mechanisms, to provide a unified and correct view of the vertex. Simulated experimental results show performance gains for BFS, SSSP, and Page Rank on large chip sizes for the tested input graph datasets containing highly skewed degree distribution. The improvements come from the ability to express and create fine-grain dynamic computing task in the form of \textit{actions}, language constructs that aid the compiler to generate code that the runtime system uses to optimally schedule tasks, and the data structure that shares both in and out-degree compute workload among memory-processing elements.

Abhishek Sharma, Anat Parush, Sumit Wadhwa et al.

Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short historical windows, limit the effectiveness of conventional time-series methods. While deep learning and Transformer-based models have shown promise in other domains, their performance deteriorates under partial observability and limited historical data. To address these challenges, we propose a hybrid forecasting framework that integrates dynamic lagged feature engineering and adaptive rolling-window representations with classical statistical models and ensemble learners. Our approach explicitly incorporates invoice-level behavioral modeling, structured lag of support data, and custom stability-aware loss functions, enabling robust forecasts in sparse and irregular financial settings. Empirical results demonstrate an approximate 5% reduction in MAPE compared to baseline models, translating into substantial financial savings. Furthermore, the framework enhances forecast stability over quarterly horizons and strengthens feature target correlation by capturing both short- and long-term patterns, leveraging user profile attributes, and simulating upcoming invoice behaviors. These findings underscore the value of combining structured lagging, invoice-level closure modeling, and behavioral insights to advance predictive accuracy in sparse financial time-series forecasting.