F. Michael Waas

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Recurring queries or partial queries occur very frequently in production workloads. Reusing results or intermediates presents a highly intuitive opportunity for performance enhancements and has been explored to various degrees. Strategies suggested so far in the literature depend largely on speculative materialization of results in the hopes that they can(More)
Wall Street's trading engines are complex database applications written for time series databases like kdb+ that uses the query language Q to perform real-time analysis. Extending the models to include other data sources, e.g., historic data, is critical for backtesting and compliance. However, Q applications cannot run directly on SQL databases. Therefore,(More)
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