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This article addresses the problem of formulating efficient and reliable operational preservation policies that ensure bit-level information integrity over long periods, and in the presence of a diverse range of real-world technical, legal,…
In this paper, we consider the service caching and the computing resource allocation in edge computing (EC) enabled networks. We introduce a random service caching design considering multiple types of latency sensitive services and the base…
The focus of this paper is the efficient computation of counterparty credit risk exposure on portfolio level. Here, the large number of risk factors rules out traditional PDE-based techniques and allows only a relatively small number of…
Cloud Computing has caused a paradigm shift in the world of computing. Several use case scenarios have been floating around the programming world in relation to this. Applications such as Spreadsheets have the capability to use the Cloud…
Spreadsheet engineering adapts the lessons of software engineering to spreadsheets, providing eight principles as a framework for organizing spreadsheet programming recommendations. Spreadsheets raise issues inadequately addressed by…
Decentralized Exchanges are becoming even more predominant in today's finance. Driven by the need to study this phenomenon from an academic perspective, the SIAG/FME Code Quest 2023 was announced. Specifically, participating teams were…
System-Theoretic Process Analysis (STPA) is a recommended method for analysing complex systems, capable of identifying thousands of safety requirements often missed by traditional techniques such as Failure Mode and Effects Analysis (FMEA)…
Small cell base stations (SBSs) endowed with cloud-like computing capabilities are considered as a key enabler of edge computing (EC), which provides ultra-low latency and location-awareness for a variety of emerging mobile applications and…
Workflow management systems allow the users to develop complex applications at a higher level, by orchestrating functional components without handling the implementation details. Although a wide range of workflow engines are developed in…
Hardware enclaves rely on a disjoint memory model, which maps each physical address to an enclave to achieve strong memory isolation. However, this severely limits the performance and programmability of enclave programs. While some prior…
This paper studies the equal risk pricing (ERP) framework for the valuation of European financial derivatives. This option pricing approach is consistent with global trading strategies by setting the premium as the value such that the…
This management summary provides an outline of a commercial spreadsheet review process. The aim of this process is to ensure remedial or enhancement work can safely be undertaken on a spreadsheet with a commercially acceptable level of risk…
We present and discuss a framework for computer-aided multiscale analysis, which enables models at a "fine" (microscopic/stochastic) level of description to perform modeling tasks at a "coarse" (macroscopic, systems) level. These…
Federated learning enables multiple data owners to jointly train a machine learning model without revealing their private datasets. However, a malicious aggregation server might use the model parameters to derive sensitive information about…
The primary focus of Monte Carlo simulation is to identify and quantify risk related to uncertainty and variability in spreadsheet model inputs. The stress of Monte Carlo simulation often reveals logical errors in the underlying spreadsheet…
Beyond point solutions, the vision of edge computing is to enable web services to deploy their edge functions in a multi-tenant infrastructure present at the edge of mobile networks. However, edge functions can be rendered useless because…
Threat modeling plays a critical role in the identification and mitigation of security risks; however, manual approaches are often labor intensive and prone to error. This paper investigates the automation of software threat modeling…
In this paper, we deal with risk evaluation and risk-averse optimization of complex distributed systems with general risk functionals. We postulate a novel set of axioms for the functionals evaluating the total risk of the system. We derive…
Problems in modeling and simulation require significantly different workflow management technologies than standard grid-based workflow management systems. Computational scientists typically interact with simulation software in a feedback…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…