Related papers: Data Challenges in High-Performance Risk Analytics
Modern data and applications pose very different challenges from those of the 1950s or even the 1980s. Students contemplating a career in statistics or data science need to have the tools to tackle problems involving massive, heavy-tailed…
Models for financial risk often assume that underlying asset returns are stationary. However, there is strong evidence that multivariate financial time series entail changes not only in their within-series dependence structure, but also in…
Decision-making pipelines are generally characterized by tradeoffs among various risk functions. It is often desirable to manage such tradeoffs in a data-adaptive manner. As we demonstrate, if this is done naively, state-of-the art…
Selective data protection is a promising technique to defend against the data leakage attack. In this paper, we revisit technical challenges that were neglected when applying this protection to real applications. These challenges include…
This study emphasizes how crucial it is to visualize machine learning models, especially for the banking industry, in order to improve interpretability and support predictions in high stakes financial settings. Visual tools enable…
Project Management process plays a significant role in effective development of software projects. Key challenges in the project management process are the estimation of time, cost, defect count, and subsequently selection of apt…
According to different typologies of activity and priority, risks can assume diverse meanings and it can be assessed in different ways. In general risk is measured in terms of a probability combination of an event (frequency) and its…
Systems tend to become more and more complex. This has a direct impact on system engineering processes. Two of the most important phases in these processes are requirements engineering and quality assurance. Two significant complexity…
Information management is one of the most significant issues in nowadays data centers. Selection of appropriate software, security mechanisms and effective energy consumption management together with caring for the environment enforces a…
With the new opportunities emerging from the current wave of digitalization, terminal planning and management need to be revisited by taking a data-driven perspective. Business analytics, as a practice of extracting insights from…
The evolution of High-Performance Computing (HPC) platforms enables the design and execution of progressively larger and more complex workflow applications in these systems. The complexity comes not only from the number of elements that…
Machine learning is disruptive. At the same time, machine learning can only succeed by collaboration among many parties in multiple steps naturally as pipelines in an eco-system, such as collecting data for possible machine learning…
In the highly interconnected digital landscape of today, safeguarding complex infrastructures against cyber threats has become increasingly challenging due to the exponential growth in the number and complexity of vulnerabilities. Resource…
Financing high-tech projects always entails a great deal of risk. The lack of a systematic method to pinpoint the risk of such projects has been recognized as one of the most salient barriers for evaluating them. So, in order to develop a…
When modelling competing risks survival data, several techniques have been proposed in both the statistical and machine learning literature. State-of-the-art methods have extended classical approaches with more flexible assumptions that can…
Many effective Threat Analysis (TA) techniques exist that focus on analyzing threats to targeted assets (e.g., components, services). These techniques consider static interconnections among the assets. However, in dynamic environments, such…
Background: Organizations are experiencing an increasing demand for security-by-design activities (e.g., STRIDE analyses) which require a high manual effort. This situation is worsened by the current lack of diverse (and sufficient)…
The healthcare system collects extensive data, encompassing patient administrative information, clinical measurements, and home-monitored health metrics. To support informed decision-making in patient care and treatment management, it is…
Quantum computing systems depend on the principles of quantum mechanics to perform multiple challenging tasks more efficiently than their classical counterparts. In classical software engineering, the software life cycle is used to document…
Vulnerability detection is a crucial yet challenging task to identify potential weaknesses in software for cyber security. Recently, deep learning (DL) has made great progress in automating the detection process. Due to the complex…