Related papers: R&D Strategy Document
As complex software and systems development projects need models as an important planning, structuring and development technique, models now face issues resolved for software earlier: models need to be versioned, differences captured,…
Financial portfolio management describes the task of distributing funds and conducting trading operations on a set of financial assets, such as stocks, index funds, foreign exchange or cryptocurrencies, aiming to maximize the profit while…
We propose a design for schedule-based execution trading strategies based on uncertainty bands. This formulation: 1) simplifies strategy specification and implementation; 2) provides for flexible allocation among passive, opportunistic,…
Responsible disclosure limitation is an iterative exercise in risk assessment and mitigation. From time to time, as disclosure risks grow and evolve and as data users' needs change, agencies must consider redesigning the disclosure…
We present an approach, based on deep neural networks, that allows identifying robust statistical arbitrage strategies in financial markets. Robust statistical arbitrage strategies refer to trading strategies that enable profitable trading…
There is a great number of factors to take into account when building and managing an investment portfolio. It is widely believed that a proper set-up of the portfolio combined with a good, robust management strategy is the key to…
This paper identifies and tackles the challenges of the requirements engineering discipline when applied to development of AI-based complex systems. Due to their complex behaviour, there is an immanent need for a tailored development…
In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of a bank's work is described in this paper. The problem…
Planning is an essential topic in the realm of automated driving. Besides planning algorithms that are widely covered in the literature, planning requires different software tools for its development, validation, and execution. This paper…
Fitting PDFs requires the integration of a broad range of datasets, both from data and theory side, into a unique framework. While for data the integration mainly consists in the standardization of the data format, for the theory…
Resilience in coupled systems is increasingly critical in addressing global challenges such as climate change and pandemics. These systems show unpredictable behaviour due to dynamic complexity and deep uncertainty across spatiotemporal…
Trading a financial instrument pushes its price and those of other assets, a phenomenon known as cross-impact. To be of use, cross-impact models must fit data and be well-behaved so they can be applied in applications such as optimal…
While developing an information system for the University of Bern, we were faced with two major issues: managing software changes and adapting Business Information Models. Software techniques well-suited to software development teams exist,…
Today, software-intensive systems are increasingly being developed in a globally distributed way. However, besides its benefit, global development also bears a set of risks and problems. One critical factor for successful project management…
With the rise of the concept of financial technology, financial and technology gradually in-depth integration, scientific and technological means to become financial product innovation, improve financial efficiency and reduce financial…
This paper is simply a collection of process diagrams for further use and reference. These are diagrams about different approaches to research.
This document outlines the approach to supporting cross-node transactions over a Redis cluster.
Many economic theory models incorporate finiteness assumptions that, while introduced for simplicity, play a real role in the analysis. We provide a principled framework for scaling results from such models by removing these finiteness…
Developed structural scheme implementation of an integrated security and formulated principles for the creation and development of an effective system of information security.
Analysing the development process for an ERP solution, in our case SAP, is one of the most critical processes in implementing standard software packages. Modelling of the proposed system can facilitate the development of enterprise systems…