Related papers: R&D Strategy Document
[Spreadsheet] Models are invaluable tools for strategic planning. Models help key decision makers develop a shared conceptual understanding of complex decisions, identify sensitivity factors and test management scenarios. Different…
This document gives a set of recommendations to build and manipulate the datasets used to develop and/or validate machine learning models such as deep neural networks. This document is one of the 3 documents defined in [1] to ensure the…
In this paper, we propose a method for evaluating autonomous trading strategies that provides realistic expectations, regarding the strategy's long-term performance. This method addresses This method addresses many pitfalls that currently…
Research shows that many of the challenges currently encountered with agile development are related to requirements engineering. Based on design science research, this paper investigates critical challenges that arise in agile development…
Investigation of the critical levels and catastrophes in the complex systems of different nature is useful and perspective. Mathematical modeling and analysis is presented for revealing and investigation of the phenomena and critical levels…
This paper develops a mathematical framework for building a position in a stock over a fixed period of time while in competition with one or more other traders doing the same thing. We develop a game-theoretic framework that takes place in…
Unstructured data, especially text, continues to grow rapidly in various domains. In particular, in the financial sphere, there is a wealth of accumulated unstructured financial data, such as the textual disclosure documents that companies…
Financial AI empowers sophisticated approaches to financial market forecasting, portfolio optimization, and automated trading. This survey provides a systematic analysis of these developments across three primary dimensions: predictive…
The challenges related to dependable complex systems are heterogeneous and involve different aspects of the system. On one hand, the decision-making processes need to take into account many options. On the other hand, the design of the…
We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that…
This paper outlines a general formal framework for reasoning systems, intended to support future analysis of inference architectures across domains. We model reasoning systems as structured tuples comprising phenomena, explanation space,…
Although simulation represents a major advance in the understanding of problems in complex systems, the field currently does not has standards in place that would guide the reporting of the data underlying each model, the process for model…
Few major commercial or economic decisions are made today which are not underpinned by analysis using spreadsheets. It is virtually impossible to avoid making mistakes during their drafting and some of these errors remain, unseen and…
This paper presents the methodology for the system requirements and architecture w.r.t. their decomposition and refinement. It also introduces ideas of refinement layers and of refinement-based verification.
Systematic testing of object-oriented software turned out to be much more complex than testing conventional software. Especially the highly incremental and iterative development cycle demands both many more changes and partially implemented…
We present a method of discrete modeling and analysis of multilevel dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. Architectural model of information system supporting simulation…
To succeed in a Big Data strategy, you have to arm yourself with a wide range of data skills and best practices. This strategy can result in an impressive asset that can streamline operational costs, reduce time to market, and enable the…
Financial markets are integral to a country's economic success, yet their complex nature raises challenging issues for predicting their behaviors. There is a growing demand for an integrated system that explores the vast and diverse data in…
We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…
Making decisions about the structure of a future military fleet is a challenging task. Several issues need to be considered such as the existence of multiple competing objectives and the complexity of the operating environment. A particular…