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We present our ongoing work on requirements specification and analysis for the geographically distributed software and systems. Developing software and systems within/for different countries or states or even within/for different…

Software Engineering · Computer Science 2015-08-10 Maria Spichkova , Heinz Schmidt

Urban systems are intrinsically complex, involving different dimensions and scales, and consequently various approaches and scientific disciplines. In that context, urban simulation models have been coined as essential for the construction…

Computers and Society · Computer Science 2021-05-31 Juste Raimbault

We describe the notion of stability of coherent systems as a framework to deal with redundancy. We define stable coherent systems and show how this notion can help the design of reliable systems. We demonstrate that the reliability of…

The aim of this work is to create systematic trading strategies built upon several financial crisis indicators based on the spectral properties of market dynamics. Within the limitations of our framework and data, we will demonstrate that…

Mathematical Finance · Quantitative Finance 2017-09-11 Antoine Kornprobst

Spreadsheet engineering methodologies are diverse and sometimes contradictory. It is difficult for spreadsheet developers to identify a spreadsheet engineering methodology that is appropriate for their class of spreadsheet, with its unique…

Human-Computer Interaction · Computer Science 2008-02-28 Thomas A. Grossman , Ozgur Ozluk

Requirements engineering is crucial to software development but lacks a precise definition of its fundamental concepts. Even the basic definitions in the literature and in industry standards are often vague and verbose. To remedy this…

Software Engineering · Computer Science 2019-07-12 Bertrand Meyer , Jean-Michel Bruel , Sophie Ebersold , Florian Galinier , Alexandr Naumchev

Data is a critical element in any discovery process. In the last decades, we observed exponential growth in the volume of available data and the technology to manipulate it. However, data is only practical when one can structure it for a…

There is a lack of formalism for some key foundational concepts in systems engineering. One of the most recently acknowledged deficits is the inadequacy of systems engineering practices for engineering intelligent systems. In our previous…

Artificial Intelligence · Computer Science 2024-09-21 Niloofar Shadab , Tyler Cody , Alejandro Salado , Peter Beling

We discuss the problems of modeling, control, and decision support in complex dynamic systems from a general system theoretic point of view. The main characteristics of complex systems and of system approach to complex system study are…

Systems and Control · Computer Science 2013-12-30 Armen Bagdasaryan

Analyzing textual data is a very challenging task because of the huge volume of data generated daily. Fundamental issues in text analysis include the lack of structure in document datasets, the need for various preprocessing steps %(e.g.,…

Databases · Computer Science 2016-12-20 Ciprian-Octavian Truică , Jérôme Darmont , Julien Velcin

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Trading and Market Microstructure · Quantitative Finance 2024-11-13 Alhassan S. Yasin , Prabdeep S. Gill

Systems engineering has developed a mature knowledge on how to design, integrate and manage complex industrial systems, whereas disciplines studying complex systems in nature or society also propose numerous tools for their understanding.…

Computers and Society · Computer Science 2018-05-28 Juste Raimbault

Development and growth are complex and tumultuous processes. Modern economic growth theories identify some key determinants of economic growth. However, the relative importance of the determinants remains unknown, and additional variables…

General Economics · Economics 2018-12-05 Angelica Sbardella , Emanuele Pugliese , Andrea Zaccaria , Pasquale Scaramozzino

This document concerns data readiness in the context of machine learning and Natural Language Processing. It describes how an organization may proceed to identify, make available, validate, and prepare data to facilitate automated analysis…

Computers and Society · Computer Science 2020-10-01 Fredrik Olsson , Magnus Sahlgren

Tables form a central component in both exploratory data analysis and formal reporting procedures across many industries. These tables are often complex in their conceptual structure and in the computations that generate their individual…

Computation · Statistics 2023-06-30 Gabriel Becker , Adrian Waddell

This chapter reviews the purpose and use of models from the field of complex systems and, in particular, the implications of trying to use models to understand or make decisions within complex situations, such as policy makers usually face.…

Multiagent Systems · Computer Science 2013-11-25 Bruce Edmonds , Carlos Gershenson

The purpose of the research presented in this article is to develop a dynamic system for forecasting and minimizing the risks of an industrial company based on their quantitative assessment. The article considers the conceptual apparatus of…

Risk Management · Quantitative Finance 2022-02-02 Denis S. Gusev , Elena G. Demidova , Olga A. Novikova

Prediction is one of the major challenges in complex systems. The prediction methods have shown to be effective predictors of the evolution of networks. These methods can help policy makers to solve practical problems successfully and make…

Social and Information Networks · Computer Science 2019-04-05 Hao Liao , Xiao-Min Huang , Xing-Tong Wu , Ming-Kai Liu , Alexandre Vidmer , Mingyang Zhou , Yi-Cheng Zhang

Banks routinely use neural networks to make decisions. While these models offer higher accuracy, they are susceptible to adversarial attacks, a risk often overlooked in the context of event sequences, particularly sequences of financial…

We develop a methodology for index tracking and risk exposure control using financial derivatives. Under a continuous-time diffusion framework for price evolution, we present a pathwise approach to construct dynamic portfolios of…

Mathematical Finance · Quantitative Finance 2017-05-31 Tim Leung , Brian Ward
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