Related papers: PyCaMa: Python for cash management
We consider the impulse control of Levy processes under the infinite horizon, discounted cost criterion. Our motivating example is the cash management problem in which a controller is charged a fixed plus proportional cost for adding to or…
Task-based programming models are emerging as a promising alternative to make the most of multi-/many-core systems. These programming models rely on runtime systems, and their goal is to improve application performance by properly…
Probabilistic programming (PP) allows flexible specification of Bayesian statistical models in code. PyMC3 is a new, open-source PP framework with an intutive and readable, yet powerful, syntax that is close to the natural syntax…
The recent successes and wide spread application of compute intensive machine learning and data analytics methods have been boosting the usage of the Python programming language on HPC systems. While Python provides many advantages for the…
In this paper, a new python package (optipoly) is described that solves box-constrained optimization problem over multivariate polynomial cost functions. The principle of the algorithm is described before its performance is compared to…
Canonical correlation analysis (CCA) is a valuable method for interpreting cross-covariance across related datasets of different dimensionality. There are many potential applications of CCA to neuroimaging data analysis. For instance, CCA…
Program of Thoughts (PoT) is an approach characterized by its executable intermediate steps, which ensure the accuracy of the logical calculations in the reasoning process. Currently, PoT primarily uses Python. However, relying solely on a…
CapyMOA is an open-source Python library for efficient machine learning on data streams and online continual learning. It provides a structured framework for real-time learning, supporting adaptive models that evolve over time. CapyMOA's…
The basic financial purpose of corporation is creation of its value. Liquidity management should also contribute to realization of this fundamental aim. Many of the current asset management models that are found in financial management…
{\mu}Manager, an open-source microscopy acquisition software, has been an essential tool for many microscopy experiments over the past 15 years, but is not easy to use for experiments in which image acquisition and analysis are closely…
Blockchains are widely used for secure transaction processing, but their scalability remains limited, and existing multichain designs are typically static even as demand and capacity shift. We cast blockchain configuration as a multiagent…
Managing investment portfolios is an old and well know problem in multiple fields including financial mathematics and financial engineering as well as econometrics and econophysics. Multiple different concepts and theories were used so far…
Algorithm portfolio and selection approaches have achieved remarkable improvements over single solvers. However, the implementation of such systems is often highly customised and specific to the problem domain. This makes it difficult for…
Bayesian Networks (BNs) are used in various fields for modeling, prediction, and decision making. pgmpy is a python package that provides a collection of algorithms and tools to work with BNs and related models. It implements algorithms for…
Recent advancements in financial problem-solving have leveraged LLMs and agent-based systems, with a primary focus on trading and financial modeling. However, credit assessment remains an underexplored challenge, traditionally dependent on…
Current tool-using AI agents suffer from limited action space, context inefficiency, and probabilistic instability that makes them unsuitable for handling repetitive tasks which are otherwise reliably and efficiently tackled by agentic…
This paper introduces the design and implementation of PyOptInterface, a modeling language for mathematical optimization embedded in Python programming language. PyOptInterface uses lightweight and compact data structure to bridge…
POCP is a new Matlab package running jointly with GloptiPoly 3 and, optionally, YALMIP. It is aimed at nonlinear optimal control problems for which all the problem data are polynomial, and provides an approximation of the optimal value as…
The increasing amount of available data, computing power, and the constant pursuit for higher performance results in the growing complexity of predictive models. Their black-box nature leads to opaqueness debt phenomenon inflicting…
It is widely known that the common risk-factors derived from PCA beyond the first eigenportfolio are generally difficult to interpret and thus to use in practical portfolio management. We explore a alternative approach (HPCA) which makes…