Related papers: PyCaMa: Python for cash management
We use machine learning techniques to investigate whether it is possible to replicate the behavior of bank managers who assess the risk of commercial loans made by a large commercial US bank. Even though a typical bank already relies on an…
PyPM is a Python-based domain specific language (DSL) for building rewrite-based optimization passes on machine learning computation graphs. Users define individual optimizations by writing (a) patterns that match subgraphs of a computation…
The problem for selection of appropriate assets investing composition projects such as assets rationalization plays an important role in promotion of business systems. We consider the assets investing composition plan problems subject to…
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…
This paper proposes PyFi, a novel framework for pyramid-like financial image understanding that enables vision language models (VLMs) to reason through question chains in a progressive, simple-to-complex manner. At the core of PyFi is…
SafePILCO is a software tool for safe and data-efficient policy search with reinforcement learning. It extends the known PILCO algorithm, originally written in MATLAB, to support safe learning. We provide a Python implementation and…
Models used for control design are, to some degree, uncertain. Model uncertainty must be accounted for to ensure the robustness of the closed-loop system. $\mu$-analysis and $\mu$-synthesis methods allow for the analysis and design of…
PyTransport constitutes a straightforward code written in C++ together with Python scripts which automatically edit, compile and run the C++ code as a Python module. It has been written for Unix-like systems (OS X and Linux). Primarily the…
This paper proposes Scalene, a profiler specialized for Python. Scalene combines a suite of innovations to precisely and simultaneously profile CPU, memory, and GPU usage, all with low overhead. Scalene's CPU and memory profilers help…
pyssam is a Python library for creating statistical shape and appearance models (SSAMs) for biological (and other) shapes such as bones, lungs or other organs. A point cloud best describing the anatomical 'landmarks' of the organ are…
Although large language models (LLMs) has shown great performance on natural language processing (NLP) in the financial domain, there are no publicly available financial tailtored LLMs, instruction tuning datasets, and evaluation…
Recent advances in Machine Learning (ML) have produced models that extract structured information from complex data. However, a significant challenge lies in translating these perceptual or extractive outputs into actionable and explainable…
QMKPy provides a Python framework for modeling and solving the quadratic multiple knapsack problem (QMKP). It is primarily aimed at researchers who develop new solution algorithms for the QMKP. QMKPy therefore mostly functions as a testbed…
Purpose: Multicriteria decision analysis (MCDA) has become increasingly essential for decision-making in complex environments. In response to this need, the pyDecision library, implemented in Python and available at https://bit.ly/3tLFGtH,…
Software that processes real-world data or that models a physical system must have some way of managing units. While simple approaches like the understood convention that all data are in a unit system (such as the MKS SI unit system) do…
Small-to-medium size enterprises (SMEs), including many startup firms, need to manage interrelated flows of cash and inventories of goods. In this paper, we model a firm that can finance its inventory (ordered or manufactured) with loans in…
Scientific computing requires handling large linear models, which are often composed of structured matrices. With increasing model size, dense representations quickly become infeasible to compute or store. Matrix-free implementations are…
This paper studies the problem of optimally allocating a cash injection into a financial system in distress. Given a one-period borrower-lender network in which all debts are due at the same time and have the same seniority, we address the…
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…
Within the mathematical finance literature there is a rich catalogue of mathematical models for studying algorithmic trading problems -- such as market-making and optimal execution -- in limit order books. This paper introduces \mbtgym, a…