Related papers: PyCaMa: Python for cash management
This paper focuses on energy management in buildings with phase change material (PCM), which is primarily used to improve thermal performance, but can also serve as an energy storage system. In this setting, optimal scheduling of an HVAC…
Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…
PySCF is a general-purpose electronic structure platform designed from the ground up to emphasize code simplicity, both to aid new method development, as well as for flexibility in computational workflow. The package provides a wide range…
In several multiobjective decision problems Pairwise Comparison Matrices (PCM) are applied to evaluate the decision variants. The problem that arises very often is the inconsistency of a given PCM. In such a situation it is important to…
The last improvements in programming languages, programming models, and frameworks have focused on abstracting the users from many programming issues. Among others, recent programming frameworks include simpler syntax, automatic memory…
Portfolio diversification is one of the most effective ways to minimize investment risk. Individuals and fund managers aim to create a portfolio of assets that not only have high returns but are also uncorrelated. This goal can be achieved…
A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank using only internal loss data, and takes into…
Active learning (AL) is a sub-field of ML focused on the development of methods to iteratively and economically acquire data by strategically querying new data points that are the most useful for a particular task. Here, we introduce…
We introduce a high-level language with Python-like syntax for string-to-string, polyregular, first-order definable transductions. This language features function calls, boolean variables, and nested for-loops. We devise and implement a…
This paper introduces the Maestro library. This library for Python focuses on the design of predictive controllers for small to medium-scale energy networks. It allows non-expert users to describe multi-carrier (electricity, heat, gas)…
Python has become the dominant language for general-purpose programming, yet it lacks robust tools for formal verification. In contrast, programmers working in languages such as C benefit from mature model checkers, for example CBMC, which…
The Feature model is a typical approach to capture variability in a software product line design and implementation. For that, most works automate feature model using a limited graphical notation represented by propositional logic and…
Python's flexibility and ease of use come at the cost of performance inefficiencies, requiring developers to rely on profilers to optimize execution. SCALENE, a high-performance CPU, GPU, and memory profiler, provides fine-grained insights…
Motivated by the application of energy storage management in electricity markets, this paper considers the problem of online linear programming with inventory management constraints. Specifically, a decision maker should satisfy some units…
We introduce PrivPy, a practical privacy-preserving collaborative computation framework, especially optimized for machine learning tasks. PrivPy provides an easy-to-use and highly compatible Python programming front-end which supports…
Analysis of asset liability management (ALM) strategies especially for long term horizon is a crucial issue for banks, funds and insurance companies. Modern economic models, investment strategies and optimization criteria make ALM studies…
We consider the problem of fair resource allocation in a system where user demands are dynamic, that is, where user demands vary over time. Our key observation is that the classical max-min fairness algorithm for resource allocation…
PokerKit is an open-source Python library designed to overcome the restrictions of existing poker game simulation and hand evaluation tools, which typically support only a handful of poker variants and lack flexibility in game state…
Financial portfolio management (PM) is one of the most applicable problems in reinforcement learning (RL) owing to its sequential decision-making nature. However, existing RL-based approaches rarely focus on scalability or reusability to…
In this paper we argue that the data management community should devote far more effort to building data integration (DI) systems, in order to truly advance the field. Toward this goal, we make three contributions. First, we draw on our…