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Traders are often faced with large block orders in markets with limited liquidity and varying volatility. Executing the entire order at once usually incurs a large trading cost because of this limited liquidity. In order to minimize this…
In this article an SPC case study is presented. It consists of monitoring a manufacturing process used for different products of similar kind. So far, each of these products is monitored individually. However, if there is e.g. a quality…
Supply chain management has been concentrated on productive ways to manage flows through a sophisticated vendor, manufacturer, and consumer networks for decades. Recently, energy and material rates have been greatly consumed to improve the…
In this paper, we present our experience based on a reengineering project. The software project is to re-engineer the original system of a company to answer the new requirements and changed business functions. Reengineering is a process…
This paper presents the components of a newly developed Malaysian SMEs - Software Process Improvement model (MSME-SPI) that can assess SMEs soft-ware development industry in managing and improving their software processes capability. The…
Software process models need to be variant-rich, in the sense that they should be systematically customizable to specific project goals and project environments. It is currently very difficult to model Variant-Rich Process (VRP) because…
Variable Annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging these risks requires insurers to find the value of key risk metrics for…
This paper considers a practical mobile edge computing (MEC) system, where edge server does not pre-install the program required to perform user offloaded computing tasks. A partial program offloading (PPO) scheme is proposed, which can…
Scientific computing applications heavily rely on multi-level loop nests operating on multidimensional arrays. This presents multiple optimization opportunities from exploiting parallelism to reducing data movement through prefetching and…
We consider a trading marketplace that is populated by traders with diverse trading strategies and objectives. The marketplace allows the suppliers to list their goods and facilitates matching between buyers and sellers. In return, such a…
Human preference alignment is critical in building powerful and reliable large language models (LLMs). However, current methods either ignore the multi-dimensionality of human preferences (e.g. helpfulness and harmlessness) or struggle with…
Satisfactory software performance is essential for the adoption and the success of a product. In organizations that follow traditional software development models (e.g., waterfall), Software Performance Engineering (SPE) involves…
We introduce a new Self-Organized Criticality (SOC) model for simulating price evolution in an artificial financial market, based on a multilayer network of traders. The model also implements, in a quite realistic way with respect to…
The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…
Software product line has emerged as a valuable concept of developing software based on reusable software assets. The concept aims on effective utilization of software assets, reduced time to delivery, improved quality and better benefits…
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…
In modern online services, frequent software changes introduce significant risks. To tackle this challenge, we propose SCELM (Software Change Evaluation and Lifecycle Management), an end-to-end automated framework for software change…
In this study, we developed a computational framework for simulating large-scale agent-based financial markets. Our platform supports trading multiple simultaneous assets and leverages distributed computing to scale the number and…
For companies producing related products, a Software Product Line (SPL) is a software reuse method that improves time-to-market and software quality, achieving substantial cost reductions.These benefits do not come for free. It often takes…
Modern software systems and products increasingly rely on machine learning models to make data-driven decisions based on interactions with users, infrastructure and other systems. For broader adoption, this practice must (i) accommodate…