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This paper presents a new financial market simulator that may be used as a tool in both industry and academia for research in market microstructure. It allows multiple automated traders and/or researchers to simultaneously connect to an…
The trade-off between optimality and complexity has been one of the most important challenges in the field of robust Model Predictive Control (MPC). To address the challenge, we propose a flexible robust MPC scheme by synergizing the…
We discuss the Bayesian emulation approach to computational solution of multi-step portfolio studies in financial time series. "Bayesian emulation for decisions" involves mapping the technical structure of a decision analysis problem to…
LLMs have demonstrated significant potential in quantitative finance by processing vast unstructured data to emulate human-like analytical workflows. However, current LLM-based methods primarily follow either an Asset-Centric paradigm…
Recent advances in reasoning with large language models (LLMs) have shown the effectiveness of Monte Carlo Tree Search (MCTS) for generating high quality intermediate trajectories, particularly in math and symbolic domains. Inspired by…
In this paper we introduce the notion of Modal Software Engineering: automatically turning sequential, deterministic programs into semantically equivalent programs efficiently operating on inputs coming from multiple overlapping worlds. We…
Software process improvement (SPI) is a means to an end, not an end in itself (e.g., a goal is to achieve shorter time to market and not just compliance to a process standard). Therefore, SPI initiatives ought to be streamlined to meet the…
In critical software engineering, structured assurance cases (ACs) are used to demonstrate how key properties (e.g., safety, security) are supported by evidence artifacts (e.g., test results, proofs). ACs can also be studied as formal…
In a software product line (SPL), a collection of software products is defined by their commonalities in terms of features rather than explicitly specifying all products one-by-one. Several verification techniques were adapted to establish…
In this paper, we introduce a new method called SPSC (Simulation, Partitioning, Selection, Cloning) to estimate efficiently the probability of possible solutions in stochastic simulations. This method can be applied to any type of…
Formal verification and testing are complementary approaches which are used in the development process to verify the functional correctness of software. However, the correctness of software cannot ensure the safe operation of…
Current products, especially in the automotive sector, pose complex technical systems having a multi-disciplinary mechatronic nature. Industrial standards supporting system engineering and production typically (i) address the production…
Program optimization is the process of modifying software to execute more efficiently. Superoptimizers attempt to find the optimal program by employing significantly more expensive search and constraint solving techniques. Generally, these…
Analyses of a software product line (SPL) typically report variable results that are annotated with logical expressions indicating the set of product variants for which the results hold. These expressions can get complicated and difficult…
The construction industry faces increasingly more significant pressure to reduce resource consumption, minimise waste, and enhance environmental performance. Towards the transition to a circular economy in the construction industry, one of…
This paper describes a set of tools for automating and controlling the development and maintenance of software systems. The mental model is a software assembly line. Program design and construction take place at individual programmer…
Background: Software Process Simulation (SPS) has become an effective tool for software process management and improvement. However, its adoption in industry is less than what the research community expected due to the burden of measurement…
As businesses get more sizable and more mature they now, inevitably accrete more and more software systems. This estate expansion leads not only to greater complexity and expense for the enterprise, but also to fragmentation, inconsistency…
Stream Processing (SP) has evolved as the leading paradigm to process and gain value from the high volume of streaming data produced e.g. in the domain of the Internet of Things. An SP system is a middleware that deploys a network of…
While AI is extensively transforming Software Engineering (SE) fields, SE is still in need of a framework to overall consider all phases to facilitate Automated Software Evolution (ASEv), particularly for intelligent applications that are…