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We developed a new integrated learning and optimization (ILO) methodology to predict context-aware unknown parameters in economic dispatch (ED), a crucial problem in power systems solved to generate optimal power dispatching decisions to…
Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…
The use of machine learning (ML) is on the rise in many sectors of software development, and automotive software development is no different. In particular, Advanced Driver Assistance Systems (ADAS) and Automated Driving Systems (ADS) are…
With the boom of machine learning (ML) techniques, software practitioners build ML systems to process the massive volume of streaming data for diverse software engineering tasks such as failure prediction in AIOps. Trained using historical…
The paradigm shift in the electric power grid necessitates a revisit of existing control methods to ensure the grid's security and resilience. In particular, the increased uncertainties and rapidly changing operational conditions in power…
Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…
ML-enabled systems that are deployed in a production environment typically suffer from decaying model prediction quality through concept drift, i.e., a gradual change in the statistical characteristics of a certain real-world domain. To…
Stochastic volatility models, where the volatility is a stochastic process, can capture most of the essential stylized facts of implied volatility surfaces and give more realistic dynamics of the volatility smile/skew. However, they come…
AutoML systems can speed up routine data science work and make machine learning available to those without expertise in statistics and computer science. These systems have gained traction in enterprise settings where pools of skilled data…
We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which is an adaptive importance technique useful to sample multimodal target distributions. The importance function is based on the weights (namely the…
In high sample-rate applications of the least-mean-square (LMS) adaptive filtering algorithm, pipelining or/and block processing is required. As opposed to earlier work, pipelining and block processing are jointly considered to obtain what…
Developing modern systems software is a complex task that combines business logic programming and Software Performance Engineering (SPE). The later is an experimental and labor-intensive activity focused on optimizing the system for a given…
This paper evaluates Machine Learning (ML) in establishing ratemaking for new insurance schemes. To make the evaluation feasible, we established expected indemnities as premiums. Then, we use ML to forecast indemnities using a minimum set…
The increasing reliance on applications with machine learning (ML) components calls for mature engineering techniques that ensure these are built in a robust and future-proof manner. We aim to empirically determine the state of the art in…
Model merging has recently emerged as a lightweight alternative to ensembling, combining multiple fine-tuned models into a single set of parameters with no additional training overhead. Yet, existing merging methods fall short of matching…
Many industry verticals are confronted with small-sized tabular data. In this low-data regime, it is currently unclear whether the best performance can be expected from simple baselines, or more complex machine learning approaches that…
Detecting drifts in data is essential for machine learning applications, as changes in the statistics of processed data typically has a profound influence on the performance of trained models. Most of the available drift detection methods…
Scientific applications often contain large and computationally intensive parallel loops. Dynamic loop self scheduling (DLS) is used to achieve a balanced load execution of such applications on high performance computing (HPC) systems.…
Smart manufacturing systems are being deployed at a growing rate because of their ability to interpret a wide variety of sensed information and act on the knowledge gleaned from system observations. In many cases, the principal goal of the…
Sliding mode control (SMC) is a robust and computationally efficient model-based controller design technique for highly nonlinear systems, in the presence of model and external uncertainties. However, the implementation of the conventional…