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This work studies the dynamic risk management of the risk-neutral value of the potential credit losses on a portfolio of derivatives. Sensitivities-based hedging of such liability is sub-optimal because of bid-ask costs, pricing models…
When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…
This paper focuses on effective user diagnostics generated during the deductive verification of probabilistic programs. Our key principle is based on providing slices for (1) error reporting, (2) proof simplification, and (3) preserving…
Clustering algorithms are widely used in many societal resource allocation applications, such as loan approvals and candidate recruitment, among others, and hence, biased or unfair model outputs can adversely impact individuals that rely on…
Containerization has emerged as a revolutionary technology in the software development and deployment industry. Containers offer a portable and lightweight solution that allows for packaging applications and their dependencies…
Over the last two decades, we have seen a dramatic improvement in the efficiency of conflict-driven clause-learning Boolean satisfiability (CDCL SAT) solvers on industrial problems from a variety of domains. The availability of such…
We propose a Central Bank Digital Currency Evaluation and Verification (CEV) Framework for recommending and verifying technical solutions in the central bank digital currency (CBDC) system. We demonstrate two sub-frameworks: an evaluation…
In deductive verification and software model checking, dealing with certain specification language constructs can be problematic when the back-end solver is not sufficiently powerful or lacks the required theories. One way to deal with this…
Patch robustness certification is an emerging verification approach for defending against adversarial patch attacks with provable guarantees for deep learning systems. Certified recovery techniques guarantee the prediction of the sole true…
Integer variables allow the treatment of some portfolio optimization problems in a more realistic way and introduce the possibility of adding some natural features to the model. We propose an algebraic approach to maximize the expected…
The use of the probabilistic approach to solve inverse problems is becoming more popular in the geophysical community, thanks to its ability to address nonlinear forward problems and to provide uncertainty quantification. However, such…
In this paper, we develop a novel adaptation-based approach to constrained control design under multiple state and input constraints. Specifically, we introduce a method for synthesizing any number of time-varying candidate control barrier…
Certificates of polynomial nonnegativity can be used to obtain tight dual bounds for polynomial optimization problems. We consider Sums of Nonnegative Circuit (SONC) polynomials certificates, which are well suited for sparse problems since…
In this work, we propose a supervised, convex representation based audio hashing framework for bird species classification. The proposed framework utilizes archetypal analysis, a matrix factorization technique, to obtain convex-sparse…
Software Model Checkers have shown outstanding performance improvements in recent times. Moreover, for specific use cases, formal verification techniques have shown to be highly effective, leading to a number of high-profile success…
In the Horn theory based approach for cryptographic protocol analysis, cryptographic protocols and (Dolev-Yao) intruders are modeled by Horn theories and security analysis boils down to solving the derivation problem for Horn theories. This…
Verification of C++ programs has seen considerable progress in several areas, but not for programs that use these languages' mathematical libraries. The reason is that all libraries in widespread use come with no guarantees about the…
Computer-aided analysis of security protocols heavily relies on equational theories to model cryptographic primitives. Most automated verifiers for security protocols focus on equational theories that satisfy the Finite Variant Property…
Constraint Handling Rules (CHR) is a rule-based programming language which is typically embedded into a general-purpose language. There exists a plethora of implementations of CHR for numerous host languages. However, the existing…
Over the past few decades, combinatorial solvers have seen remarkable performance improvements, enabling their practical use in real-world applications. In some of these applications, ensuring the correctness of the solver's output is…