Related papers: A Computational Framework for Financial Structures
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Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…
Modern engineering systems include many components of different types and functions. Verifying that these systems satisfy given specifications can be an arduous task, as most formal verification methods are limited to systems of moderate…
The structures for the expression of fault-tolerance provisions into the application software are the central topic of this dissertation. Structuring techniques provide means to control complexity, the latter being a relevant factor for the…
This study intends to present a representation of a pensions fund through a stochastic network with two infinite servers nodes. With this representation it is allowed to deduce an equilibrium condition of the system with basis on the…
We present a simple continuous-time model of clearing in financial networks. Financial firms are represented as "tanks" filled with fluid (money), flowing in and out. Once "pipes" connecting "tanks" are open, the system reaches the clearing…
While the exact definition and implementation of accountability depend on the specific context, at its core accountability describes a mechanism that will make decisions transparent and often provides means to sanction "bad" decisions. As…
In high performance computing, scheduling of tasks and allocation to machines is very critical especially when we are dealing with heterogeneous execution costs. Simulations can be performed with a large variety of environments and…
Making sense of the world and acting in it relies on building simplified mental representations that abstract away aspects of reality. This principle of cognitive mapping is universal to agents with limited resources. Living organisms,…
We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…
This paper studies the robust optimal gain selection problem for financial trading systems, formulated within a \emph{double linear policy} framework, which allocates capital across long and short positions. The key objective is to…
Context and motivation: Requirements engineering of complex IT systems needs to manage the many, and often vague and conflicting, organisational rules that exist in the context of a modern enterprise. At the same time, IT systems affect the…
The mathematical formalisms used to model biological systems induce both latent and ambiguous assumptions that can limit or distort their representational capabilities. Developing formalisms that can represent systems more precisely is…
Computational mechanics quantifies structure in a stochastic process via its causal states, leading to the process's minimal, optimal predictor---the $\epsilon$-machine. We extend computational mechanics to communication channels between…
This article develops a novel operational semantics for probabilistic control-flow graphs (pCFGs) of probabilistic imperative programs with random assignment and "observe" (or conditioning) statements. The semantics transforms probability…
Recently there has been significant interest in using causal modelling techniques to understand the structure of physical theories. However, the notion of `causation' is limiting - insisting that a physical theory must involve causal…
We introduce a framework that can be used to model both mathematics and human reasoning about mathematics. This framework involves {stochastic mathematical systems} (SMSs), which are stochastic processes that generate pairs of questions and…
Machine learning models increasingly function as representational systems, yet the philosoph- ical assumptions underlying their internal structures remain largely unexamined. This paper develops a structuralist decision framework for…
This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…
Resource allocation for cloud services is a complex task due to the diversity of the services and the dynamic workloads. One way to address this is by overprovisioning which results in high cost due to the unutilized resources. A much more…