相关论文: Spreadsheet Risk - A New Direction for HMRC?
We present RCE (Remote Component Environment), an open-source framework developed primarily at DLR (German Aerospace Center) that enables its users to construct and execute multidisciplinary engineering workflows comprising multiple…
The RooStatsCms (RSC) software framework allows analysis modelling and combination, statistical studies together with the access to sophisticated graphics routines for results visualisation. The goal of the project is to complement the…
Most statistical agencies release randomly selected samples of Census microdata, usually with sample fractions under 10% and with other forms of statistical disclosure control (SDC) applied. An alternative to SDC is data synthesis, which…
The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a Fund of Hedge Funds portfolio requires a correlation matrix which often…
Risk assessment plays a crucial role in ensuring the security and resilience of modern computer systems. Existing methods for conducting risk assessments often suffer from tedious and time-consuming processes, making it challenging to…
The efficiency of current cargo screening processes at sea and air ports is largely unknown as few benchmarks exists against which they could be measured. Some manufacturers provide benchmarks for individual sensors but we found no…
End User Computing carries significant risks if not well controlled. This paper is a case study of the introduction of an updated End User Computing policy at the Wesleyan Assurance Society. The paper outlines the plan and identifies…
This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…
Risk budgeting is a portfolio strategy where each asset contributes a prespecified amount to the aggregate risk of the portfolio. In this work, we propose an efficient numerical framework that uses only simulations of returns for estimating…
Many large financial planning models are written in a spreadsheet programming language (usually Microsoft Excel) and deployed as a spreadsheet application. Three groups, FAST Alliance, Operis Group, and BPM Analytics (under the name…
Document clustering is an unsupervised approach in which a large collection of documents (corpus) is subdivided into smaller, meaningful, identifiable, and verifiable sub-groups (clusters). Meaningful representation of documents and…
We consider an economy composed of different risk profile regions wishing to be hedged against a disaster risk using multi-region catastrophe insurance. Such catastrophic events inherently have a systemic component; we consider situations…
Automated Rule Checking (ARC) plays a crucial role in advancing the construction industry by addressing the laborious, inconsistent, and error-prone nature of traditional model review conducted by industry professionals. Manual assessment…
A major challenge in consumer credit risk portfolio management is to classify households according to their risk profile. In order to build such risk profiles it is necessary to employ an approach that analyses data systematically in order…
Spreadsheet collaboration provides valuable opportunities for learning and expertise sharing between colleagues. Sharing expertise is essential for the retention of important technical skillsets within organisations, but previous studies…
Heterogeneous data, which encompass both numerical financial variables and textual records, present substantial challenges for credit monitoring. To address this issue, we propose Advanced Spectral Clustering (ASC), a method that integrates…
The dramatic increase of autonomous systems subject to variable environments has given rise to the pressing need to consider risk in both the synthesis and verification of policies for these systems. This paper aims to address a few…
Hierarchical clustering is one of the most powerful solutions to the problem of clustering, on the grounds that it performs a multi scale organization of the data. In recent years, research on hierarchical clustering methods has attracted…
The usual aim of spreadsheet audit is to verify correctness. There are two problems with this: first, it is often difficult to tell whether the spreadsheets in question are correct, and second, even if they are, they may still give the…
Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…