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This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and risk management. We classify these models according to their…

数理金融 · 定量金融 2021-07-30 Thomas Deschatre , Olivier Féron , Pierre Gruet

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

投资组合管理 · 定量金融 2020-10-28 A. Georgantas

Multi-context systems provide a powerful framework for modelling information-aggregation systems featuring heterogeneous reasoning components. Their execution can, however, incur non-negligible cost. Here, we focus on cost-complexity of…

人工智能 · 计算机科学 2014-05-29 Peter Novák , Cees Witteveen

Maneuver decision-making can be regarded as a Markov decision process and can be address by reinforcement learning. However, original reinforcement learning algorithms can hardly solve the maneuvering decision-making problem. One reason is…

人工智能 · 计算机科学 2023-09-19 Zhang Hong-Peng

Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not…

定量方法 · 定量生物学 2010-01-20 Tina Toni , Michael P. H. Stumpf

In many risk-aware and multi-objective reinforcement learning settings, the utility of the user is derived from the single execution of a policy. In these settings, making decisions based on the average future returns is not suitable. For…

机器学习 · 计算机科学 2021-02-03 Conor F. Hayes , Mathieu Reymond , Diederik M. Roijers , Enda Howley , Patrick Mannion

The software development process is considered as one of the key guidelines in the creation of said software and this approach is necessary for providing a more efficient yet satisfactory output. Without separation of work into distinct…

软件工程 · 计算机科学 2020-12-15 Alya Hannah Ahmad Kamal , Caryn Chuah Yi Yen , Gan Jia Hui , Pang Sze Ling , Fatima-tuz-Zahra

Automated vehicles require the ability to cooperate with humans for smooth integration into today's traffic. While the concept of cooperation is well known, developing a robust and efficient cooperative trajectory planning method is still a…

多智能体系统 · 计算机科学 2022-11-15 Philipp Stegmaier , Karl Kurzer , J. Marius Zöllner

Algorithms, policies, and methodologies are necessary to achieve high user satisfaction and practical utilization in cloud computing by ensuring the efficient and fair allocation of every computing resource. Whenever a new job arrives in…

分布式、并行与集群计算 · 计算机科学 2015-03-12 Mohammed Radi

There has been a significant amount of research into spreadsheets over the last two decades. Errors in spreadsheets are well documented. Once used mainly for simple functions such as logging, tracking and totalling information, spreadsheets…

计算机与社会 · 计算机科学 2024-12-31 Mukul Madahar , Pat Cleary , David Ball

As network traffic monitoring software for cybersecurity, malware detection, and other critical tasks becomes increasingly automated, the rate of alerts and supporting data gathered, as well as the complexity of the underlying model,…

人工智能 · 计算机科学 2013-05-14 Kartik Talamadupula , Octavian Udrea , Anton Riabov , Anand Ranganathan

An intelligent agent performs actions in order to achieve its goals. Such actions can either be externally directed, such as opening a door, or internally directed, such as writing data to a memory location or strengthening a synaptic…

人工智能 · 计算机科学 2018-11-08 Can Eren Sezener

New model of software safety is offered. Distribution of mistakes in program on stages of life cycle is researched. Study of ways of increase of reliability of software at help simulation program is leaded.

软件工程 · 计算机科学 2008-07-02 Arkadiy Khandjian

Threat modeling has been successfully applied to model technical threats within information systems. However, a lack of methods focusing on non-technical assets and their representation can be observed in theory and practice. Following the…

密码学与安全 · 计算机科学 2024-09-04 Jan von der Assen , Jasmin Hochuli , Thomas Grübl , Burkhard Stiller

Seaports play a crucial role in the global economy, and researchers have sought to understand their significance through various studies. In this paper, we aim to explore the common characteristics shared by important ports by analyzing the…

Todays industrial control systems consist of tightly coupled components allowing adversaries to exploit security attack surfaces from the information technology side, and, thus, also get access to automation devices residing at the…

软件工程 · 计算机科学 2023-06-26 Mukund Bhole , Wolfgang Kastner , Thilo Sauter

We offer an insight into our mathematical endeavors, which aim to advance the foundational understanding of energy systems in a broad context, encompassing facets such as charge transport, energy storage, markets, and collective behavior.…

综合数学 · 数学 2024-12-30 Nicklas Jävergård , Grigor Nika , Adrian Muntean

Many real-world classification problems are cost-sensitive in nature, such that the misclassification costs vary between data instances. Cost-sensitive learning adapts classification algorithms to account for differences in…

机器学习 · 计算机科学 2023-01-05 Natalie Lawrance , Marie-Anne Guerry , George Petrides

The estimation of project completion time is to be repeated several times in the project planning phase to reach the optimal tradeoff between time, cost, and quality. Estimation procedures provide either an interval or a point estimate. The…

其他计算机科学 · 计算机科学 2017-07-07 Maurizio Naldi , Marta Flamini

Safety cases become increasingly important for software certification. Models play a crucial role in building and combining information for the safety case. This position paper sketches an ideal model-based safety case with defect…

软件工程 · 计算机科学 2018-06-14 Peter Braun , Jan Philipps , Bernhard Schätz , Stefan Wagner