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We introduce a novel signature approach for pricing and hedging path-dependent options with instantaneous and permanent market impact under a mean-quadratic variation criterion. Leveraging the expressive power of signatures, we recast an…

投资组合管理 · 定量金融 2025-12-01 Eduardo Abi Jaber , Donatien Hainaut , Edouard Motte

Often in Software Engineering, a modeling formalism has to support scenarios of inconsistency in which several requirements either reinforce or contradict each other. Paraconsistent transition systems are proposed in this paper as one such…

计算机科学中的逻辑 · 计算机科学 2023-03-24 Ana Cruz , Alexandre Madeira , LuÂ-Ã-s Soares Barbosa

We present a novel mathematical framework for the specification and analysis of fault-resilient distributed protocols and their implementations, with the following components: 1. Transition systems that allow the specification and analysis…

分布式、并行与集群计算 · 计算机科学 2023-02-21 Ehud Shapiro

A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…

comp-gas · 物理学 2015-06-24 Milan PALUS

Runtime performance variability at the servers has been a major issue, hindering the predictable and scalable performance in modern distributed systems. Executing requests or jobs redundantly over multiple servers has been shown to be…

性能 · 计算机科学 2019-10-10 Mehmet Fatih Aktas , Emina Soljanin

Condition-based maintenance (CBM) is an effective maintenance strategy to improve system performance while lowering operating and maintenance costs. Real-world systems typically consist of a large number of components with various…

最优化与控制 · 数学 2020-03-16 Zhicheng Zhu , Yisha Xiang

Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…

最优化与控制 · 数学 2023-11-22 Izack Cohen , Krzysztof Postek , Shimrit Shtern

We propose a model-based approach to the model checking problem for recursive schemes. Since simply typed lambda calculus with the fixpoint operator, lambda-Y-calculus, is equivalent to schemes, we propose the use of a model of…

计算机科学中的逻辑 · 计算机科学 2017-01-11 Sylvain Salvati , Igor Walukiewicz

Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of…

数据分析、统计与概率 · 物理学 2021-03-23 Motahareh Parsa , Antonio Di Crescenzo , Hadi Jabbari

Nurse rostering is a complex scheduling problem that affects hospital personnel on a daily basis all over the world. This paper presents a new component-based approach with evolutionary eliminations, for a nurse scheduling problem arising…

人工智能 · 计算机科学 2010-07-05 Jingpeng Li , Uwe Aickelin , Edmund Burke

Safe and compliant control of dynamic systems in interaction with the environment, e.g., in shared workspaces, continues to represent a major challenge. Mismatches in the dynamic model of the robots, numerical singularities, and the…

机器人学 · 计算机科学 2023-11-28 Carlo Tiseo , Wolfgang Merkt , Wouter Wolfslag , Sethu Vijayakumar , Michael Mistry

Today, reusable components are available in several repositorys. These are certainly conceived for re-use. However, this re-use is not immediate, it requires, in effect, to pass by some essential conceptual operations, among which in…

软件工程 · 计算机科学 2010-05-26 Hicham Elasri , Larbi Kzaz , Abderrahim Sekkaki

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

数值分析 · 数学 2022-10-26 Petr N. Vabishchevich

Runtime variability in computing systems causes some tasks to straggle and take much longer than expected to complete. These straggler tasks are known to significantly slowdown distributed computation. Job execution with speculative…

性能 · 计算机科学 2019-06-14 Mehmet Fatih Aktas , Emina Soljanin

Modern safety-critical systems are heterogeneous, complex, and highly dynamic. They require reliability evaluation methods that go beyond the classical static methods such as fault trees, event trees, or reliability block diagrams.…

计算机科学中的逻辑 · 计算机科学 2020-04-15 Clemens Dubslaff , Andrey Morozov , Christel Baier , Klaus Janschek

Traditional real-time systems are reluctant to integrate dynamic behavior since it challenges predictability and timeliness. Current efforts are starting to address the inclusion of a controllable level of dynamicity in real-time systems to…

软件工程 · 计算机科学 2015-12-18 Julio Cano , Marisol García-Valls

For a given unconstrained dynamical system, input redundancy has been recently redefined as the existence of distinct inputs producing identical output for the same initial state. By directly referring to signals, this definition readily…

系统与控制 · 电气工程与系统科学 2023-10-30 Jean-François Trégouët , Jérémie Kreiss

Given a static vertex-selection problem (e.g. independent set, dominating set) on a graph, we can define a corresponding temporally satisfying reconfiguration problem on a temporal graph which asks for a sequence of solutions to the…

数据结构与算法 · 计算机科学 2025-09-22 Tom Davot , Jessica Enright , Laura Larios-Jones

In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…

人工智能 · 计算机科学 2011-10-12 J. Culberson , Y. Gao

The paper focuses on the redundancy resolution in kinematic control of a new type of serial manipulator composed of multiple tensegrity segments, which are moving in a multi-obstacle environment. The general problem is decomposed into two…

机器人学 · 计算机科学 2021-08-03 Wanda Zhao , Anatol Pashkevich , Damien Chablat