相关论文: Applying multi product lines to equity market soft…
Software Product Line Engineering enables systematic reuse across families of related software intensive systems. This survey synthesises key SPLE foundations, lifecycle concepts, adoption models, tooling and AI era challenges. Based on a…
This paper covers a massive acceleration of Monte-Carlo based pricing method for financial products and financial derivatives. The method is applicable in risk management settings, where a financial product has to be priced under a number…
With the fast change of information and communication technologies and global economics manufacturing industry faces the challenges in both market and supply sides. The challenges in the market include short product life cycle, demand…
In this paper, we propose a sparse equity portfolio optimization (SEPO) based on the mean-variance portfolio selection model. Aimed at minimizing transaction cost by avoiding small investments, this new model includes $\ell_0$-norm…
Search Based Software Engineering (SBSE) is an emerging discipline that focuses on the application of search-based optimization techniques to software engineering problems. The capacity of SBSE techniques to tackle problems involving large…
We conducted a thorough SLR to better grasp the challenges and possible solutions associated with existing npm security tools. Our goal was to delve into documented experiences and findings. Specifically, we were keen to learn about the…
Cloning is a general approach to create new functionality within variants as well as new system variants. It is a fast, flexible, intuitive, and economical approach to evolve systems in the short run. However, in the long run, the…
Software product lines have recently been presented as one of the best promising improvements for the efficient software development. Different research works contribute supportive parameters and negotiations regarding the problems of…
Optimal execution of a portfolio have been a challenging problem for institutional investors. Traders face the trade-off between average trading price and uncertainty, and traditional methods suffer from the curse of dimensionality. Here,…
Requirements Engineering has recently been greatly influenced by the way how firms use Open Source Software (OSS) and Software Ecosystems (SECOs) as a part of their product development and business models. This is further emphasized by the…
Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…
In the following paper we provide a review and development of sequential Monte Carlo (SMC) methods for option pricing. SMC are a class of Monte Carlo-based algorithms, that are designed to approximate expectations w.r.t a sequence of…
The objective of this paper is to develop a standardized methodology for software development in the very unique industry and culture of financial markets. The prototyping process we present allows the development team to deliver for review…
Currently, software industries are using different SDLC (software development life cycle) models which are designed for specific purposes. The use of technology is booming in every perspective of life and the software behind the technology…
Developing modern systems software is a complex task that combines business logic programming and Software Performance Engineering (SPE). The later is an experimental and labor-intensive activity focused on optimizing the system for a given…
The number of studies focusing on onboarding in software organizations has increased significantly during the last years. However, current literature overlooks onboarding in Software Product Lines (SPLs). SPLs have been proven effective in…
We interpret multi-product supply chains (SCs) as coordinated markets; under this interpretation, a SC optimization problem is a market clearing problem that allocates resources and associated economic values (prices) to different…
In recent years, blockchain has been growing rapidly from a niche technology to a promising solution for many sectors, due to its unique properties that empower the design of innovative applications. Nevertheless, the development of…
PL for SOA proposes, formally, a software engineering methodology, development techniques and support tools for the provision of service product lines. We propose rigorous modeling techniques for the specification and verification of formal…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…