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Traders are often faced with large block orders in markets with limited liquidity and varying volatility. Executing the entire order at once usually incurs a large trading cost because of this limited liquidity. In order to minimize this…

交易与市场微观结构 · 定量金融 2013-12-23 Nico Achtsis , Dirk Nuyens

In this article an SPC case study is presented. It consists of monitoring a manufacturing process used for different products of similar kind. So far, each of these products is monitored individually. However, if there is e.g. a quality…

应用统计 · 统计学 2018-01-08 Thomas Muehlenstaedt

Supply chain management has been concentrated on productive ways to manage flows through a sophisticated vendor, manufacturer, and consumer networks for decades. Recently, energy and material rates have been greatly consumed to improve the…

计算机与社会 · 计算机科学 2020-10-12 Ahmad Sobhan Abir , Ishtiaq Ahmed Bhuiyan , Mohammad Arani , Md Mashum Billal

In this paper, we present our experience based on a reengineering project. The software project is to re-engineer the original system of a company to answer the new requirements and changed business functions. Reengineering is a process…

软件工程 · 计算机科学 2012-06-20 Waraporn Jirapanthong

This paper presents the components of a newly developed Malaysian SMEs - Software Process Improvement model (MSME-SPI) that can assess SMEs soft-ware development industry in managing and improving their software processes capability. The…

Software process models need to be variant-rich, in the sense that they should be systematically customizable to specific project goals and project environments. It is currently very difficult to model Variant-Rich Process (VRP) because…

软件工程 · 计算机科学 2013-12-03 Tomás Martínez-Ruiz , Félix García , Mario Piattini , Jürgen Münch

Variable Annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging these risks requires insurers to find the value of key risk metrics for…

计算金融 · 定量金融 2017-01-17 Seyed Amir Hejazi , Kenneth R. Jackson , Guojun Gan

This paper considers a practical mobile edge computing (MEC) system, where edge server does not pre-install the program required to perform user offloaded computing tasks. A partial program offloading (PPO) scheme is proposed, which can…

网络与互联网体系结构 · 计算机科学 2022-02-25 Taizhou Yi , Guopeng Zhang , Kezhi Wang , Kun Yang

Scientific computing applications heavily rely on multi-level loop nests operating on multidimensional arrays. This presents multiple optimization opportunities from exploiting parallelism to reducing data movement through prefetching and…

分布式、并行与集群计算 · 计算机科学 2025-11-11 Philipp Schaad , Tal Ben-Nun , Patrick Iff , Torsten Hoefler

We consider a trading marketplace that is populated by traders with diverse trading strategies and objectives. The marketplace allows the suppliers to list their goods and facilitates matching between buyers and sellers. In return, such a…

计算机科学与博弈论 · 计算机科学 2022-10-03 Kshama Dwarakanath , Svitlana S Vyetrenko , Tucker Balch

Human preference alignment is critical in building powerful and reliable large language models (LLMs). However, current methods either ignore the multi-dimensionality of human preferences (e.g. helpfulness and harmlessness) or struggle with…

机器学习 · 计算机科学 2024-10-14 Xingzhou Lou , Junge Zhang , Jian Xie , Lifeng Liu , Dong Yan , Kaiqi Huang

Satisfactory software performance is essential for the adoption and the success of a product. In organizations that follow traditional software development models (e.g., waterfall), Software Performance Engineering (SPE) involves…

软件工程 · 计算机科学 2022-05-09 Gunnar Kudrjavets , Jeff Thomas , Nachiappan Nagappan

We introduce a new Self-Organized Criticality (SOC) model for simulating price evolution in an artificial financial market, based on a multilayer network of traders. The model also implements, in a quite realistic way with respect to…

交易与市场微观结构 · 定量金融 2016-06-30 Alessio Emanuele Biondo , Alessandro Pluchino , Andrea Rapisarda

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

数学软件 · 计算机科学 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

Software product line has emerged as a valuable concept of developing software based on reusable software assets. The concept aims on effective utilization of software assets, reduced time to delivery, improved quality and better benefits…

软件工程 · 计算机科学 2015-08-26 Faheem Ahmed , Luiz Fernando Capretz

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

数值分析 · 数学 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

In modern online services, frequent software changes introduce significant risks. To tackle this challenge, we propose SCELM (Software Change Evaluation and Lifecycle Management), an end-to-end automated framework for software change…

软件工程 · 计算机科学 2025-07-15 Yongqian Sun , Weihua Kuang , Chao Shen , Xidao Wen , Tinghua Zheng , Heng Liu , Shenglin Zhang , Bo Wu , Dan Pei

In this study, we developed a computational framework for simulating large-scale agent-based financial markets. Our platform supports trading multiple simultaneous assets and leverages distributed computing to scale the number and…

交易与市场微观结构 · 定量金融 2024-02-01 Aaron Wheeler , Jeffrey D. Varner

For companies producing related products, a Software Product Line (SPL) is a software reuse method that improves time-to-market and software quality, achieving substantial cost reductions.These benefits do not come for free. It often takes…

软件工程 · 计算机科学 2023-07-21 Leandro O. Souza , Earl T. Barr , Justyna Petke , Eduardo S. Almeida , Paulo Anselmo M. S. Neto

Modern software systems and products increasingly rely on machine learning models to make data-driven decisions based on interactions with users, infrastructure and other systems. For broader adoption, this practice must (i) accommodate…