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Multi-step-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO)…
In critical software engineering, structured assurance cases (ACs) are used to demonstrate how key system properties are supported by evidence (e.g., test results, proofs). Creating rigorous ACs is particularly challenging in the context of…
Pricing options is an important problem in financial engineering. In many scenarios of practical interest, financial option prices associated to an underlying asset reduces to computing an expectation w.r.t.~a diffusion process. In general,…
This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…
Mobile Edge Computing (MEC) requires Network Operators (NOs) to undertake substantial infrastructure investments, while most revenues are captured by Service Providers (SPs) offering end-user applications. This cost-revenue imbalance…
There is a growing interest in leveraging multiple large language models (LLMs) for automated code optimization. However, industrial platforms deploying multiple LLMs face a critical challenge: prompts optimized for one LLM often fail with…
Computing risk measures of a financial portfolio comprising thousands of derivatives is a challenging problem because (a) it involves a nested expectation requiring multiple evaluations of the loss of the financial portfolio for different…
The last years have seen an increase in Man-at-the-End (MATE) attacks against software applications, both in number and severity. However, software protection, which aims at mitigating MATE attacks, is dominated by fuzzy concepts and…
Context: Continuous practices, i.e., continuous integration, delivery, and deployment, are the software development industry practices that enable organizations to frequently and reliably release new features and products. With the…
It is anticipated that large-scale energy storage facility (ESF) will become an essential part of the future energy markets to increase the penetration of renewables. In this paper, a new optimization algorithm is developed to participate…
Product lines (PL) modeling have proven to be an effective approach to reuse in software development.Several variability approaches were developed to plan requirements reuse, but only little of them actuallyaddress the issue of deriving…
Software debloating seeks to mitigate security risks and improve performance by eliminating unnecessary code. In recent years, a plethora of debloating tools have been developed, creating a dense and varied landscape. Several studies have…
Customization is a general trend in software engineering, demanding systems that support variable stakeholder requirements. Two opposing strategies are commonly used to create variants: software clone & own and software configuration with…
Software supply chain attacks have increased exponentially since 2020. The primary attack vectors for supply chain attacks are through: (1) software components; (2) the build infrastructure; and (3) humans (a.k.a software practitioners).…
Empirical studies indicate the presence of multi-scales in the volatility of underlying assets: a fast-scale on the order of days and a slow-scale on the order of months. In our previous works, we have studied the portfolio optimization…
Context: Mining software repositories is a popular means to gain insights into a software project's evolution, monitor project health, support decisions and derive best practices. Tools supporting the mining process are commonly applied by…
Given the continuous global degradation of the Earth's ecosystem due to unsustainable human activity, it is increasingly important for enterprises to evaluate the effects they have on the environment. Consequently, assessing the impact of…
This paper investigates the optimal choices of financial derivatives to complete a financial market in the framework of stochastic volatility (SV) models. We introduce an efficient and accurate simulation-based method, applicable to…
Monte Carlo Tree Search (MCTS) has shown its strength for a lot of deterministic and stochastic examples, but literature lacks reports of applications to real world industrial processes. Common reasons for this are that there is no…
We discuss a fully featured multienterprise business process plattform (ME-BPP) based on the concepts of agent-based business processes. Using the concepts of the subject-oriented business process (S-BPM) methodology we developed an…