output
20032026
most citedKnowledge Graphs

1.8k citations

Showing 2021Show all

18 papers · 1 filter

stat.ME2021★ 12 cited

Deep Quantile and Deep Composite Model Regression

Tobias Fissler, Michael Merz, Mario V. Wüthrich

A main difficulty in actuarial claim size modeling is that there is no simple off-the-shelf distribution that simultaneously provides a good distributional model for the main body…

math.OC2021★ 1 cited

On unbounded polyhedral convex set optimization problems

Niklas Hey, Andreas Löhne

A polyhedral convex set optimization problem is given by a set-valued objective mapping from the -dimensional to the -dimensional Euclidean space whose graph is a convex poly…

math.ST2021★ 2 cited

Is the mode elicitable relative to unimodal distributions?

Claudio Heinrich-Mertsching, Tobias Fissler

Statistical functionals are called elicitable if there exists a loss or scoring function under which the functional is the optimal point forecast in expectation. While the mean and…

math.OC2021★ 1 cited

Characterizing and Computing the Set of Nash Equilibria via Vector Optimization

Zachary Feinstein, Birgit Rudloff

Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work w…

cs.DS2021

BROUTE: a benchmark suite for the implementation of standard vehicle routing algorithms

Fabien Tricoire

We introduce BROUTE, a benchmark suite for vehicle routing optimization algorithms. We define a selection of algorithms traditionally used in vehicle routing optimization. They cap…

cs.SI2021★ 45 cited

The Geography of Open Source Software: Evidence from GitHub

Johannes Wachs, Mariusz Nitecki, William Schueller +1

Open Source Software (OSS) plays an important role in the digital economy. Yet although software production is amenable to remote collaboration and its outputs are easily shared ac…

math.PR2021★ 2 cited

Markov-Modulated Affine Processes

Kevin Kurt, Rüdiger Frey

We study Markov-modulated affine processes (abbreviated MMAPs), a class of Markov processes that are created from affine processes by allowing some of their coefficients to be a fu…

cs.FL2021★ 57 cited

The Connection between Process Complexity of Event Sequences and Models discovered by Process Mining

Adriano Augusto, Jan Mendling, Maxim Vidgof +1

Process mining is a research area focusing on the design of algorithms that can automatically provide insights into business processes. Among the most popular algorithms are those…

cs.LG2021★ 6 cited

Process Model Forecasting Using Time Series Analysis of Event Sequence Data

Johannes De Smedt, Anton Yeshchenko, Artem Polyvyanyy +2

Process analytics is an umbrella of data-driven techniques which includes making predictions for individual process instances or overall process models. At the instance level, vari…

q-fin.RM2021★ 27 cited

Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability

Tobias Fissler, Yannick Hoga

Systemic risk measures such as CoVaR, CoES and MES are widely-used in finance, macroeconomics and by regulatory bodies. Despite their importance, we show that they fail to be elici…

cs.SE2021★ 1 cited

Detection of statistically significant differences between process variants through declarative rules

Alessio Cecconi, Adriano Augusto, Claudio Di Ciccio

Services and products are often offered via the execution of processes that vary according to the context, requirements, or customisation needs. The analysis of such process varian…

stat.ML2021★ 3 cited

Holdout-Based Fidelity and Privacy Assessment of Mixed-Type Synthetic Data

Michael Platzer, Thomas Reutterer

AI-based data synthesis has seen rapid progress over the last several years, and is increasingly recognized for its promise to enable privacy-respecting high-fidelity data sharing.…

cs.SE2021★ 10 cited

Mining DEV for social and technical insights about software development

Maria Papoutsoglou, Johannes Wachs, Georgia M. Kapitsaki

Software developers are social creatures: they communicate, collaborate, and promote their work in a variety of channels. Twitter, GitHub, Stack Overflow, and other platforms offer…

q-fin.TR2021★ 228 cited

SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) Protocols

Jiahua Xu, Krzysztof Paruch, Simon Cousaert +1

As an integral part of the decentralized finance (DeFi) ecosystem, decentralized exchanges (DEXs) with automated market maker (AMM) protocols have gained massive traction with the…

math.OC2021

A LP relaxation based matheuristic for multi-objective integer programming

Duleabom An, Sophie N. Parragh, Markus Sinnl +1

Motivated by their success in the single-objective domain, we propose a very simple linear programming-based matheuristic for tri-objective binary integer programming. To tackle th…

cs.AI2021★ 12 cited

Intelligent Software Web Agents: A Gap Analysis

Sabrina Kirrane

Semantic web technologies have shown their effectiveness, especially when it comes to knowledge representation, reasoning, and data integration. However, the original semantic web…

stat.AP2021★ 1 cited

How many data clusters are in the Galaxy data set? Bayesian cluster analysis in action

Bettina Grün, Gertraud Malsiner-Walli, Sylvia Frühwirth-Schnatter

In model-based clustering, the Galaxy data set is often used as a benchmark data set to study the performance of different modeling approaches. Aitkin (2001) compares maximum likel…

cs.SI2021★ 57 cited

Does Crowdfunding Really Foster Innovation? Evidence from the Board Game Industry

Johannes Wachs, Balazs Vedres

Crowdfunding offers inventors and entrepreneurs alternative access to resources with which they can develop and realize their ideas. Besides helping to secure capital, crowdfunding…