31 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Delft University of TechnologyNL3 papers
- Eindhoven University of TechnologyNL2 papers
- IMT School for Advanced Studies LuccaIT2 papers
- Leiden UniversityNL2 papers
- University of AmsterdamNL2 papers
- Centrum Wiskunde & InformaticaNL1 paper
- Dependable Computing (United States)US1 paper
- Leibniz University HannoverDE1 paper
- National Bank of BelgiumBE1 paper
- Netherlands Institute for Advanced Study in the Humanities and Social SciencesNL1 paper
- Scuola Normale SuperioreIT1 paper
- UCLouvainBE1 paper
11 papers
Learning from Change: Predictive Models for Incident Prevention in a Regulated IT Environment
Eileen Kapel, Jan Lennartz, Luis Cruz +2
Effective IT change management is important for businesses that depend on software and services, particularly in highly regulated sectors such as finance, where operational reliabi…
Extracting Money Laundering Transactions from Quasi-Temporal Graph Representation
Haseeb Tariq, Marwan Hassani
Money laundering presents a persistent challenge for financial institutions worldwide, while criminal organizations constantly evolve their tactics to bypass detection systems. Tra…
Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders
Jing Wang, Shuaiqiang Liu, Cornelis Vuik
This paper presents a deep generative modeling framework for controllably synthesizing implied volatility surfaces (IVSs) using a variational autoencoder (VAE). Unlike conventional…
Log Parsing Evaluation in the Era of Modern Software Systems
Stefan Petrescu, Floris den Hengst, Alexandru Uta +1
Due to the complexity and size of modern software systems, the amount of logs generated is tremendous. Hence, it is infeasible to manually investigate these data in a reasonable ti…
Reconstructing firm-level interactions: the Dutch input-output network
Leonardo Niccolò Ialongo, Camille de Valk, Emiliano Marchese +4
Recent crises have shown that the knowledge of the structure of input-output networks at the firm level is crucial when studying economic resilience from the microscopic point of v…
AI Lifecycle Models Need To Be Revised. An Exploratory Study in Fintech
Mark Haakman, Luís Cruz, Hennie Huijgens +1
Tech-leading organizations are embracing the forthcoming artificial intelligence revolution. Intelligent systems are replacing and cooperating with traditional software components.…
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Ioannis Anagnostou, Tiziano Squartini, Drona Kandhai +1
One of the most challenging aspects in the analysis and modelling of financial markets, including Credit Default Swap (CDS) markets, is the presence of an emergent, intermediate le…
Path-Sensitive Atomic Commit: Local Coordination Avoidance for Distributed Transactions
Tim Soethout, Tijs van der Storm, Jurgen Vinju
Context: Concurrent objects with asynchronous messaging are an increasingly popular way to structure highly available, high performance, large-scale software systems. To ensure dat…
Reinforcement Learning for Personalized Dialogue Management
Floris den Hengst, Mark Hoogendoorn, Frank van Harmelen +1
Language systems have been of great interest to the research community and have recently reached the mass market through various assistant platforms on the web. Reinforcement Learn…
Polar decomposition of regularly varying time series in star-shaped metric spaces
Johan Segers, Yuwei Zhao, Thomas Meinguet
There exist two ways of defining regular variation of a time series in a star-shaped metric space: either by the distributions of finite stretches of the series or by viewing the w…
Deformations of and modular semisimple Lie algebras with a solvable maximal subalgebra
Pasha Zusmanovich
In one of his last papers, Boris Weisfeiler proved that if modular semisimple Lie algebra possesses a solvable maximal subalgebra which defines in it a long filtration, then associ…