Financial decision making involves uncertainty and consequently risk. It is well known that asset return forecasts and risk estimates are inherently inaccurate. The inaccuracy in forecasting and estimation can be addressed through the specification of rival scenarios. In this paper, we extend the multi-period mean-variance portfolio optimization and asset liability management problems to the ro...

Abstract—In this paper, the influence of diversity-related factors on the design of collaborative scenarios is analysed. Based on the evaluation, a framework for simulating human-robot-collaboration is presented that considers both human factors as well as the overall system performance. The implementation of the model is shown on a real-life scenario from industry and validated in terms of tra...

Process manager plays the central role in crisis management. In order to capture the intentions of the process manager, the process should be specified at a strategic level. In order to analyze how these intentions are fulfilled during the process execution, the process should be specified at an operational level. Whereas the variety of techniques for goal modeling and process modeling is prese...

We present a noisy-OR Bayesian network model for simulation-based training, and an efficient search-based algorithm for automatic synthesis of plausible training scenarios from constraint specifications. This randomized algorithm for approximate causal inference is shown to outperform other randomized methods, such as those based on perturbation of the maximally plausible scenario. It has the a...

Currently and in the future, users demand for ubiquitous network connection to interact with the world. Moreover, the mobile devices are increasingly widespread and are better equipped in terms of access connections and services support. Mobility management is therefore an intrinsic feature of mobile networks; however, it is not yet ready to support the so called Userprovided networks (UPNs), w...

Model management is a framework for supporting meta-data related applications where models and mappings are manipulated as first class objects using operations such as Match, Merge, ApplyFunction, and Compose. To demonstrate the approach, we show how to use model management in two scenarios related to loading data warehouses. The case study illustrates the value of model management as a methodo...

Knowledge Management (KM) has developed at an unsually fast rate as a field of practice and learning. This paper tracks the seeds of the movement, the institutionalization process and some early signs of the role it might eventually play in the emergence of a global consciousness. Three business drivers for the fast growth of the KM movement are identified and dimensioned: i) the shrinking cycl...

Nowadays, the number of users relying on broadband wireless connectivity while riding public transportation vehicles is increasing significantly. One of the promising solutions is to deploy moving base stations on public transportation vehicles to form moving networks (MNs) to serve these vehicular users inside the vehicles. In this paper, we study the benefits and challenges in deploying MNs i...