Qualita' del processo di sviluppo e manutenzione del software di configurazione e controllo di Reti Fotoniche: il caso di studio del Local Craft Terminal.

La presente tesi ha l’obiettivo di ottimizzare l’efficacia e l’efficienza di un processo di Manutenzione attraverso una Business Process Analysis. Nello specifico si sono applicate metodologie e tecniche tese alla diagnosi, alla verifica, alla misurazione delle perfomance al fine di verificare, in termini quantitativi, l’efficienza e l’efficacia dei processi. Il presente lavoro evidenzia e approfondisce concetti come il “modeling”, utilizzando l’estensione Eriksson Penker per UML, e “l’analisi dimensionale”, utilizzando l’approccio dei Key Performance Indicator (KPI). Nella tesi vengono affrontate le suddette tematiche, attraverso il caso di studio del processo di sviluppo e manutenzione di un prodotto destinato al controllo e alla configurazione di Apparati Fotonici. Il lavoro si articola in quattro fasi principali : 1)Modeling: sviluppo del modello di business attraverso le quattro Business View dell’estensione Eriksson-Penker per UML: - Business Vision View : definisce gli obiettivi del business; - Business Process View: definisce il flusso operativo e le interazioni tra processi e risorse; - Business Structure View: definisce l’organizzazione delle risorse; - Business Behavior View: definisce come evolvono le risorse; 2) Analisi Dimensionale: profilatura degli indicatori KPI e rilevamento dei risultati; 3) Diagnosi: Analisi dei risultati e individuazione di punti di debolezza e opportunità; 4) Re-Modeling: sviluppo del nuovo modello di business al fine di eliminare le cause dei problemi e cogliere le opportunità individuati nella fase precedente

Dissipation assisted Thouless pumping in the Rice-Mele model

We investigate the effect of dissipation from a thermal environment on topological pumping in the periodically-driven Rice-Mele model. We report that dissipation can improve the robustness of pumping quantisation in a regime of finite driving frequencies. Specifically, in this regime, a low-temperature dissipative dynamics can lead to a pumped charge that is much closer to the Thouless quantised value, compared to a coherent evolution. We understand this effect in the Floquet framework: dissipation increases the population of a Floquet band which shows a topological winding, where pumping is essentially quantised. This finding is a step towards understanding a potentially very useful resource to exploit in experiments, where dissipation effects are unavoidable. We consider small couplings with the environment and we use a Bloch-Redfield quantum master equation approach for our numerics: Comparing these results with an exact MPS numerical treatment we find that the quantum master equation works very well also at low temperature, a quite remarkable fact.Comment: 21 pages, 8 figure

Generative Adversarial Network to evaluate quantity of information in financial markets

Nowadays, the information obtainable from the markets are potentially limitless. Economic theory has always supported the possible advantage obtainable from having more information than competitors, however quantifying the advantage that these can give has always been a problem. In particular, in this paper we study the amount of information obtainable from the markets taking into account only the time series of the prices, through the use of a specific Generative Adversarial Network. We consider two types of financial instruments traded on the market, stocks and cryptocurrencies: the first are traded in a market subject to opening and closing hours, whereas cryptocurrencies are traded in a 24/7 market. Our goal is to use this GAN to be able to “convert” the amount of information that the different instruments can have in discriminative and predictive power, useful to improve forecast. Finally, we demonstrate that by using the initial dataset with the 5 most important feature useds by traders, the prices of cryptocurrencies present higher discriminatory and predictive power than stocks, while by adding a feature the situation can be completely reversed

How Boltzmann Entropy Improves Prediction with LSTM

In this paper we want to demonstrate how it is possible to improve the forecast by using Boltzmann entropy like the classic financial indicators, throught neural networks. In particular, we show how it is possible to increase the scope of entropy by moving from cryptocurrencies to equities and how this type of architectures highlight the link between the indicators and the information that they are able to contain

Forecasting financial time series with Boltzmann entropy through neural networks

Neural networks have recently been established as state-of-the-art in forecasting financial time series. However, many studies show how one architecture, the Long-Short Term Memory, is the most widespread in financial sectors due to its high performance over time series. Considering some stocks traded in financial markets and a crypto ticker, this paper tries to study the effectiveness of the Boltzmann entropy as a financial indicator to improve forecasting, comparing it with financial analysts’ most commonly used indicators. The results show how Boltzmann’s entropy, born from an Agent-Based Model, is an efficient indicator that can also be applied to stocks and cryptocurrencies alone and in combination with some classic indicators. This critical fact allows obtaining good results in prediction ability using Network architecture that is not excessively complex

Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach

In this paper we try to build a statistical ensemble to describe a cryptocurrency-based system, emphasizing an "affinity" between the system of agents trading in these currencies and statistical mechanics. We focus our study on the concept of entropy in the sense of Boltzmann and we try to extend such a definition to a model in which the particles are replaced by N agents completely described by their ability to buy and to sell a certain quantity of cryptocurrencies. After providing some numerical examples, we show that entropy can be used as an indicator to forecast the price trend of cryptocurrencies

Generative Adversarial Network for Market Hourly Discrimination

In this paper, we consider 2 types of instruments traded on the markets, stocks and cryptocurrencies. In particular, stocks are traded in a market subject to opening hours, while cryptocurrencies are traded in a 24-hour market. What we want to demonstrate through the use of a particular type of generative neural network is that the instruments of the non-timetable market have a different amount of information, and are therefore more suitable for forecasting. In particular, through the use of real data we will demonstrate how there are also stocks subject to the same rules as cryptocurrencies

Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach

In this paper we try to build a statistical ensemble to describe a cryptocurrency-based system, emphasizing an "affinity" between the system of agents trading in these currencies and statistical mechanics. We focus our study on the concept of entropy in the sense of Boltzmann and we try to extend such a definition to a model in which the particles are replaced by N agents completely described by their ability to buy and to sell a certain quantity of cryptocurrencies. After providing some numerical examples, we show that entropy can be used as an indicator to forecast the price trend of cryptocurrencies

Legal Management in der sich digital transformierenden Versicherungswirtschaft

Die Digitalisierungswelle breitet sich weiterhin über die davon besonders betroffene Versicherungswirtschaft aus. Seit einiger Zeit wird – im Zusammenhang mit diesbezüglichen Veränderungsprozessen – von der digitalen Transformation gesprochen. Bisherige Transformationsbestrebungen von grossen Versicherungsunternehmen sind als Vorbereitung auf eine noch tiefergreifende Veränderungsphase zu betrachten. Produkt-, Prozess- und gar Geschäftsmodellinnovationen werden die Entwicklungsabteilungen von Versicherungsunternehmen in den kommenden Jahren zunehmend beschäftigen. Derartige Change-Vorhaben können sich ebenfalls auf die Rechtsabteilung und damit auf das Legal Management auswirken. Darüber hinaus beschäftigen sich Rechtsabteilungen vermehrt damit, die Rechtsfunktion selbst den digitalen Gegebenheiten entsprechend zu optimieren. Die vorliegende Masterarbeit untersucht, welche Auswirkungen die gegenwärtig und künftig weiterhin stattfindende digitale Transformation der Versicherungsbranche auf das Legal Management von Versicherungsunternehmen in der Schweiz hat. Zur Erreichung der besagten Zielsetzung wurde eine Methodenkombination eingesetzt, die auf juristischen und betriebswirtschaftlichen Ansätzen basiert. Im Rahmen einer interdisziplinären Literaturanalyse wurden künftige Markttrends der Versicherungswirtschaft aufgezeigt, hernach zu erwartende rechtliche Herausforderungen herausgearbeitet und schliesslich davon abgeleitete Auswirkungen auf das Legal Management von Versicherungsunternehmen ergründet und interpretiert. Um der betriebsökonomischen Verankerung des Themas entsprechend Rechnung zu tragen und einen zusätzlichen Praxisbezug herzustellen, wurden – im Sinne einer empirischen Datenerhebung – Experteninterviews durchgeführt. Die Ergebnisse wurden in einem letzten Schritt interpretiert sowie mit den Ergebnissen der Literaturanalyse verglichen, kombiniert und diskutiert. Teil der finalen Erkenntnis ist die Feststellung, dass sich die digitale Transformation in vielerlei Hinsicht auf die Rechtsabteilung von Versicherungsunternehmen auswirkt. Das Aufgabenspektrum sämtlicher Teilaspekte des Legal Managements, wie insbesondere Legal Controlling, Legal Engineering und Legal Operations Management, wird sich voraussichtlich zunehmend ausweiten. Dadurch ergibt sich einerseits Wandlungsbedarf der Rechtsabteilung als Einheit und andererseits wandeln sich die Anforderungen an Mitarbeitende der Rechtsabteilung selbst.The digitization wave continues to spread across the insurance industry, which is particularly affected by it. For some time now, people have been talking about digital transformation in connection with change processes in this area. Previous transformation efforts by large insurance companies should be seen as preparation for an even more far-reaching phase of change. Product, process and even business model innovations will increasingly occupy the development departments of insurance companies in the coming years. Such change projects can also have an impact on the legal department and thus on legal management. In addition, legal departments are increasingly concerned with optimizing the legal function itself in line with the digital realities. This master's thesis examines the impact of the current and future digital transformation of the insurance industry on the legal management of insurance companies in Switzerland. To achieve the said objective, a combination of methods based on legal and business management approaches was used. Within the framework of an interdisciplinary literature analysis, future digital trends in the insurance industry were identified, expected legal challenges were then worked out, and finally the resulting effects on the legal management of insurance companies were explored and interpreted. In order to take account of the fact that the topic is anchored in business administration and to establish an additional practical reference, expert interviews were conducted in the sense of an empirical data collection. In a final step, the results were interpreted and compared, combined and discussed with the results of the literature analysis. Part of the final insight is that digital transformation is impacting the legal department of insurance companies in many ways. The range of tasks of all sub-aspects of legal management, such as legal controlling, legal engineering and legal operations management in particular, is expected to expand increasingly. On the one hand, this results in a need for change in the legal department as a unit, and on the other hand, the requirements for employees in the legal department itself are changing