Enabling a direct path from end-user specifications to executable protocols in a biology laboratory environment

Biomedical analyses are becoming increasingly complex, with respect to both the type of the data to be produced and the procedures to be executed. This trend is expected to continue in the future. The development of information and protocol management systems that can sustain this challenge is therefore becoming an essential enabling factor for all actors in the field. The use of custom-built solutions that require the biology domain expert to acquire or procure software engineering expertise in the development of the laboratory infrastructure is not fully satisfactory because it incurs undesirable mutual knowledge dependencies between the two camps. We propose instead an infrastructure concept that enables the domain experts to express laboratory protocols using proper domain knowledge, free from the incidence and mediation of the software implementation artefacts. In the system that we propose this is made possible by basing the modelling language on an authoritative domain specific ontology and then using modern model-driven architecture technology to transform the user models in software artefacts ready for execution in a multi-agent based execution platform specialized for biomedical laboratories.

Towards Unstructured Knowledge Integration in Natural Language Processing

In the last decades, Artificial Intelligence has witnessed multiple breakthroughs in deep learning. In particular, purely data-driven approaches have opened to a wide variety of successful applications due to the large availability of data. Nonetheless, the integration of prior knowledge is still required to compensate for specific issues like lack of generalization from limited data, fairness, robustness, and biases. In this thesis, we analyze the methodology of integrating knowledge into deep learning models in the field of Natural Language Processing (NLP). We start by remarking on the importance of knowledge integration. We highlight the possible shortcomings of these approaches and investigate the implications of integrating unstructured textual knowledge. We introduce Unstructured Knowledge Integration (UKI) as the process of integrating unstructured knowledge into machine learning models. We discuss UKI in the field of NLP, where knowledge is represented in a natural language format. We identify UKI as a complex process comprised of multiple sub-processes, different knowledge types, and knowledge integration properties to guarantee. We remark on the challenges of integrating unstructured textual knowledge and bridge connections with well-known research areas in NLP. We provide a unified vision of structured knowledge extraction (KE) and UKI by identifying KE as a sub-process of UKI. We investigate some challenging scenarios where structured knowledge is not a feasible prior assumption and formulate each task from the point of view of UKI. We adopt simple yet effective neural architectures and discuss the challenges of such an approach. Finally, we identify KE as a form of symbolic representation. From this perspective, we remark on the need of defining sophisticated UKI processes to verify the validity of knowledge integration. To this end, we foresee frameworks capable of combining symbolic and sub-symbolic representations for learning as a solution.

A Unified Model for XVA, including Interest Rates and Rating

We start in Chapter 2 to investigate linear matrix-valued SDEs and the Itô-stochastic Magnus expansion. The Itô-stochastic Magnus expansion provides an efficient numerical scheme to solve matrix-valued SDEs. We show convergence of the expansion up to a stopping time τ and provide an asymptotic estimate of the cumulative distribution function of τ. Moreover, we show how to apply it to solve SPDEs with one and two spatial dimensions by combining it with the method of lines with high accuracy. We will see that the Magnus expansion allows us to use GPU techniques leading to major performance improvements compared to a standard Euler-Maruyama scheme. In Chapter 3, we study a short-rate model in a Cox-Ingersoll-Ross (CIR) framework for negative interest rates. We define the short rate as the difference of two independent CIR processes and add a deterministic shift to guarantee a perfect fit to the market term structure. We show how to use the Gram-Charlier expansion to efficiently calibrate the model to the market swaption surface and price Bermudan swaptions with good accuracy. We are taking two different perspectives for rating transition modelling. In Section 4.4, we study inhomogeneous continuous-time Markov chains (ICTMC) as a candidate for a rating model with deterministic rating transitions. We extend this model by taking a Lie group perspective in Section 4.5, to allow for stochastic rating transitions. In both cases, we will compare the most popular choices for a change of measure technique and show how to efficiently calibrate both models to the available historical rating data and market default probabilities. At the very end, we apply the techniques shown in this thesis to minimize the collateral-inclusive Credit/ Debit Valuation Adjustments under the constraint of small collateral postings by using a collateral account dependent on rating trigger.