ML Anthology

SciFinance: A Program Synthesis Tool for Financial Modeling

Robert L. Akers, Ion Bica, Elaine Kant, Curt Randall, Robert L. Young
AAAI 2000 pp. 937-944
doi:10.1609/aimag.v22i2.1559 /aaai/2000/akers2000aaai-scifinance/

Abstract

www.scicomp.com The SciFinanceTM software synthesis system automates the programming task for financial risk management activities ranging from algorithms research to production pricing to risk control. Introduced commercially in late 1998, the system is currently licensed to a number of major investment banks. SciFinance’s high-level, extensible specification language, ASPEN, enables quantitative analysts to generate code from concise model descriptions that are written in application-specific and mathematical terminology. From these spec-ifications, typically one page or less, the system will pro-duce a C program thousands of lines long. The specification language’s abstractions help analysts focus on their primary tasks—model description, validation, and analysis—rather

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Text

Akers et al. "SciFinance: A Program Synthesis Tool for Financial Modeling." AAAI Conference on Artificial Intelligence, 2000. doi:10.1609/aimag.v22i2.1559

Markdown

[Akers et al. "SciFinance: A Program Synthesis Tool for Financial Modeling." AAAI Conference on Artificial Intelligence, 2000.](https://mlanthology.org/aaai/2000/akers2000aaai-scifinance/) doi:10.1609/aimag.v22i2.1559

BibTeX

@inproceedings{akers2000aaai-scifinance,
  title     = {{SciFinance: A Program Synthesis Tool for Financial Modeling}},
  author    = {Akers, Robert L. and Bica, Ion and Kant, Elaine and Randall, Curt and Young, Robert L.},
  booktitle = {AAAI Conference on Artificial Intelligence},
  year      = {2000},
  pages     = {937-944},
  doi       = {10.1609/aimag.v22i2.1559},
  url       = {https://mlanthology.org/aaai/2000/akers2000aaai-scifinance/}
}