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Scientific Software Engineering

Sphinx is a documentation tool for software projects that can create easily searchable HTML pages and excellent PDFs. It is well suited for documenting scientific code bases due to its support for LaTeX-style equations and numerous extensions for plots, diagrams and much more. It would be nice if we could integrate Sphinx with the common build system CMake so that we can automatically generate documentation. This blog describes an approach to do just that.

Documenting code is something nobody enjoys. But everyone agrees that some documentation is needed. What is the essential documentation and how can documenting be made easier?

In our practice as scientific software engineers at VORtech, we work for organizations that have computational software as an essential part of their intellectual capital. If successful, a computational software package can exist for many years and even decades. At the same time however, the code base grows and becomes more and more difficult to manage. This is part 3 of a series of blogs in which we discuss how to deal with legacy code.

In our practice as scientific software engineers at VORtech, we work for organizations that have computational software as an essential part of their intellectual capital. If successful, a computational software package can exist for many years and even decades. At the same time however, the code base grows and becomes more and more difficult to manage. This is part 2 of a series of blogs in which we discuss how to deal with legacy code.

In our practice as scientific software engineers at VORtech, we work for organizations that have computational software as an essential part of their intellectual capital. If successful, a computational software package can exist for many years and even decades. At the same time however, the code base grows and becomes more and more difficult to manage. This is part 1 of a series of blogs in which we discuss how to deal with legacy code.

Digital twins are the hype of the moment in automation. But the concept is rather ambiguous: people refer to it in many different ways. To bring some order in this confusion, I tried to find a classification of digital twins. It turns out that a single classification is not enough.

At VORtech we mostly work on extending and improving existing code. Let us explain why this is so important and how it works. 

Automatic trading, portfolio optimization, and insurance valuation were the topics of the first part of this blog. In this second part, we will further discuss the added value of technical experts in finance. We do this by looking at how credit data can be managed at banks, how algorithms can help to prevent future credit crises, and how data science can provide insights into mortgage loans. These three financial topics are very different at first glance. But they have some common parts: they benefit from a technical engineering solution, through mathematical techniques and scientific software.

Since the credit crisis, banks and insurers have become a lot more cautious. This can be seen from the financial models that are used: they are getting increasingly more ingenious and complex, partly due to new insights and stricter regulations. Risks of products are better assessed, more advanced investment strategies are implemented and more aspects are included in order to assess the financial market more realistically. The tendency is that more and more highly skilled engineers are hired to support this complex matter. These technical experts prove their value in finance. In this blog, we will go into this further based on a number of relevant finance projects that have been carried out at VORtech,.

Simulation of the world around us by numerical computation has improved a lot in the past decades. Together with Johan Dijkzeul we will look back at this period.