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Martin Auer    Dr,  Dipl Ing,  Mag,  MA

Consulting
Quantitative Finance, Market and Credit Risk, IT
martin@auer.net

Research Affiliate
Software Technology & Interactive Systems, TU Vienna
martin.auer@tuwien.ac.at

Publications

Book

• M. Auer, Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer, Springer, 2018 (value-at-risk.com or expected-shortfall.com, Springer, Amazon)

Journals and refereed conference proceedings

• A. Fuernweger, M. Auer, S. Biffl, Software Evolution of Legacy Systems: A Case Study of Soft-Migration, Proceedings of the 18th International Conference on Enterprise Information Systems (ICEIS 2016), Rome, April, 2016
• L. Meyer, M.Auer, M. Klemen, S. Biffl, Hidden Price of User Authentication: Cost Analysis and Stakeholder Motivation, Proceedings of the 6th International Conference on Availability, Reliability and Security (ARES 2011), Vienna, August, 2011
• M. Auer, S. Biffl, A Software Modeling Capability Proxy Metric, Proceedings of the 5th International Conference on Research Challenges in Information Science (RCIS 2011), Gosier, May, 2011
• M. Auer, J. Poelz, S. Biffl, End-User Development in a Graphical User Interface Setting, Proceedings of the 11th International Conference on Enterprise Information Systems (ICEIS 2009), Milan, May, 2009 (PDF)
• M. Auer, S. Biffl, Fast and Flexible Libor Model Pricing: Two-Stage Monte Carlo and On-the-Fly Payoff Processing, Proceedings of the 3rd International Conference on Computational Finance, Cádiz, May, 2008
• M. Auer, L. Meyer, S. Biffl, Explorative UML Modeling: Comparing the Usability of UML Tools, Proceedings of the 9th International Conference on Enterprise Information Systems (ICEIS 2007), Madeira, June, 2007
• M. Auer, A. Trendowicz, B. Graser, E. Haunschmid, S. Biffl, Optimal Project Feature Weights in Analogy-Based Cost Estimation: Improvement and Limitations, IEEE Transactions on Software Engineering, vol. 32, no. 2, February 2006 (PDF)
• M. Auer, C. Becker, A. Rauber, S. Biffl, Implicit Analogy-Based Cost Estimation Using Textual Use Case Similarities, Proceedings of the 2nd International Conference on Intelligent Computing and Information Systems (ICICIS 2005), Cairo, March, 2005
• M. Auer, Analogy-Based Cost Estimation: Increasing Explicability, Effectiveness and Efficiency, PhD thesis, Vienna University of Technology, 2004
• M. Auer, S. Biffl, Increasing the Accuracy and Reliability of Analogy-Based Cost Estimation Techniques with Extensive Project Feature Dimension Weighting, Proceedings of the ACM-IEEE International Symposium on Empirical Software Engineering (ISESE 2004), Redondo Beach, August, 2004
• M. Auer, B. Graser, S. Biffl, Visualizing Software Project Analogies to Support Cost Estimation, Proceedings of the 6th International Conference on Enterprise Information Systems (ICEIS 2004), Porto, April, 2004
• S. Biffl, M. Heindl, M. Auer, M. Halling, Tool Support for A Risk Management Process - An Empirical Study on Effectiveness and Efficiency, Proceedings of the IASTED International Conference on Software Engineering (SE 2004), Innsbruck, February, 2004
• M. Auer, B. Graser, S. Biffl, An Approach to Visualizing Empirical Software Project Portfolio Data Using Multidimensional Scaling, Proceedings of the IEEE International Conference on Information Reuse and Integration (IRI 2003), Las Vegas, October, 2003
• M. Auer, T. Tschurtschenthaler, S. Biffl, A Flyweight UML Modeling Tool for Software Development in Heterogeneous Environments, Proceedings of EUROMICRO 2003, Antalya, September, 2003
• M. Auer, B. Graser, S. Biffl, A Survey on the Fitness of Commercial Software Metric Tools for Service in Heterogeneous Environments: Common Pitfalls, Proceedings of the 9th IEEE International Software Metrics Symposium (METRICS 2003), Sydney, September, 2003
• H. Karner, M. Auer, C. W. Ueberhuber, Multiply-Add Optimized FFT Kernels, Math. Models Methods Appl. Sci., 11 (2001), pp. 105-117 (PDF)

Technical reports and workshop contributions

• M. Auer, Short Note on Correlation in a Hull-White Tree, ICFE 2009, London, July, 2009 (PDF)
• M. Auer, L. Meyer, S. Biffl, An Approach for Testing the Usability of UML Tools, Tech. Report TU:IFS:QSE 07-001, March, 2007
• B. Graser, M. Auer, S. Biffl, An Overview on Commercial Software Project Planning and Monitoring Tools, Tech. Report TU:IFS:QSE 03-002, February, 2003
• M. Auer, A Software Metric Pattern Dialect, Proc. of Viking PloP, Helsingør, September, 2002
• M. Auer, Translating Measurement Patterns to Software Metrics, Tech. Report 02-08, Institute of Software Technology, Vienna University of Technology, September, 2002
• M. Auer, Software Decisions with Pattern Relations, Proc. of Sugarloaf PLoP, Pousada Capim Limão, August, 2002
• M. Auer, Measuring the Whole Software Process: A Simple Metric Data Exchange Format and Protocol, Proc. of 6th ECOOP Workshop on Quantitative Approaches in Object-Oriented Software Engineering (QAOOSE 2002), Málaga, June 11th, 2002
• M. Auer, XML-Based Metric Data Handling, Tech. Report 02-04, Institute of Software Technology, Department of Software Engineering, Vienna University of Technology, March, 2002
• M. Auer, F. Franchetti, H. Karner, C. W. Ueberhuber, Performance Evaluation of FFT Algorithms Using Performance Counters, Tech. Report AURORA TR1998-20, Institute for Applied and Numerical Mathematics, Vienna University of Technology, 1998
• M. Auer, R. Benedik, F. Franchetti, H. Karner, P. Kristoefel, R. Schachinger, A. Slateff, C. W. Ueberhuber, Performance Evaluation of FFT Routines - Machine Independent Serial Programs, Tech. Report AURORA TR1999-05, Institute for Applied and Numerical Mathematics, Vienna University of Technology, 1999
• H. Karner, M. Auer, C. W. Ueberhuber, Accelerating FFTW by Multiply-Add Optimization, Tech. Report AURORA TR1999-13, Institute for Applied and Numerical Mathematics, Vienna University of Technology, 1999
• H. Karner, M. Auer, C. W. Ueberhuber, Top Speed FFTs for FMA Architectures, Tech. Report AURORA TR1998-16, Institute for Applied and Numerical Mathematics, Vienna University of Technology, 1998
• H. Karner, M. Auer, C. W. Ueberhuber, Optimum Complexity FFT Algorithms for RISC Processors, Tech. Report AURORA TR1998-03, Institute for Applied and Numerical Mathematics, Vienna University of Technology, 1998

Projects

• UMLet - open-source UML tool
• UMLetino - web-based UML tool
• MonteCarlito - Excel add-in for Monte Carlo simulation
• SQLet - command line SQL tool for direct queries on text file

Reviewer for

• IEEE Transactions on Software Engineering
• ACM Transactions on Software Engineering and Methodology
• Journal of Systems and Software
• Information and Software Technology
• IEEE Transactions on Systems, Man, and Cybernetics
• Automated Software Engineering Journal
• International Conference on Computer Engineering and Systems
• World Multi-Conference on Systemics, Cybernetics and Informatics