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Thilo Reintjes

Publications and source records attributed to Thilo Reintjes.

2 recordsLinked to original sources

LegacyWorld: Atomicity-Aware Evaluation of GUI Agents for Legacy Workflows

Legacy and legacy-like enterprise systems often remain difficult to modernize because critical workflows expose limited programmable interfaces and still require manual GUI interaction. This paper reports a pre-deployment evaluation study motivated by the development of legacy-use, an industry-oriented framework for automating such workflows with multimodal LLM agents. During framework development, domain experts helped identify stateful workflows where successful demos are not sufficient: a failed agent run may still leave persistent invalid changes in business or healthcare records. We therefore evaluate computer-use agents using atomicity: a run should either complete the intended workflow correctly or fail without unintended persistent side effects. We construct a domain-expert-informed benchmark of 28 Windows GUI workflows, each specified with an initial state, goal state, and task-specific validator. We compare expert-crafted prompts with prompts generated from screen recordings of expert golden-path executions. Across six hosted computer-use agents, our results show that useful completion, safe failure, and non-atomic side effects are distinct operational profiles. We conclude that workflow capture, state validators, and atomicity-aware acceptance tests should be first-class requirements for AI-based legacy workflow automation.

cs.SE

Automatic Identification and Classification of Share Buybacks and their Effect on Short-, Mid- and Long-Term Returns

This thesis investigates share buybacks, specifically share buyback announcements. It addresses how to recognize such announcements, the excess return of share buybacks, and the prediction of returns after a share buyback announcement. We illustrate two NLP approaches for the automated detection of share buyback announcements. Even with very small amounts of training data, we can achieve an accuracy of up to 90%. This thesis utilizes these NLP methods to generate a large dataset consisting of 57,155 share buyback announcements. By analyzing this dataset, this thesis aims to show that most companies, which have a share buyback announced are underperforming the MSCI World. A minority of companies, however, significantly outperform the MSCI World. This significant overperformance leads to a net gain when looking at the averages of all companies. If the benchmark index is adjusted for the respective size of the companies, the average overperformance disappears, and the majority underperforms even greater. However, it was found that companies that announce a share buyback with a volume of at least 1% of their market cap, deliver, on average, a significant overperformance, even when using an adjusted benchmark. It was also found that companies that announce share buybacks in times of crisis emerge better than the overall market. Additionally, the generated dataset was used to train 72 machine learning models. Through this, it was able to find many strategies that could achieve an accuracy of up to 77% and generate great excess returns. A variety of performance indicators could be improved across six different time frames and a significant overperformance was identified. This was achieved by training several models for different tasks and time frames as well as combining these different models, generating significant improvement by fusing weak learners, in order to create one strong learner.

q-fin.CP