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SIAMCO
2011
15 years 1 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
ICS
2011
Tsinghua U.
14 years 10 months ago
Scalable fine-grained call path tracing
Applications must scale well to make efficient use of even medium-scale parallel systems. Because scaling problems are often difficult to diagnose, there is a critical need for sc...
Nathan R. Tallent, John M. Mellor-Crummey, Michael...
ICSE
2008
IEEE-ACM
16 years 7 months ago
The effect of the number of inspectors on the defect estimates produced by capture-recapture models
Inspections can be made more cost-effective by using capturerecapture methods to estimate post-inspection defects. Previous capture-recapture studies of inspections used relativel...
Gursimran Singh Walia, Jeffrey C. Carver, Nachiapp...
ICSE
2008
IEEE-ACM
16 years 7 months ago
Data flow testing of service-oriented workflow applications
WS-BPEL applications are a kind of service-oriented application. They use XPath extensively to integrate loosely-coupled workflow steps. However, XPath may extract wrong data from...
Lijun Mei, W. K. Chan, T. H. Tse
ICSE
2008
IEEE-ACM
16 years 7 months ago
Clone detection in automotive model-based development
Model-based development is becoming an increasingly common development methodology. In important domains like embedded systems already major parts of the code are generated from m...
Benjamin Hummel, Bernhard Schätz, Elmar J&uum...