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Geospatial observations combined with computational models have become key to understanding the physical systems of our environment and enable the design of best practices to reduce societal harm. Cloud-based deployments help to scale up…
An adaptive guidance system that supports equipment operators requires a comprehensive model, which involves a variety of user behaviors that considers different skill and knowledge levels, as well as rapid-changing task situations. In the…
Programs that process data that reside in files are widely used in varied domains, such as banking, healthcare, and web-traffic analysis. Precise static analysis of these programs in the context of software verification and transformation…
Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection…
This study provides a consistent and efficient pricing method for both Standard & Poor's 500 Index (SPX) options and the Chicago Board Options Exchange's Volatility Index (VIX) options under a multiscale stochastic volatility model. To…
The software process model consists of a set of activities undertaken to design, develop and maintain software systems. A variety of software process models have been designed to structure, describe and prescribe the software development…
The thesis discusses topics related to the development of business process management systems. Business process management systems have evolved on the basis of workflow management systems through incremental inclusion of standard…
The development process of scientific applications is largely dependent on scientific progress and the experimental research results. Thus, dealing with frequent changes is one of the main problems faced by the developers of scientific…
We study existence and uniqueness of the fixed points solutions of a large class of non-linear variable discounted transfer operators associated to a sequential decision-making process. We establish regularity properties of these solutions,…
With the continuous development of business process management technology, the increasing business process models are usually owned by large enterprises. In large enterprises, different stakeholders may modify the same business process…
The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with…
Background: Software Process Simulation (SPS) has become an effective tool for software process management and improvement. However, its adoption in industry is less than what the research community expected due to the burden of measurement…
Variability-aware computing is the efficient application of programs to different sets of inputs that exhibit some variability. One example is program analyses applied to Software Product Lines (SPLs). In this paper we present the design…
This paper describes a new approach to experimentally estimate the application schedulability for various processor frequencies. We use additional workload generated by an artificial high priority routine to simulate the frequency decrease…
Variable selection is considered in the setting of supervised binary classification with functional data $\{X(t),\ t\in[0,1]\}$. By "variable selection" we mean any dimension-reduction method which leads to replace the whole trajectory…
Software process improvement (SPI) is a means to an end, not an end in itself (e.g., a goal is to achieve shorter time to market and not just compliance to a process standard). Therefore, SPI initiatives ought to be streamlined to meet the…
Cyber-Physical Production Systems (CPPS) are long-living and mechatronic systems, which include mechanics, electrics/electronics and software. The interdisciplinary nature combined with challenges and trends in the context of Industry 4.0…
Many enterprise software systems provide complex Graphical User Interfaces (GUIs) that need robust architectural patterns for well-structured software design. However, popular GUI architectural patterns like Model-View-ViewModel (MVVM)…
We investigate an application in the automatic tuning of computer codes, an area of research that has come to prominence alongside the recent rise of distributed scientific processing and heterogeneity in high-performance computing…
A workflow describes the entirety of processing steps in an analysis, such as employed in many fields of physics. Workflow management makes the dependencies between individual steps of a workflow and their computational requirements…