Related papers: On the Use of Variability Operations in the V-Mode…

Forecasting the volatility of financial assets is essential for various financial applications. This paper addresses the challenging task of forecasting the volatility of financial assets with limited historical data, such as new issues or…

Evolving a software process model without a retrospective and, in consequence, without an understanding of the process evolution, can lead to severe problems for the software development organization, e.g., inefficient performance as a…

Mounting empirical evidence suggests that the observed extreme prices within a trading period can provide valuable information about the volatility of the process within that period. In this paper we define a class of stochastic volatility…

The class of linear pentapods with a simple singularity variety is obtained by imposing architectural restrictions on the design in such a way that the manipulators singularity variety is linear in orientation position variables. It turns…

In industrial systems, certain process variables that need to be monitored for detecting faults are often difficult or impossible to measure. Soft sensor techniques are widely used to estimate such difficult-to-measure process variables…

Requirement volatility is an issue in software engineering in general, and in Web-based clinical applications in particular, which often originates from an incomplete knowledge of the domain of interest. With advances in the health science,…

The understanding of source code in large-scale software systems poses a challenge for developers. The role of expertise in source code becomes critical for identifying developers accountable for substantial changes. However, in the context…

Today, there are Process-Aware Information Systems (PAIS) with a set of business process models which vary over time to meet the new requirements. In a competitive environment, the key challenge of enterprises is to reduce the cost and time…

The usage of error handling in Solidity smart contracts is vital because smart contracts perform transactions that should be verified. Transactions that are not carefully handled, may lead to program crashes and vulnerabilities, implying…

Selecting optimal intervals of checkpointing an application is important for minimizing the run time of the application in the presence of system failures. Most of the existing efforts on checkpointing interval selection were developed for…

Steady-state process models are common in virtual flow meter applications due to low computational complexity, and low model development and maintenance cost. Nevertheless, the prediction performance of steady-state models typically…

Computational methods for assessing the likely impacts of mutations, known as variant effect predictors (VEPs), are widely used in the assessment and interpretation of human genetic variation, as well as in other applications like protein…

Using parallel embedded systems these days is increasing. They are getting more complex due to integrating multiple functionalities in one application or running numerous ones concurrently. This concerns a wide range of applications,…

Over recent decades, scenarios and scenario-based software/system engineering have been actively employed as essential tools to handle intricate problems, validate requirements, and support stakeholders' communication. However, despite the…

Consistency is one of the keys to maintainable source code and hence a successful software project. We propose a novel method of extracting the intent of programmers from source code of a large project (~300kLOC) and checking the semantic…

The success of software model checking depends on finding an appropriate abstraction of the subject program. The choice of the abstract domain and the analysis configuration is currently left to the user, who may not be familiar with the…

This paper describes an approach for user (e.g. SW architect) assisting in software processes. The approach observes the user's action and tries to predict his next step. For this we use approaches in the area of machine learning (sequence…

We study stochastic volatility models in which the volatility process is a positive continuous function of a continuous Volterra stochastic process. We state some pathwise large deviation principles for the scaled log-price.

Service-orientation is a promising paradigm that enables the engineering of large-scale distributed software systems using rigorous software development processes. The existing problem is that every service-oriented software development…

This paper addresses the challenges faced in large-volume trading, where executing substantial orders can result in significant market impact and slippage. To mitigate these effects, this study proposes a volatility-volume-based order…