Search results for "Methods"
showing 10 items of 4526 documents
Supporting Agile Development by Facilitating Natural User Interaction with Executable Formal Specifications
2011
Agile development benefits from fast feedback from various stakeholders. If implemented in a suitable way, formal methods can enhance the agile development process. With an executable formal specification, it is possible to analyse and simulate the behaviour of the target system before it is being built. However, for the users' and developers' natural participation in the development process, it is necessary to use a real end-user interface and bind it to the execution environment being used in the simulations and animations. This requires, though, that the execution model used to simulate the specification is appropriately changed to facilitate the use of these user interfaces. The authors…
E-NAUTILUS: A decision support system for complex multiobjective optimization problems based on the NAUTILUS method
2015
Interactive multiobjective optimization methods cannot necessarily be easily used when (industrial) multiobjective optimization problems are involved. There are at least two important factors to be considered with any interactive method: computationally expensive functions and aspects of human behavior. In this paper, we propose a method based on the existing NAUTILUS method and call it the Enhanced NAUTILUS (E-NAUTILUS) method. This method borrows the motivation of NAUTILUS along with the human aspects related to avoiding trading-off and anchoring bias and extends its applicability for computationally expensive multiobjective optimization problems. In the E-NAUTILUS method, a set of Pareto…
Collaborative EA Information Elicitation Method : The IEM for Business Architecture
2015
This study contributes to the enterprise architecture (EA) methodologies by suggesting a method for eliciting architecture requirements: gathering both the current architecture information, and the development needs and requirements for the business architecture (BA) dimension in EA planning. Most of all EA dimensions, the developing of the BA requires collaboration with various non-IT stakeholders. It presents thus challenges to the IT department, or the consultancy involved in EA related efforts. The contribution of the various stakeholder groups as informants is, however, crucial to well founded EA design decisions. The suggested method takes related IS development fields as starting poi…
Formal specification of open standards and the case of RSS v2.0
2014
Open standardization seems to be very popular among software developers as it makes the standard's adoption by the software engineering community easier and smoother. Formal specification methods, on the other hand, while very promising, are being adopted by protocol engineers very slowly; the industry seems to have little motivation to move into this, almost unknown, territory.In this paper the authors present the i) idea of applying formal methods (formal specification techniques) to open standards' specifications, and ii) an example of a formal specification of open standards, RSS v2.0 in particular. The authors support and provide evidence for the advantages of the open standards formal…
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2017
Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models
2016
American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed
A New Augmented Lagrangian Approach for $L^1$-mean Curvature Image Denoising
2015
Variational methods are commonly used to solve noise removal problems. In this paper, we present an augmented Lagrangian-based approach that uses a discrete form of the L1-norm of the mean curvature of the graph of the image as a regularizer, discretization being achieved via a finite element method. When a particular alternating direction method of multipliers is applied to the solution of the resulting saddle-point problem, this solution reduces to an iterative sequential solution of four subproblems. These subproblems are solved using Newton’s method, the conjugate gradient method, and a partial solution variant of the cyclic reduction method. The approach considered here differs from ex…
Do videowikis on the web support better (constructivist) learning in the basics of information systems science?
2012
This paper describes the combination of a wiki and screen capture videos as a complementary addition to conventional lectures in an information management and information systems development course. Our basis was collaborative problem-based learning with the problems defined by students. The idea was that students were expected to find concepts or issues from four lecture themes which are not well-defined or clarified for them. The students worked in small groups of two or three students or they completed the coursework individually. First, the students selected the theme which was most unclear for them. Second, the students selected the problematic things from this area and created the pre…
Continuous Requirements Risk Profiling in Information Systems Development
2015
With the increasing adoption of agile, lean, and iterative development methods, information systems development (ISD) has become continuous, meaning that system development moves rapidly from release to release. This means that work practices and challenges that practitioners face have changed. Despite these changes, requirements development is still critical in ISD. However, IS literature is silent on how to manage requirements-related risks in the practice of continuous IS development. To fill this gap, we propose a continuous requirements risk profiling method. The study is informed by design science research methodology, and we apply focus group interviews and a Delphi study for data co…