Search results for "etho"
showing 10 items of 14984 documents
A novel heuristic memetic clustering algorithm
2013
In this paper we introduce a novel clustering algorithm based on the Memetic Algorithm meta-heuristic wherein clusters are iteratively evolved using a novel single operator employing a combination of heuristics. Several heuristics are described and employed for the three types of selections used in the operator. The algorithm was exhaustively tested on three benchmark problems and compared to a classical clustering algorithm (k-Medoids) using the same performance metrics. The results show that our clustering algorithm consistently provides better clustering solutions with less computational effort.
On shape differentiation of discretized electric field integral equation
2013
Abstract This work presents shape derivatives of the system matrix representing electric field integral equation discretized with Raviart–Thomas basis functions. The arising integrals are easy to compute with similar methods as the entries of the original system matrix. The results are compared to derivatives computed with automatic differentiation technique and finite differences, and are found to be in an excellent agreement. Furthermore, the derived formulas are employed to analyze shape sensitivity of the input impedance of a planar inverted F-antenna, and the results are compared to those obtained using a finite difference approximation.
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…
Interface Detection Using a Quenched-Noise Version of the Edwards-Wilkinson Equation
2015
We report here a multipurpose dynamic-interface-based segmentation tool, suitable for segmenting planar, cylindrical, and spherical surfaces in 3D. The method is fast enough to be used conveniently even for large images. Its implementation is straightforward and can be easily realized in many environments. Its memory consumption is low, and the set of parameters is small and easy to understand. The method is based on the Edwards-Wilkinson equation, which is traditionally used to model the equilibrium fluctuations of a propagating interface under the influence of temporally and spatially varying noise. We report here an adaptation of this equation into multidimensional image segmentation, an…
Teaching programming by emphasizing self-direction: How did students react to the active role required of them?
2013
Lecturing is known to be a controversial form of teaching. With massed classrooms, in particular, it tends to constrain the active participation of students. One of the remedies applied to programming education is to use technology that can vitalize interaction in the classroom, while another is to base teaching increasingly on programming activities. In this article, we present the first results of an exploratory study, in which we teach programming without lectures, exams, or grades, by heavily emphasizing programming activity, and, in a pedagogical sense, student self-direction. This article investigates how students reacted to the active role required of them and what issues emerged in …
Guidelines for improving the contextual relevance of field surveys: the case of information security policy violations
2014
The information systems (IS) field continues to debate the relative importance of rigor and relevance in its research. While the pursuit of rigor in research is important, we argue that further effort is needed to improve practical relevance, not only in terms of topics, but also by ensuring contextual relevance. While content validity is often performed rigorously, validated survey instruments may still lack contextual relevance and be out of touch with practice. We argue that IS behavioral research can improve its practical relevance without loss of rigor by carefully addressing a number of contextual issues in instrumentation design. In this opinion article, we outline five guidelines – …
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
Iterative Methods for Pricing American Options under the Bates Model
2013
We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…