Search results for "method"
showing 10 items of 13253 documents
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…
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…
Support vector machine integrated with game-theoretic approach and genetic algorithm for the detection and classification of malware
2013
Abstract. —In the modern world, a rapid growth of mali- cious software production has become one of the most signifi- cant threats to the network security. Unfortunately, wides pread signature-based anti-malware strategies can not help to de tect malware unseen previously nor deal with code obfuscation te ch- niques employed by malware designers. In our study, the prob lem of malware detection and classification is solved by applyin g a data-mining-based approach that relies on supervised mach ine- learning. Executable files are presented in the form of byte a nd opcode sequences and n-gram models are employed to extract essential features from these sequences. Feature vectors o btained are…
IMEX schemes for pricing options under jump–diffusion models
2014
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…