124,383 research outputs found

    Digital Dissemination Platform of Transportation Engineering Education Materials Founded in Adoption Research

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    INE/AUTC 14.0

    Tasks, cognitive agents, and KB-DSS in workflow and process management

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    The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. The nonparametric spot interest rate process is estimated from the observed short-term interest rates following a robust estimation procedure and the market price of interest rate risk is estimated as implied from the historical term structure data. That is, instead of imposing a priori restrictions on the model, data are allowed to speak for themselves, and at the same time the model retains a parsimonious structure and the computational tractability. The model is implemented using historical Canadian interest rate term structure data. The parametric models with closed form solutions for bond and bond option prices, namely the Vasicek (1977) and CIR (1985) models, are also estimated for comparison purpose. The empirical results not only provide strong evidence that the traditional spot interest rate models and market prices of interest rate risk are severely misspecified but also suggest that different model specifications have significant impact on term structure dynamics and prices of interest rate derivative securities.

    Advanced security infrastructures for grid education

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    This paper describes the research conducted into advanced authorization infrastructures at the National e-Science Centre (NeSC) at the University of Glasgow and their application to support a teaching environment as part of the Dynamic Virtual Organisations in e-Science Education (DyVOSE) project. We outline the lessons learnt in teaching Grid computing and rolling out the associated security authorisation infrastructures, and describe our plans for a future, extended security infrastructure for dynamic establishment of inter-institutional virtual organisations (VO) in the education domain

    Business process and practice alignment meta-model

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    Business Process Modelling (BPM) is one of the most important phases of information system design. Business Process meta-models allow capturing informational and behavioural aspects of business processes. Unfortunately, standard business process meta-modelling approaches, such as the Business Process Model and Notation (BPMN) Meta-model, Quality-Oriented Business Process Meta-Model (QOBPM) and Transactional Meta-Model for Business Process (TMBP) focus just on process description, providing different business process models. According to these meta-modelling approaches, it is not possible to compare and identify related daily practices in order to improve business process models. This lack of information recognizes that further research in Business Process (BP) meta-model is needed to reflect the evolution/change on software processes. Considering this limitation in BP meta-modelling, this paper presents a comparative study of the most recognized business process meta-models approaches and introduces a new BP meta-model designed by Business Process and Practice Alignment Meta-model (BPPAMeta-model). Our intention is to present observed problems in existing approaches and propose a business process meta-model that addresses features related to the alignment between daily work practices and business process descriptions. (C) 2015 The Authors. Published by Elsevier B.V
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