121,920 research outputs found

    Generating Tests from {B} Specifications and Test Purposes

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    International audienceThis paper is about generating tests from test purposes, in addition to structural tests. We present a method that re-uses a behavioural model and an abstract test concretization layer developed for structural testing, and relies on additional test purposes. We propose, in the B framework, a process of test generation that uses the symbolic animation mechanisms of LTG (Leirios Test Generator) based on constraint solving, and guided by the test purposes. We build for that a B animable model that is the synchronized product of a behavioural B abstract model and a test purpose described as a labelled transition system. We prove the correctness of this method, and illustrate it by means of the IAS case study. IAS is a smart-card application dedicated to the operations of Identification, Authentication and electronic Signature

    Evaluating covariance matrix forecasts in a value-at-risk framework

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    Covariance matrix forecasts of financial asset returns are an important component of current practice in financial risk management. A wide variety of models, ranging from matrices of simple summary measures to covariance matrices implied from option prices, are available for generating such forecasts. In this paper, we evaluate the relative accuracy of different covariance matrix forecasts using standard statistical loss functions and a value-at-risk (VaR) framework. This framework consists of hypothesis tests examining various properties of VaR models based on these forecasts as well as an evaluation using a regulatory loss function. ; Using a foreign exchange portfolio, we find that implied covariance matrix forecasts appear to perform best under standard statistical loss functions. However, within the economic context of a VaR framework, the performance of VaR models depends more on their distributional assumptions than on their covariance matrix specification. Of the forecasts examined, simple specifications, such as exponentially-weighted moving averages of past observations perform best with regard to the magnitude of VaR exceptions and regulatory capital requirements. These results provide empirical support for the commonly-used VaR models based on simple covariance matrix forecasts and distributional assumptions.Financial markets ; Risk ; Econometric models ; Forecasting

    JWalk: a tool for lazy, systematic testing of java classes by design introspection and user interaction

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    Popular software testing tools, such as JUnit, allow frequent retesting of modified code; yet the manually created test scripts are often seriously incomplete. A unit-testing tool called JWalk has therefore been developed to address the need for systematic unit testing within the context of agile methods. The tool operates directly on the compiled code for Java classes and uses a new lazy method for inducing the changing design of a class on the fly. This is achieved partly through introspection, using Java’s reflection capability, and partly through interaction with the user, constructing and saving test oracles on the fly. Predictive rules reduce the number of oracle values that must be confirmed by the tester. Without human intervention, JWalk performs bounded exhaustive exploration of the class’s method protocols and may be directed to explore the space of algebraic constructions, or the intended design state-space of the tested class. With some human interaction, JWalk performs up to the equivalent of fully automated state-based testing, from a specification that was acquired incrementally

    Is There Seasonality in Pakistan’s Merchandise Exports and Imports? The Univariate Modelling Approach

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    This paper investigates the existence of seasonal patterns in the quarterly merchandise export and import data of Pakistan from 1982: 1 to 2002: 1. Unit root tests are applied to determine whether the seasonal component in each variable exhibits stochastic non-stationarity. Deterministic and stochastic effects are isolated and quantified. Few alternate DGP specifications are identified, fitted and tested for their outof- sample forecasting performance. A tentative finding is that deterministic effects are relatively more important than stochastic ones. However, integrated models, i.e., ARIMA, mixed ARIMA, and ARIMA-GARCH, outperform deterministic models with respect to forecasting

    A subset of precise UML for Model-based Testing

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    This paper presents an original model-based testing approach that takes a UML behavioural view of the system under test and automatically generates test cases and executable test scripts according to model coverage criteria. This approach is embedded in the LEIRIOS Test Designer tool and is currently deployed in domains such as Enterprise IT and electronic transaction applications. This model-based testing approach makes it possible to automatically produce the traceability matrix from requirements to test cases as part of the test generation process. This paper defines the subset of UML used for model-based testing and illustrates it using a small example

    Automatic Test Generation for Space

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    The European Space Agency (ESA) uses an engine to perform tests in the Ground Segment infrastructure, specially the Operational Simulator. This engine uses many different tools to ensure the development of regression testing infrastructure and these tests perform black-box testing to the C++ simulator implementation. VST (VisionSpace Technologies) is one of the companies that provides these services to ESA and they need a tool to infer automatically tests from the existing C++ code, instead of writing manually scripts to perform tests. With this motivation in mind, this paper explores automatic testing approaches and tools in order to propose a system that satisfies VST needs
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