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

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.

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

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.

Proof of concept of a workflow methodology for the creation of basic canine head anatomy veterinary education tool using augmented reality

Neuroanatomy can be challenging to both teach and learn within the undergraduate veterinary medicine and surgery curriculum. Traditional techniques have been used for many years, but there has now been a progression to move towards alternative digital models and interactive 3D models to engage the learner. However, digital innovations in the curriculum have typically involved the medical curriculum rather than the veterinary curriculum. Therefore, we aimed to create a simple workflow methodology to highlight the simplicity there is in creating a mobile augmented reality application of basic canine head anatomy. Using canine CT and MRI scans and widely available software programs, we demonstrate how to create an interactive model of head anatomy. This was applied to augmented reality for a popular Android mobile device to demonstrate the user-friendly interface. Here we present the processes, challenges and resolutions for the creation of a highly accurate, data based anatomical model that could potentially be used in the veterinary curriculum. This proof of concept study provides an excellent framework for the creation of augmented reality training products for veterinary education. The lack of similar resources within this field provides the ideal platform to extend this into other areas of veterinary education and beyond

An extensible benchmark and tooling for comparing reverse engineering approaches

Various tools exist to reverse engineer software source code and generate design information, such as UML projections. Each has specific strengths and weaknesses, however no standardised benchmark exists that can be used to evaluate and compare their performance and effectiveness in a systematic manner. To facilitate such comparison in this paper we introduce the Reverse Engineering to Design Benchmark (RED-BM), which consists of a comprehensive set of Java-based targets for reverse engineering and a formal set of performance measures with which tools and approaches can be analysed and ranked. When used to evaluate 12 industry standard tools performance figures range from 8.82\% to 100\% demonstrating the ability of the benchmark to differentiate between tools. To aid the comparison, analysis and further use of reverse engineering XMI output we have developed a parser which can interpret the XMI output format of the most commonly used reverse engineering applications, and is used in a number of tools

Model-driven design, simulation and implementation of service compositions in COSMO

The success of software development projects to a large extent depends on the quality of the models that are produced in the development process, which in turn depends on the conceptual and practical support that is available for modelling, design and analysis. This paper focuses on model-driven support for service-oriented software development. In particular, it addresses how services and compositions of services can be designed, simulated and implemented. The support presented is part of a larger framework, called COSMO (COnceptual Service MOdelling). Whereas in previous work we reported on the conceptual support provided by COSMO, in this paper we proceed with a discussion of the practical support that has been developed. We show how reference models (model types) and guidelines (design steps) can be iteratively applied to design service compositions at a platform independent level and discuss what tool support is available for the design and analysis during this phase. Next, we present some techniques to transform a platform independent service composition model to an implementation in terms of BPEL and WSDL. We use the mediation scenario of the SWS challenge (concerning the establishment of a purchase order between two companies) to illustrate our application of the COSMO framework

FixMiner: Mining Relevant Fix Patterns for Automated Program Repair

Patching is a common activity in software development. It is generally performed on a source code base to address bugs or add new functionalities. In this context, given the recurrence of bugs across projects, the associated similar patches can be leveraged to extract generic fix actions. While the literature includes various approaches leveraging similarity among patches to guide program repair, these approaches often do not yield fix patterns that are tractable and reusable as actionable input to APR systems. In this paper, we propose a systematic and automated approach to mining relevant and actionable fix patterns based on an iterative clustering strategy applied to atomic changes within patches. The goal of FixMiner is thus to infer separate and reusable fix patterns that can be leveraged in other patch generation systems. Our technique, FixMiner, leverages Rich Edit Script which is a specialized tree structure of the edit scripts that captures the AST-level context of the code changes. FixMiner uses different tree representations of Rich Edit Scripts for each round of clustering to identify similar changes. These are abstract syntax trees, edit actions trees, and code context trees. We have evaluated FixMiner on thousands of software patches collected from open source projects. Preliminary results show that we are able to mine accurate patterns, efficiently exploiting change information in Rich Edit Scripts. We further integrated the mined patterns to an automated program repair prototype, PARFixMiner, with which we are able to correctly fix 26 bugs of the Defects4J benchmark. Beyond this quantitative performance, we show that the mined fix patterns are sufficiently relevant to produce patches with a high probability of correctness: 81% of PARFixMiner's generated plausible patches are correct.Comment: 31 pages, 11 figure

Support for collaborative component-based software engineering

Collaborative system composition during design has been poorly supported by traditional CASE tools (which have usually concentrated on supporting individual projects) and almost exclusively focused on static composition. Little support for maintaining large distributed collections of heterogeneous software components across a number of projects has been developed. The CoDEEDS project addresses the collaborative determination, elaboration, and evolution of design spaces that describe both static and dynamic compositions of software components from sources such as component libraries, software service directories, and reuse repositories. The GENESIS project has focussed, in the development of OSCAR, on the creation and maintenance of large software artefact repositories. The most recent extensions are explicitly addressing the provision of cross-project global views of large software collections and historical views of individual artefacts within a collection. The long-term benefits of such support can only be realised if OSCAR and CoDEEDS are widely adopted and steps to facilitate this are described. This book continues to provide a forum, which a recent book, Software Evolution with UML and XML, started, where expert insights are presented on the subject. In that book, initial efforts were made to link together three current phenomena: software evolution, UML, and XML. In this book, focus will be on the practical side of linking them, that is, how UML and XML and their related methods/tools can assist software evolution in practice. Considering that nowadays software starts evolving before it is delivered, an apparent feature for software evolution is that it happens over all stages and over all aspects. Therefore, all possible techniques should be explored. This book explores techniques based on UML/XML and a combination of them with other techniques (i.e., over all techniques from theory to tools). Software evolution happens at all stages. Chapters in this book describe that software evolution issues present at stages of software architecturing, modeling/specifying, assessing, coding, validating, design recovering, program understanding, and reusing. Software evolution happens in all aspects. Chapters in this book illustrate that software evolution issues are involved in Web application, embedded system, software repository, component-based development, object model, development environment, software metrics, UML use case diagram, system model, Legacy system, safety critical system, user interface, software reuse, evolution management, and variability modeling. Software evolution needs to be facilitated with all possible techniques. Chapters in this book demonstrate techniques, such as formal methods, program transformation, empirical study, tool development, standardisation, visualisation, to control system changes to meet organisational and business objectives in a cost-effective way. On the journey of the grand challenge posed by software evolution, the journey that we have to make, the contributory authors of this book have already made further advances