A Symbolic Execution Algorithm for Constraint-Based Testing of Database Programs

In so-called constraint-based testing, symbolic execution is a common technique used as a part of the process to generate test data for imperative programs. Databases are ubiquitous in software and testing of programs manipulating databases is thus essential to enhance the reliability of software. This work proposes and evaluates experimentally a symbolic ex- ecution algorithm for constraint-based testing of database programs. First, we describe SimpleDB, a formal language which offers a minimal and well-defined syntax and seman- tics, to model common interaction scenarios between pro- grams and databases. Secondly, we detail the proposed al- gorithm for symbolic execution of SimpleDB models. This algorithm considers a SimpleDB program as a sequence of operations over a set of relational variables, modeling both the database tables and the program variables. By inte- grating this relational model of the program with classical static symbolic execution, the algorithm can generate a set of path constraints for any finite path to test in the control- flow graph of the program. Solutions of these constraints are test inputs for the program, including an initial content for the database. When the program is executed with respect to these inputs, it is guaranteed to follow the path with re- spect to which the constraints were generated. Finally, the algorithm is evaluated experimentally using representative SimpleDB models.Comment: 12 pages - preliminary wor

(Non-)vanishing results for extensions between simple outer functors

We study Ext groups between certain polynomial outer functors, inspired by an earlier result of Vespa in a related context. We prove certain vanishing results for these groups, and show that a Koszul-type property implied by Vespa's result no longer holds when we pass to the category of polynomial outer functors.Comment: 14 pages, 2 tables, 1 figure. Comments welcome! Almost identical content as v1, but author's name now written in the correct orde

The Euler characteristic of configuration spaces

In this short note we present a generating function computing the compactly supported Euler characteristic $\chi_c(F(X, n), K^{\boxtimes n})$ of the configuration spaces on a topologically stratified space $X$, with $K$ a constructible complex of sheaves on $X$, and we obtain as a special case a generating function for the Euler characteristic $\chi(F(X, n))$. We also recall how to use existing results to turn our computation of the Euler characteristic into a computation of the equivariant Euler characteristic.Comment: 9 pages, minor changes from the previous version, most importantly to better adress the similarity and differences with another result already published by Baryshniko

A mutually exciting rough jump-diffusion for financial modelling

This article introduces a new class of diffusive processes with rough mutually exciting jumps for modeling financial asset returns. The novel feature is that the memory of positive and negative jump processes is defined by the product of a dampening factor and a kernel involved in the construction of the rough Brownian motion. The jump processes are nearly unstable because their intensity diverges to +[infinite] for a brief duration after a shock. We first infer the stability conditions and explore the features of the dampened rough (DR) kernel, which defines a fractional operator, similar to the Riemann-Liouville integral. We next reformulate intensities as infinite-dimensional Markov processes. Approximating these processes by discretization and then considering the limit allows us to retrieve the Laplace transform of asset log-return. We show that this transform depends on the solution of a particular fractional integro-differential equation. We also define a family of changes of measure that preserves the features of the process under a risk-neutral measure. We next develop an econometric estimation procedure based on the peak over threshold (POT) method. To illustrate this work, we fit the mutually exciting rough jump-diffusion to time series of Bitcoin log-returns and compare the goodness of fit to its non-rough equivalent. Finally, we analyze the influence of roughness on option prices

Bibliothèque et ses livres numérisés : quels critères objectivables pour évaluer un dispositif de lecture ? Volume 1 (La)

Mémoire de fin d\u27étude du diplôme de conservateur, promotion 23, étudiant les conditions d\u27une expérience de lecture numérique réussie à travers l\u27évaluation des divers dispositifs et interfaces mis à la disposition des lecteurs par les bibliothèques

P/2010 A2 LINEAR II: dynamical dust modelling

P/2010 A2 is an object on an asteroidal orbit that was observed to have an extended tail or debris trail in January 2010. In this work, we fit the outburst of P/2010 A2 with a conical burst model, and verify previous suspicions that this was a one--time collisional event rather than an sustained cometary outburst, implying that P/2010 A2 is not a new Main Belt Comet driven by ice sublimation. We find that the best--fit cone opening angle is about 40 to 50 degrees, in agreement with numerical and laboratory simulations of cratering events. Mapping debris orbits to sky positions suggests that the distinctive arc features in the debris correspond to the same debris cone inferred from the extended dust. From the velocity of the debris, and from the presence of a velocity maximum at around 15 cm/s, we infer that the surface of A2 probably has a very low strength (<1 kPa), comparable to lunar regolith.Comment: 14 pages, 25 figures; accepted by Astronomy and Astrophysic

Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk

This paper provides a closed-form Value-at-Risk (VaR) for the net exposure of an annuity provider, taking into account both mortality and interest-rate risk, on both assets and liabilities. It builds a classical risk-return frontier and shows that hedging strategies - such as the transfer of longevity risk - may increase the overall risk while decreasing expected returns, thus resulting in inefficient outcomes. Once calibrated to the 2010 UK longevity and bond market, the model gives conditions under which hedging policies become inefficient

a combined top-down and bottom-up approach

The thesis focuses on the interoperability of autonomous legacy databases with the idea of meeting the actual requirements of an organization. The interoperability is resolved by combining the topdown and bottom-up strategies. The legacy objects are extracted from the existing databases through a database reverse engineering process. The business objects are defined by both the organization requirements and the integration of the legacy objects