Hybrid Algorithms Based on Integer Programming for the Search of Prioritized Test Data in Software Product Lines

In Software Product Lines (SPLs) it is not possible, in general, to test all products of the family. The number of products denoted by a SPL is very high due to the combinatorial explosion of features. For this reason, some coverage criteria have been proposed which try to test at least all feature interactions without the necessity to test all products, e.g., all pairs of features (pairwise coverage). In addition, it is desirable to first test products composed by a set of priority features. This problem is known as the Prioritized Pairwise Test Data Generation Problem. In this work we propose two hybrid algorithms using Integer Programming (IP) to generate a prioritized test suite. The first one is based on an integer linear formulation and the second one is based on a integer quadratic (nonlinear) formulation. We compare these techniques with two state-of-the-art algorithms, the Parallel Prioritized Genetic Solver (PPGS) and a greedy algorithm called prioritized-ICPL. Our study reveals that our hybrid nonlinear approach is clearly the best in both, solution quality and computation time. Moreover, the nonlinear variant (the fastest one) is 27 and 42 times faster than PPGS in the two groups of instances analyzed in this work.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech. Partially funded by the Spanish Ministry of Economy and Competitiveness and FEDER under contract TIN2014-57341-R, the University of Málaga, Andalucía Tech and the Spanish Network TIN2015-71841-REDT (SEBASENet)

Radiatively heated, protoplanetary discs with dead zones. I. Dust settling and thermal structure of discs around M stars

The irradiation of protoplanetary discs by central stars is the main heating mechanism for discs, resulting in their flared geometric structure. In a series of papers, we investigate the deep links between 2D self-consistent disc structure and planetary migration in irradiated discs, focusing particularly on those around M stars. In this first paper, we analyse the thermal structure of discs that are irradiated by an M star by solving the radiative transfer equation by means of a Monte Carlo code. Our simulations of irradiated hydrostatic discs are realistic and self-consistent in that they include dust settling with multiple grain sizes (N=15), the gravitational force of an embedded planet on the disc, and the presence of a dead zone (a region with very low levels of turbulence) within it. We show that dust settling drives the temperature of the mid-plane from an $r^{-3/5}$ distribution (well mixed dust models) toward an $r^{-3/4}$. The dead zone, meanwhile, leaves a dusty wall at its outer edge because dust settling in this region is enhanced compared to the active turbulent disc at larger disc radii. The disc heating produced by this irradiated wall provides a positive gradient region of the temperature in the dead zone in front of the wall. This is crucially important for slowing planetary migration because Lindblad torques are inversely proportional to the disc temperature. Furthermore, we show that low turbulence of the dead zone is self-consistently induced by dust settling, resulting in the Kelvin-Helmholtz instability (KHI). We show that the strength of turbulence arising from the KHI in the dead zone is $\alpha=10^{-5}$.Comment: 19 pages, 20 figures, 3 tables, accepted for publication in MNRA

Dynamic modeling of mean-reverting spreads for statistical arbitrage

Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean-reverting spreads enjoying a certain degree of predictability. Gaussian linear state-space processes have recently been proposed as a model for such spreads under the assumption that the observed process is a noisy realization of some hidden states. Real-time estimation of the unobserved spread process can reveal temporary market inefficiencies which can then be exploited to generate excess returns. Building on previous work, we embrace the state-space framework for modeling spread processes and extend this methodology along three different directions. First, we introduce time-dependency in the model parameters, which allows for quick adaptation to changes in the data generating process. Second, we provide an on-line estimation algorithm that can be constantly run in real-time. Being computationally fast, the algorithm is particularly suitable for building aggressive trading strategies based on high-frequency data and may be used as a monitoring device for mean-reversion. Finally, our framework naturally provides informative uncertainty measures of all the estimated parameters. Experimental results based on Monte Carlo simulations and historical equity data are discussed, including a co-integration relationship involving two exchange-traded funds.Comment: 34 pages, 6 figures. Submitte

Synthesis and Detection of Oxygen-18 Labeled Phosphate

Phosphorus (P) has only one stable isotope and therefore tracking P dynamics in ecosystems and inferring sources of P loading to water bodies have been difficult. Researchers have recently employed the natural abundance of the ratio of 18O/16O of phosphate to elucidate P dynamics. In addition, phosphate highly enriched in oxygen-18 also has potential to be an effective tool for tracking specific sources of P in the environment, but has so far been used sparingly, possibly due to unavailability of oxygen-18 labeled phosphate (OLP) and uncertainty in synthesis and detection. One objective of this research was to develop a simple procedure to synthesize highly enriched OLP. Synthesized OLP is made up of a collection of species that contain between zero and four oxygen-18 atoms and, as a result, the second objective of this research was to develop a method to detect and quantify each OLP species. OLP was synthesized by reacting either PCl5 or POCl3 with water enriched with 97 atom % oxygen-18 in ambient atmosphere under a fume hood. Unlike previous reports, we observed no loss of oxygen-18 enrichment during synthesis. Electrospray ionization mass spectrometertry (ESI-MS) was used to detect and quantify each species present in OLP. OLP synthesized from POCl3 contained 1.2% P18O16O3, 18.2% P18O216O2, 67.7% P18O316O, and 12.9% P18O4, and OLP synthesized from PCl5 contained 0.7% P16O4, 9.3% P18O316O, and 90.0% P18O4. We found that OLP can be synthesized using a simple procedure in ambient atmosphere without the loss of oxygen-18 enrichment and ESI-MS is an effective tool to detect and quantify OLP that sheds light on the dynamics of synthesis in ways that standard detection methods cannot

Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective

This study analyzes the exchange rate pass-through into German import prices based on disaggregated data taken on a monthly basis between 1995 and 2012. Our main contribution is twofold: firstly, we employ various time-series techniques to analyze data for different product categories, and also cointegration techniques to carefully distinguish between short-run and long-run pass-through coefficients. Secondly, in a panel data approach we estimate time-varying pass-through coefficients and explain their development with regard to various macroeconomic factors. Our results show that long-run pass-through is only partly observable and incomplete, while short-run pass-through shows a more unique character, although heterogeneity across product groups does exist. We are also able to identify several macroeconomic factors which determine changes in the degree of pass-through, which is especially relevant for policymakers

Fragranced consumer products: effects on asthmatic Australians

Exposure to fragranced consumer products, such as air fresheners and cleaning supplies, is associated with adverse health effects such as asthma attacks, breathing difficulties, and migraine headaches. This study investigated the prevalence and types of health problems associated with exposure to fragranced products among asthmatic Australians. Nationally representative cross-sectional data were obtained in June 2016 with an online survey of adult Australians (n = 1098), of which 28.5% were medically diagnosed with asthma or an asthma-like condition. Nationally, 55.6% of asthmatics, and 23.9% of non-asthmatics, report adverse health effects after exposure to fragranced products. Specifically, 24.0% of asthmatics report an asthma attack. Moreover, 18.2% of asthmatics lost workdays or a job in the past year due to fragranced products in the workplace. Over 20% of asthmatics are unable to access public places and restrooms that use air fresheners. Exposure to fragranced products is associated with health problems, some potentially serious, in an estimated 2.2 million asthmatic adult Australians. Asthmatics were proportionately more affected than non-asthmatics (prevalence odds ratio 3.98; 95% confidence interval 3.01–5.24). Most asthmatics would prefer workplaces, healthcare facilities, and environments that are fragrance-free, which could help reduce adverse effects

Pathways to permanence in England and Norway: A critical analysis of documents and data

The English language term ‘permanence’ is increasingly used in high income countries as a ‘short-hand’ translation for a complex set of aims around providing stability and family membership for children who need child welfare services and out-of-home care. From a scrutiny of legislative provisions, court judgments, government documents and a public opinion survey on child placement options, the paper draws out similarities and differences in understandings of the place of ‘permanence’ within the child welfare discourse in Norway and England. The main differences are that in England the components of permanence are explicitly set out in legislation, statutory guidance and advisory documents whilst in Norway the terms ‘stability’ and ‘continuity’ are used in a more limited number of policy documents in the context of a wide array of services available for children and families. The paper then draws on these sources, and on administrative data on children in care, to tease out possible explanations for the similarities and differences identified. We hypothesise that both long-standing policies and recent changes can be explained by differences in public and political understandings of child welfare and the balance between universal services and those targeted on parents and children identified as vulnerable and in need of specialist services