2,199 research outputs found
A study of set-sharing analysis via cliques
We study the problem of efficient, scalable set-sharing analysis of logic
programs. We use the idea of representing sharing information as a pair of
abstract substitutions, one of which is a worst-case sharing representation
called a clique set, which was previously proposed for the case of inferring
pair-sharing. We use the clique-set representation for (1) inferring actual
set-sharing information, and (2) analysis within a top-down framework. In
particular, we define the abstract functions required by standard top-down
analyses, both for sharing alone and also for the case of including freeness in
addition to sharing. Our experimental evaluation supports the conclusion that,
for inferring set-sharing, as it was the case for inferring pair-sharing,
precision losses are limited, while useful efficiency gains are obtained. At
the limit, the clique-set representation allowed analyzing some programs that
exceeded memory capacity using classical sharing representations.Comment: 15 pages, 0 figure
Australian Asian options
We study European options on the ratio of the stock price to its average and viceversa. Some of these options are traded in the Australian Stock Exchange since 1992, thus we call them Australian Asian options. For geometric averages, we obtain closed-form expressions for option prices. For arithmetic means, we use dierent approximations that produce very similar results.Asian options, arithmetic average, geometric average, edgeworth expansion, lognormal distribution, gamma distribution
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
This paper analyses the robustness of Least-Squares Monte Carlo, a technique recently proposed by Longstaff and Schwartz (2001) for pricing American options. This method is based on least-squares regressions in which the explanatory variables are certain polynomial functions. We analyze the impact of different basis functions on option prices. Numerical results for American put options provide evidence that a) this approach is very robust to the choice of different alternative polynomials and b) few basis functions are required. However, these conclusions are not reached when analyzing more complex derivatives.Least-Squares Monte Carlo, option pricing, American options
An efficient, parametric fixpoint algorithm for analysis of java bytecode
Abstract interpretation has been widely used for the analysis of object-oriented languages and, in particular, Java source and bytecode. However, while most existing work deals with the problem of flnding expressive abstract domains that track accurately the characteristics of a particular concrete property, the underlying flxpoint algorithms have received comparatively less attention. In fact, many existing (abstract interpretation based—) flxpoint algorithms rely on relatively inefHcient techniques for solving inter-procedural caligraphs or are speciflc and tied to particular analyses. We also argüe that the design of an efficient fixpoint algorithm is pivotal to supporting the analysis of large programs. In this paper we introduce a novel algorithm for analysis of Java bytecode which includes a number of optimizations in order to reduce the number of iterations. The algorithm is parametric -in the sense that it is independent of the abstract domain used and it can be applied to different domains as "plug-ins"-, multivariant, and flow-sensitive. Also, is based on a program transformation, prior to the analysis, that results in a highly uniform representation of all the features in the language and therefore simplifies analysis. Detailed descriptions of decompilation solutions are given and discussed with an example. We also provide some performance data from a preliminary implementation of the analysis
A Modular Programmable CMOS Analog Fuzzy Controller Chip
We present a highly modular fuzzy inference analog CMOS chip architecture with on-chip digital programmability. This chip consists of the interconnection of parameterized instances of two different kind of blocks, namely label blocks and rule blocks. The architecture realizes a lattice partition of the universe of discourse, which at the hardware level means that the fuzzy labels associated to every input (realized by the label blocks) are shared among the rule blocks. This reduces the area and power consumption and is the key point for chip modularity. The proposed architecture is demonstrated through a 16-rule two input CMOS 1-μm prototype which features an operation speed of 2.5 Mflips (2.5×10^6 fuzzy inferences per second) with 8.6 mW power consumption. Core area occupation of this prototype is of only 1.6 mm 2 including the digital control and memory circuitry used for programmability. Because of the architecture modularity the number of inputs and rules can be increased with any hardly design effort.This work was
supported in part by the Spanish C.I.C.Y.T under Contract TIC96-1392-C02-
02 (SIVA)
Proyedu2: GuÃas de la asignatura
GuÃas y materiales para la asignatura El proyecto educativo II en la Educación Infantil del grado de Educación Infantil.19 página
A new distributed rainfall-runoff (DR2) model based on soil saturation and runoff cumulative processes
One important issue in agricultural management and hydrological research is the assessment of water stored during a rainfall event. In this study, a new GIS-based rainfall-runoff model is presented to estimate soil moisture status (SMS) for each month of the year after an average rainfall event with maximum intensity. The new model computes the volume of actual available water (Waa) downwards from divides, taking into account the different configurations of the upslope contributing area, infiltration processes and climatic parameters. Results show that the spatial distribution of the different soil types is the main controlling factor in the initiation of runoff and, to a lesser extent, the antecedent topsoil moisture and the volumetric water content of the soil at saturation. Monthly Waa and SMS maps and Palmer Z-indexes present similar spatial patterns, although the values and the extension of the different dry and wet categories varied considerably. Predominant wet conditions occurred in May, September, October, November and December and dry conditions appeared in February, March and July. The wettest conditions took place in gently sloping areas, according to the topographic wetness index. Maps based on Palmer Z-indexes match very closely the SMS patterns predicted by the DR2 model from January to September, but the similarity was poor from October to December. Spatial predictions with the new model identify the different sub-categories of soil wetness for each soil type in greater detail. The DR2 model seems to be of interest to monitor humidity variations and trends in time and space and to provide valuable information for sustainable soil and water resource management.This research was financially supported by the projects MEDEROCAR (CGL2008-00831/BTE) and EROMED (CGL2011-25486/BTE) funded by the Spanish Ministry of Science and Innovation. Dr. Manuel López-Vicente would also like to acknowledge the financial support of the Spanish Alfonso MartÃn Escudero Foundation for his postdoctoral stay during 2010 at K.U. Leuven, Belgium.Peer reviewe
Diseño y justificación de una evaluación en el aula de Infantil. Observación sistemática y análisis de contextos.
GuÃa de trabajo de la asignatura de Observación sistemática y análisis de contextos del grado de Ed. Infantil de la UCA. Consta de una guÃa sobre el diseño grupal de una evaluación en un aula de infantil y otra guÃa para la justificación individual del diseño grupal.Nueve páginas
Reflexión y tipos de profesionales
Lectura de clase para trabajar los tipos de profesionales, los tipos de reflexión y la formación docente de calidad.Lectura de clase para trabajar los tipos de profesionales, los tipos de reflexión y la formación docente de calidad.6 página
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