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» The Model Evolution Calculus
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IASTEDSE
2004
15 years 5 months ago
A conceptual model for requirements engineering and management for change-intensive software
In the development of software with evolving requirements, activities of requirements-engineering and management are present through the whole software development process and aff...
Jewgenij Botaschanjan, Andreas Fleischmann, Markus...
130
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WSC
2004
15 years 5 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
82
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CCE
2008
15 years 3 months ago
Population balance modeling in Simulink: PCSS
In this work we develop, demonstrate, and distribute the code for a new Simulink block that models the dynamic evolution of the population density function for a physical system w...
Jeffrey D. Ward, Cheng-Ching Yu
138
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ISCI
2008
137views more  ISCI 2008»
15 years 3 months ago
Inference of differential equation models by genetic programming
This paper describes an evolutionary method for identifying a causal model from the observed time series data. We use a system of ordinary differential equations (ODEs) as the cau...
Hitoshi Iba
124
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JALC
2006
95views more  JALC 2006»
15 years 3 months ago
On the Decidability of Model-Checking for P Systems
Membrane computing is a branch of molecular computing that aims to develop models and paradigms that are biologically motivated. It identifies an unconventional computing model, n...
Zhe Dang, Oscar H. Ibarra, Cheng Li, Gaoyan Xie