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See detailModel Transformation Intents and Their Properties
Lúcio, Lévi; Amrani, Moussa UL; Dingel, Jürgen et al

in Software & Systems Modeling (2014)

The notion of model transformation intent is proposed to capture the purpose of a transformation. In this paper, a framework for the description of model transformation intents is defined which includes ... [more ▼]

The notion of model transformation intent is proposed to capture the purpose of a transformation. In this paper, a framework for the description of model transformation intents is defined which includes, for instance, a description of properties a model transformation has to satisfy to qualify as a suitable realization of an intent. Several common model transformation intents are identified and the framework is used to describe five of them in detail. A case study from the automotive industry is used to demonstrate the usefulness of the proposed framework for identifying crucial properties of model transformations with different intents and to illustrate the wide variety of model transformation intents that an industrial model-driven software development process typically encompasses. [less ▲]

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See detailModel Uncertainty and Pricing Performance in Option Valuation
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten UL

in The Journal of Derivatives (2020), 27(3), 31-49

The objective of this paper is to evaluate option pricing model performance at the cross sectional level. For this purpose, we propose a statistical framework, in which we in particular account for the ... [more ▼]

The objective of this paper is to evaluate option pricing model performance at the cross sectional level. For this purpose, we propose a statistical framework, in which we in particular account for the uncertainty associated with the reported pricing performance. Instead of a single figure, we determine an entire probability distribution function for the loss function that is used to measure option pricing model performance. This methodology enables us to visualize the effect of parameter uncertainty on the reported pricing performance. Using a data driven approach, we confirm previous evidence that standard volatility models with clustering and leverage effects are sufficient for the option pricing purpose. In addition, we demonstrate that there is short-term persistence but long-term heterogeneity in cross-sectional option pricing information. This finding has two important implications. First, it justifies the practitioner’s routine to refrain from time series approaches, and instead estimate option pricing models on a cross-section by cross-section basis. Second, the long term heterogeneity in option prices pinpoints the importance of measuring, comparing and testing option pricing model for each cross-section separately. To our knowledge no statistical testing framework has been applied to a single cross-section of option prices before. We propose a methodology that addresses this need. The proposed framework can be applied to a broad set of models and data. In the empirical part of the paper, we show by means of example, an application that uses a discrete time volatility model on S&P 500 index options. [less ▲]

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See detailModel Uncertainty and Pricing Performance in Option Valuation
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten UL

E-print/Working paper (2018)

The objective of this paper is to evaluate option pricing model performance at the cross sectional level. For this purpose, we propose a statistical framework, in which we in particular account for the ... [more ▼]

The objective of this paper is to evaluate option pricing model performance at the cross sectional level. For this purpose, we propose a statistical framework, in which we in particular account for the uncertainty associated with the reported pricing performance. Instead of a single figure, we determine an entire probability distribution function for the loss function that is used to measure option pricing model performance. This methodology enables us to visualize the effect of parameter uncertainty on the reported pricing performance. Using a data driven approach, we confirm previous evidence that standard volatility models with clustering and leverage effects are sufficient for the option pricing purpose. In addition, we demonstrate that there is short-term persistence but long-term heterogeneity in cross-sectional option pricing information. This finding has two important implications. First, it justifies the practitioner’s routine to refrain from time series approaches, and instead estimate option pricing models on a cross-section by cross-section basis. Second, the long term heterogeneity in option prices pinpoints the importance of measuring, comparing and testing option pricing model for each cross-section separately. To our knowledge no statistical testing framework has been applied to a single cross-section of option prices before. We propose a methodology that addresses this need. The proposed framework can be applied to a broad set of models and data. In the empirical part of the paper, we show by means of example, an application that uses a discrete time volatility model on S&P 500 European options. [less ▲]

Detailed reference viewed: 64 (0 UL)
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See detailModel updating for structural health monitoring using static and dynamic measurements
Schommer, Sebastian UL; Nguyen, Viet Ha UL; Maas, Stefan UL et al

in Procedia Engineering (2017), 199

Structural health monitoring is tracking static or dynamic characteristics of a structure to identify and localize stiffness reductions for damage detection. Different damage indicators are used and any ... [more ▼]

Structural health monitoring is tracking static or dynamic characteristics of a structure to identify and localize stiffness reductions for damage detection. Different damage indicators are used and any indicator presents advantages and drawbacks. Hence the idea comes up to combine them in a model-updating procedure using a finite element model. In a first step, a model is fit to match the healthy reference state of the examined structure. Therefore it relies on minimizing a special objective function adding and weighting the differences between measured and calculated static and dynamic structural characteristics. For doing structural health monitoring the measurements are repeated in distinct time intervals and the finite element model is updated again, using the same objective function and minimization procedure. Damage can be identified and localized by highlighting reductions in the stiffness matrix of the model compared to the initial model. The efficiency of the method is illustrated by in-situ tests, where a single beam is examined that was part of a real prestressed concrete bridge. For static tests, 8 displacement transducers were disposed along the length of 40m, while the beam was mass-loaded and the deflection line is analyzed. Modal analysis was performed with swept sine excitation with constant force amplitude to identify eigenfrequencies and mode shapes. Stepwise artificial damage was provoked by cutting multiple prestressed tendons inside the concrete beam. A finite element model with a mapped mesh was created, allowing a variation of Young’s modulus in grouped sections. On real bridges temperature is neither homogenous nor constant over time, which often has a considerable influence on measured static and dynamic characteristics as the stiffness of asphalt and/or bearings can be affected. The proposed methods show their efficiency when temperature effects were excluded or compensated after measurement, which is a topic on its own and not discussed here. [less ▲]

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See detailA Model-Based Approach to Automated Testing of Access Control Policies
Xu, Dianxiang; Thomas, Lijo UL; Kent, Michael et al

in Proceedings of the 17th ACM Symposium on Access Control Models and Technologies (2012)

Access control policies in software systems can be implemented incorrectly for various reasons. This paper presents a model-based approach for automated testing of access control implementation. To feed ... [more ▼]

Access control policies in software systems can be implemented incorrectly for various reasons. This paper presents a model-based approach for automated testing of access control implementation. To feed the model-based testing process, test models are constructed by integrating declarative access control rules and contracts (preconditions and post-conditions) of the associated activities. The access control tests are generated from the test models to exercise the interactions of access control activities. Test executability is obtained through a mapping of the modeling elements to implementation constructs. The approach has been implemented in an industry-adopted test automation framework that supports the generation of test code in a variety of languages, such as Java, C, C++, C#, and HTML/Selenium IDE. The full model-based testing process has been applied to two systems implemented in Java. The effectiveness is evaluated in terms of access-control fault detection rate using mutation analysis of access control implementation. The experiments show that the model-based tests killed 99.7% of the mutants and the remaining mutants caused no policy violations. [less ▲]

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See detailModel-Based Automated and Guided Configuration of Embedded Software Systems
Behjati, Razieh; Nejati, Shiva UL; Yue, Tao et al

in European Conference on Modeling Foundations and Applications (2012)

Detailed reference viewed: 178 (13 UL)
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See detailModel-based Bayesian reinforcement learning in partially observable domains
Poupart, P.; Vlassis, Nikos UL

in Proc Int. Symp. on Artificial Intelligence and Mathematics, (2008)

Detailed reference viewed: 35 (0 UL)
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See detailModel-based clustering reveals vitamin D dependent multi-centrality hubs in a network of vitamin-related proteins
Nguyen, Thanh Phuong UL; Scotti, Marco; Morine, Melissa J. et al

in BMC Systems Biology (2011), 5(1), 195

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See detailModel-based design languages: A case study
Cibrario Bertolotti, Ivan; Hu, Tingting UL; Navet, Nicolas UL

in 2017 IEEE 13th International Workshop on Factory Communication Systems (WFCS) (2017)

Fast-paced innovation in the embedded systems domain puts an ever increasing pressure on effective software development methods, leading to the growing popularity of Model-Based Design (MBD). In this ... [more ▼]

Fast-paced innovation in the embedded systems domain puts an ever increasing pressure on effective software development methods, leading to the growing popularity of Model-Based Design (MBD). In this context, a proper choice of modeling languages and related tools - depending on design goals and problem qualities - is crucial to make the most of MBD benefits. In this paper, a comparison between two dissimilar approaches to modeling is carried out, with the goal of highlighting their relative advantages and shortcomings. It focuses on a case study involving a well-known distributed agreement protocol, a choice motivated by the fact that embedded systems are nowadays quickly evolving towards distributed, fault-tolerant architectures. [less ▲]

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See detailA Model-Based Development Environment for Rapid-Prototyping of Latency-Sensitive Automotive Control Software
Sundharam, Sakthivel Manikandan UL; Havet, Lionel; Altmeyer, Sebastian et al

in Proceedings of 6th Intentional Symposium on Embedded computing & system Design (ISED 2016) (2016, December 15)

The innovation in the field of automotive embedded systems has been increasingly relying on software-implemented functions. The control laws of these functions typically assume deterministic sampling ... [more ▼]

The innovation in the field of automotive embedded systems has been increasingly relying on software-implemented functions. The control laws of these functions typically assume deterministic sampling rates and constant delays from input to output. However, on the target processors, the execution times of the software will depend on many factors such as the amount of interferences from other tasks, resulting in varying delays from sensing to actuating. Three approaches supported by tools, namely TrueTime, T-Res, and SimEvents, have been developed to facilitate the evaluation of how timing latencies affect control performance. However, these approaches support the simulation of control algorithms, but not their actual implementation. In this paper, we present a model interpretation engine running in a co-simulation environment to study control performances while considering the run-time delays in to account. Introspection features natively available facilitate the implementation of self-adaptive and fault-tolerance strategies to mitigate and compensate the run-time latencies. A DC servo controller is used as a supporting example to illustrate our approach. Experiments on controller tasks with injected delays show that our approach is on par with the existing techniques with respect to simulation. We then discuss the main benefits of our development approach that are the support for rapid-prototyping and the re-use of the simulation model at run-time, resulting in productivity and quality gains. [less ▲]

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See detailModel-based dietary optimization for late-stage, levodopa-treated, Parkinson’s disease patients
Ben Guebila, Marouen UL; Thiele, Ines UL

in NPJ Systems Biology and Applications (2016), 2

Levodopa has been the gold standard for Parkinson’s disease treatment for more than 40 years. Its bioavailability is hindered by dietary amino acids, leading to fluctuations in the motor response ... [more ▼]

Levodopa has been the gold standard for Parkinson’s disease treatment for more than 40 years. Its bioavailability is hindered by dietary amino acids, leading to fluctuations in the motor response particularly in late-stage (stage 3 and 4 on Hoehn and Yahr scale) patients. The routine dietary intervention consists of low-protein (<0.8 g/kg) diets or the redistribution of daily protein allowance to the last meal. Computational modeling was used to examine the fluctuation of gastrointestinal levodopa absorption under consideration of the diet by (i) identifying the group of patients that could benefit from dietary interventions, (ii) comparing existing diet recommendations for their impact on levodopa bioavailability, and (iii) suggesting a mechanism-based dietary intervention. We developed a multiscale computational model consisting of an ordinary differential equations-based advanced compartmentalized absorption and transit (ACAT) gut model and metabolic genome-scale small intestine epithelial cell model. We used this model to investigate complex spatiotemporal relationship between dietary amino acids and levodopa absorption. Our model predicted an improvement in bioavailability, as reflected by blood concentrations of levodopa with protein redistribution diet by 34% compared with a low-protein diet and by 11% compared with the ante cibum (a.c.) administration. These results are consistent with the reported better outcome in late-stage patients. A systematic analysis of the effect of different amino acids in the diet suggested that a serine-rich diet could improve the bioavailability by 22% compared with the a.c. administration. In addition, the slower gastric emptying rate in PD patients exacerbates the loss of levodopa due to competition. Optimizing dietary recommendations in quantity, composition, and intake time holds the promise to improve levodopa efficiency and patient’s quality of life based on highly detailed, mechanistic models of gut physiology endowed with improved extrapolative properties, thus paving the way for precision medical treatment. [less ▲]

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See detailA Model-Based Framework for Legal Policy Simulation and Compliance Checking
Soltana, Ghanem UL

Doctoral thesis (2017)

Information systems implementing requirements from laws and regulations, such as taxes and social benefits, need to be thoroughly verified to demonstrate their compliance. Several Verification and ... [more ▼]

Information systems implementing requirements from laws and regulations, such as taxes and social benefits, need to be thoroughly verified to demonstrate their compliance. Several Verification and Validation (V&V) techniques, such as reliability testing, and modeling and simulation, can be used for assessing that such systems meet their legal. Typically, one has to model the expected (legal) behavior of the system in a form that can be executed (simulated), subject the resulting models and the system to the same input data, and then compare the observed behavior of the model simulation and system execution. Existing V&V techniques often rely on code and complex logical expressions with no intuitive appeal to legal experts for specifying the expected behavior of a given system. Subsequently, one has no practical way to validate with legal experts that the underlying legal requirements are indeed complete and constitute a faithful representation of what needs to be implemented. Further, manually defining the expected behavior of a system and its test oracles is a tedious and error-prone task. The challenge here is to find a suitable knowledge representation that can be understood by all the involved stakeholders, e.g., software engineers and legal experts, but that remains complete and precise enough to enable automated analysis such as simulation and testing. As real data is seldom accessible in highly regulated domains, V&V requires the generation of synthetic testing data that can be used to build confidence in the reliability of the system under test. In particular, such data has to be structurally and logically well-formed to raise meaningful failures that can help reasoning about the reliability of the system under test. Further, the data should exhibit as much as possible the actual or anticipated system usage to help mimic how the system would behave under realistic circumstances. Generating such data is not a trivial task as the underlying data schemas are usually large and subject to numerous complex domain-related logical constraints. In this thesis, we investigate the use of the Unified Modeling Language (UML) and model-driven technologies, e.g., model to code transformations, to facilitate V&V activities for information systems that have to conform to laws and regulations, while tackling the above challenges. All our technical solutions have been developed and empirically evaluated in close collaboration with a government administration. Concretely, the technical solutions covered by this thesis include: - A modeling notation and methodology for formalizing legal policies. We propose a modeling notation and methodology for building abstract interpretations of the law. Models built using our methodology are simple enough to be understood by the involved stakeholders and are, at the same time, detailed enough to enable automated V&V activities. - A model-based simulation framework. We develop a model-based framework and associated tool support for simulating legal policies, when formalized using the aforementioned modeling methodology. Simulation provides a comparison baseline of how a compliant system should behave. Further, simulation is a mean to support decision-making when considering legal changes. Specifically, we report on a sizable case study where we assess the anticipated economic implications of a given policy change in Luxembourg’s tax law. - A model-based generator of test cases for reliability testing. We develop a heuristic approach for generating valid and representative test cases (data). Our generator is scalable and produces high-quality test data that is suitable for testing the reliability of data-intensive systems, e.g., a tax management system. [less ▲]

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See detailA Model-Based Framework for Legal Policy Simulation and Legal Compliance Checking
Soltana, Ghanem UL

in Doctoral Symposium co-located with 18th ACM/IEEE International Conference on Model-Driven Engineering Languages and Systems (DS@MODELS 2015) (2015)

Analyzing legal policies for many laws, such as taxes and social benefits, is a common way for governments to identify risks, e.g., risk of legal policies not achieving expected revenue. A typical ... [more ▼]

Analyzing legal policies for many laws, such as taxes and social benefits, is a common way for governments to identify risks, e.g., risk of legal policies not achieving expected revenue. A typical analysis includes validation of policies and the verification of the systems implementing them. One efficient way to validate policies is simulation, e.g., by simulating whether a proposed law reform would realize target objectives. Once validated, policies are implemented into public administration procedures and eGovernment applications. Systems implementing legal policies also need to be analyzed and verified, e.g., through testing, to ensure that they are compliant with the underlying policies. Currently, legal policy analysis is conducted using a combination of spreadsheets and software code. Such strategy suffers mainly from being hard to use by legal experts due to the lack of adequate background. This is partly rooted in the fact that available techniques to formalize legal policies are based on complex logical expressions and code. The main goal of this research project, that this paper describes, is to narrow the aforementioned expertise gap by proposing convenient, systematic and automated techniques to support analysis of legal polices from their design to their implementation. [less ▲]

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See detailA Model-Based Framework for Probabilistic Simulation of Legal Policies
Soltana, Ghanem UL; Sannier, Nicolas UL; Sabetzadeh, Mehrdad UL et al

in 18th ACM/IEEE International Conference on Model Driven Engineering Languages and Systems (MODELS'15) (2015)

Legal policy simulation is an important decision-support tool in domains such as taxation. The primary goal of legal policy simulation is predicting how changes in the law affect measures of interest, e.g ... [more ▼]

Legal policy simulation is an important decision-support tool in domains such as taxation. The primary goal of legal policy simulation is predicting how changes in the law affect measures of interest, e.g., revenue. Currently, legal policies are simulated via a combination of spreadsheets and software code. This poses a validation challenge both due to complexity reasons and due to legal experts lacking the expertise to understand software code. A further challenge is that representative data for simulation may be unavailable, thus necessitating a data generator. We develop a framework for legal policy simulation that is aimed at addressing these challenges. The framework uses models for specifying both legal policies and the probabilistic characteristics of the underlying population. We devise an automated algorithm for simulation data generation. We evaluate our framework through a case study on Luxembourg's Tax Law. [less ▲]

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See detailModel-based Leakage Localization in Drinking Water Distribution Networks using Structured Residuals
Rosich, Albert UL; Puig, Vicenç

in European Control Conference (ECC), 2013 (2013)

In this paper, a new model based approach to leakage localization in drinking water networks is proposed based on generating a set of structured residuals. The residual evaluation is based on a numerical ... [more ▼]

In this paper, a new model based approach to leakage localization in drinking water networks is proposed based on generating a set of structured residuals. The residual evaluation is based on a numerical method based on an enhanced Newton-Raphson algorithm. The proposed method is suitable for water network systems because the non-linearities of the model make impossible to derive analytical residuals. Furthermore, the computed residuals are designed so that leaks are decoupled, which improves the localization of leaks with respect to other existing methods. Finally, the Hanoi water network benchmark is used to illustrate the results of the proposed approach. [less ▲]

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See detailModel-based mutant equivalence detection using automata language equivalence and simulations
Devroey, Xavier; Perrouin, Gilles; Papadakis, Mike UL et al

in Journal of Systems and Software (2018)

Detailed reference viewed: 57 (0 UL)
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See detailModel-based Optimal Sensor Placement Approaches to Fuel Cell Stack System Fault Diagnosis
Sarrate, Ramon; Nejjari, Fatiha; Rosich, Albert UL

in Fault Detection, Supervision and Safety of Technical Processes, Volume# 8 | Part# 1 (2012)

The problem of optimal sensor placement for FDI consists in determining the set of sensors that minimizes a pre-defined cost function satisfying at the same time a pre-established set of FDI ... [more ▼]

The problem of optimal sensor placement for FDI consists in determining the set of sensors that minimizes a pre-defined cost function satisfying at the same time a pre-established set of FDI specifications for a given set of faults. This paper recalls three model-based optimal sensor location approaches: an Incremental search, a Heuristic search and a Binary Integer Linear Programming (BILP) formulation. The main contribution of this paper is a comparative study that addresses efficiency, flexibility and other issues. The performance of the approaches is demonstrated by an application to a fuel cell stack system. [less ▲]

Detailed reference viewed: 87 (13 UL)
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See detailModel-based Product and Process Integration for Enhanced Collaboration during Mechatronic Design Processes
Seemueller, H.; Voos, Holger UL

in 2nd Workshop on Process-based Approaches for Model-Driven Engineering PMDE, Copenhagen 2-5 July 2012 (2012)

The collaborative design of mechatronic systems is still a challenging task as di erent engineering disciplines have to be considered and coordinated during the design process. Here, an independent and ... [more ▼]

The collaborative design of mechatronic systems is still a challenging task as di erent engineering disciplines have to be considered and coordinated during the design process. Here, an independent and isolated view on discipline-speci c tools, model data and activities is not appropriate. So, the integration of these aspects for improved collaboration is still a remaining task in industry and research. Former research have already developed rst solutions each directing into the integration of distinct aspects among the involved disciplines. This paper claims that a comprehensive view on the di erent aspects can bring signi cant bene ts for the design of mechatronic systems. In detail, it presents an approach which combines interdisciplinary system modeling with design activity management by describing and integrating these aspects on metalevel. This integration leads automatically to enhanced possibilities for design activity coordination and monitoring. [less ▲]

Detailed reference viewed: 44 (2 UL)
See detailModel-based Reasoning in Science and Technology
Durlacher, Thomas UL

Presentation (2018, October 25)

Detailed reference viewed: 62 (3 UL)
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See detailA Model-Based Requirements Engineering Framework in an Automotive Certification Purpose
Adedjouma, Morayo UL

in Proceedings of the REFSQ 2011 Workshops REEW, EPICAL and RePriCo, the REFSQ 2011 Empirical Track (Empirical Live Experiment and Empirical Research Fair), and the REFSQ 2011 Doctoral Symposium (2009)

Detailed reference viewed: 38 (1 UL)