Search results for: Model Driven Engineering

Authors: Ahmad F. Subahi, Anthony J. H. Simons

Abstract:

This Paper presents an on-going research in the area of Model-Driven Engineering (MDE). The premise is that UML is too unwieldy to serve as the basis for model-driven engineering. We need a smaller, simpler notation with a cleaner semantics. We propose some ideas for a simpler notation with a clean semantics. The result is known as μML, or the Micro-Modelling Language.

Keywords: Model-driven engineering, model transformations, domain-specific languages, end-user development.

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Authors: Junaid Rashid, Waqar Mehmood, Muhammad Wasif Nisar

Abstract:

This survey paper shows the recent state of model comparison as it’s applies to Model Driven engineering. In Model Driven Engineering to calculate the difference between the models is a very important and challenging task. There are number of tasks involved in model differencing that firstly starts with identifying and matching the elements of the model. In this paper, we discuss how model matching is accomplished, the strategies, techniques and the types of the model. We also discuss the future direction. We found out that many of the latest model comparison strategies are geared near enabling Meta model and similarity based matching. Therefore model versioning is the most dominant application of the model comparison. Recently to work on comparison for versioning has begun to deteriorate, giving way to different applications. Ultimately there is wide change among the tools in the measure of client exertion needed to perform model comparisons, as some require more push to encourage more sweeping statement and expressive force.

Keywords: Model comparison, model clone detection, model versioning, EMF Model, model diff.

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Authors: Rasaki O. Olanrewaju

Abstract:

The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

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Authors: Sarra Roubi, Mohammed Erramdani, Samir Mbarki

Abstract:

This paper presents an approach for the model-driven generating of Rich Internet Application (RIA) focusing on the graphical aspect. We used well known Model-Driven Engineering (MDE) frameworks and technologies, such as Eclipse Modeling Framework (EMF), Graphical Modeling Framework (GMF), Query View Transformation (QVTo) and Acceleo to enable the design and the code automatic generation of the RIA. During the development of the approach, we focused on the graphical aspect of the application in terms of interfaces while opting for the Model View Presenter pattern that is designed for graphics interfaces. The paper describes the process followed to define the approach, the supporting tool and presents the results from a case study.

Keywords: Code generation, Design Pattern, metamodel, Model Driven Engineering, MVP, Rich Internet Application, transformation, User Interface.

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Authors: Benjamin Gorry

Abstract:

Safety Critical hard Real-Time Systems are ever present in the avionics industry. The Model Driven Architecture (MDA) offers different levels of model abstraction and generation. This paper discusses our concerns relating to model development and generation when using the MDA approach in the avionics industry. These concerns are based on our experience when looking into adopting the MDA as part of avionics systems development. We place emphasis on transformations between model types and discuss possible benefits of adopting an MDA approach as part of the software development life cycle.

Keywords: Model Driven Architecture, Real-Time AvionicsApplications.

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Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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Authors: K. Indra Gandhi

Abstract:

Wireless Sensor Networks (WSNs) have always been characterized for application-specific sensing, relaying and collection of information for further analysis. However, software development was not considered as a separate entity in this process of data collection which has posed severe limitations on the software development for WSN. Software development for WSN is a complex process since the components involved are data-driven, network-driven and application-driven in nature. This implies that there is a tremendous need for the separation of concern from the software development perspective. A layered approach for developing data acquisition design based on Model Driven Development (MDD) has been proposed as the sensed data collection process itself varies depending upon the application taken into consideration. This work focuses on the layered view of the data acquisition process so as to ease the software point of development. A metamodel has been proposed that enables reusability and realization of the software development as an adaptable component for WSN systems. Further, observing users perception indicates that proposed model helps in improving the programmer's productivity by realizing the collaborative system involved.

Keywords: Model-driven development, wireless sensor networks, data acquisition, separation of concern, layered design.

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Authors: Ali Taee Zade, Siamak Rasulzadeh, Reza Torkashvan

Abstract:

Although Model Driven Architecture has taken successful steps toward model-based software development, this approach still faces complex situations and ambiguous questions while applying to real world software systems. One of these questions - which has taken the most interest and focus - is how model transforms between different abstraction levels, MDA proposes. In this paper, we propose an approach based on Story Driven Modeling and Aspect Oriented Programming to ease these transformations. Service Oriented Architecture is taken as the target model to test the proposed mechanism in a functional system. Service Oriented Architecture and Model Driven Architecture [1] are both considered as the frontiers of their own domain in the software world. Following components - which was the greatest step after object oriented - SOA is introduced, focusing on more integrated and automated software solutions. On the other hand - and from the designers' point of view - MDA is just initiating another evolution. MDA is considered as the next big step after UML in designing domain.

Keywords: SOA, MDA, SDM, Model Transformation, Middleware Transparency, Aspects and Jini.

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Authors: Zhaopeng Xuan, Yuan Bian, C. Cailleaux, Jing Qin, S. Traore

Abstract:

Traditional software engineering allows engineers to propose to their clients multiple specialized software distributions assembled from a shared set of software assets. The management of these assets however requires a trade-off between client satisfaction and software engineering process. Clients have more and more difficult to find a distribution or components based on their needs from all of distributed repositories.

This paper proposes a software engineering for a user-driven software product line in which engineers define a Feature Model but users drive the actual software distribution on demand. This approach makes the user become final actor as a release manager in software engineering process, increasing user product satisfaction and simplifying user operations to find required components. In addition, it provides a way for engineers to manage and assembly large software families.

As a proof of concept, a user-driven software product line is implemented for Eclipse, an integrated development environment. An Eclipse feature model is defined, which is exposed to users on a cloud-based built platform from which clients can download individualized Eclipse distributions.

Keywords: Software Product Line, Model-driven Development, Reverse Engineering and Refactoring, Agile Method

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Authors: M. A. Serag-Eldin

Abstract:

The paper presents the results of simple measurements conducted on a model of a wind-driven venturi-type room ventilator. The ventilator design is new and was developed employing mathematical modeling. However, the computational model was not validated experimentally for the particular application considered. The paper presents the performance of the ventilator model under laboratory conditions, for five different wind tunnel speeds. The results are used to both demonstrate the effectiveness of the new design and to validate the computational model employed to develop it.

Keywords: Venturi-flow, ventilation, Wind-energy, Wind flow.

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Authors: M. Graus, K. Westhoff, X. Xu

Abstract:

The climate change causes a change in all aspects of society. While the expansion of renewable energies proceeds, industry could not be convinced based on general studies about the potential of demand side management to reinforce smart grid considerations in their operational business. In this article, a procedure model for a case-specific data-driven decision support for industrial energy management based on a holistic data analytics approach is presented. The model is executed on the example of the strategic decision problem, to integrate the aspect of renewable energies into industrial energy management. This question is induced due to considerations of changing the electricity contract model from a standard rate to volatile energy prices corresponding to the energy spot market which is increasingly more affected by renewable energies. The procedure model corresponds to a data analytics process consisting on a data model, analysis, simulation and optimization step. This procedure will help to quantify the potentials of sustainable production concepts based on the data from a factory. The model is validated with data from a printer in analogy to a simple production machine. The overall goal is to establish smart grid principles for industry via the transformation from knowledge-driven to data-driven decisions within manufacturing companies.

Keywords: Data analytics, green production, industrial energy management, optimization, renewable energies, simulation.

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Authors: Navjot Kaur, Mini Ghosh, S.S. Bhatia

Abstract:

This paper proposes and analyzes an SIRS epidemic model incorporating the effects of the awareness programs driven by the media. Media and media driven awareness programs play a promising role in disseminating the information about outbreak of any disease across the globe. This motivates people to take precautionary measures and guides the infected individuals to get hospitalized. Timely hospitalization helps to reduce diagnostic delays and hence results in fast recovery of infected individuals. The aim of this study is to investigate the impact of the media on the spread and control of infectious diseases. This model is analyzed using stability theory of differential equations. The sensitivity of parameters has been discussed and it has been found that the awareness programs driven by the media have positive impact in reducing the infection prevalence of the infective population in the region under consideration.

Keywords: Infectious diseases, SIRS model, Media, Stability theory, Simulation.

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Authors: Shiwei Deng, Yang Bao

Abstract:

In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: Dependence analysis, EFSM model, greedy algorithm, regression test.

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Authors: Nurul Azma Zakaria, Masahiro Kimura, Noriko Matsumoto, Norihiko Yoshida

Abstract:

The fast growth in complexity coupled with requests for shorter development periods for embedded systems are bringing demands towards a more effective, i.e. higher-abstract, design process for hardaware/software integrated design. In Software Engineering area, Model Driven Architecture (MDA) and Executable UML (xUML) has been accepted to bring further improvement in software design. This paper constructs MDA and xUML stepwise transformations from an abstract specification model to a more concrete implementation model using the refactoring technique for hardaware/software integrated design. This approach provides clear and structured models which enables quick exploration and synthesis, and early stage verification.

Keywords: Hardware/software integrated design, model driven architecture, executable UML, refactoring.

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Authors: Xiangtuo Chen, Paul-Henry Cournéde

Abstract:

Crop yield prediction is a paramount issue in agriculture. The main idea of this paper is to find out efficient way to predict the yield of corn based meteorological records. The prediction models used in this paper can be classified into model-driven approaches and data-driven approaches, according to the different modeling methodologies. The model-driven approaches are based on crop mechanistic modeling. They describe crop growth in interaction with their environment as dynamical systems. But the calibration process of the dynamic system comes up with much difficulty, because it turns out to be a multidimensional non-convex optimization problem. An original contribution of this paper is to propose a statistical methodology, Multi-Scenarios Parameters Estimation (MSPE), for the parametrization of potentially complex mechanistic models from a new type of datasets (climatic data, final yield in many situations). It is tested with CORNFLO, a crop model for maize growth. On the other hand, the data-driven approach for yield prediction is free of the complex biophysical process. But it has some strict requirements about the dataset. A second contribution of the paper is the comparison of these model-driven methods with classical data-driven methods. For this purpose, we consider two classes of regression methods, methods derived from linear regression (Ridge and Lasso Regression, Principal Components Regression or Partial Least Squares Regression) and machine learning methods (Random Forest, k-Nearest Neighbor, Artificial Neural Network and SVM regression). The dataset consists of 720 records of corn yield at county scale provided by the United States Department of Agriculture (USDA) and the associated climatic data. A 5-folds cross-validation process and two accuracy metrics: root mean square error of prediction(RMSEP), mean absolute error of prediction(MAEP) were used to evaluate the crop prediction capacity. The results show that among the data-driven approaches, Random Forest is the most robust and generally achieves the best prediction error (MAEP 4.27%). It also outperforms our model-driven approach (MAEP 6.11%). However, the method to calibrate the mechanistic model from dataset easy to access offers several side-perspectives. The mechanistic model can potentially help to underline the stresses suffered by the crop or to identify the biological parameters of interest for breeding purposes. For this reason, an interesting perspective is to combine these two types of approaches.

Keywords: Crop yield prediction, crop model, sensitivity analysis, paramater estimation, particle swarm optimization, random forest.

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Authors: Gurmeet Kaur, Jyoti Pruthi

Abstract:

Agile Software development approaches and techniques are being considered as efficient, effective, and popular methods to the development of software. Agile software developments are useful for developing high-quality software that completes client requirements with zero defects, and in short delivery period. In agile software development methodology, quality is related to coding, which means quality, is managed through the use of approaches like refactoring, pair programming, test-driven development, behavior-driven development, acceptance test-driven development, and demand-driven development. The quality of software is measured using metrics like the number of defects during the development and improvement of the software. Usage of the above-mentioned methods or approaches reduces the possibilities of defects in developed software, and hence improves quality. This paper focuses on the study of agile-based quality methods or approaches for software development that ensures improved quality of software as well as reduced cost, and customer satisfaction.

Keywords: Agile software development, ASD, Acceptance test-driven development, ATDD, Behavior-driven development, BDD, Demand-driven development. DDD, Test-driven development, TDD.

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Authors: Widad Jakjoud, Mohamed Bahaj, Jamal Bakkas

Abstract:

Through this paper we present a method for automatic generation of ontological model from any data source using Model Driven Architecture (MDA), this generation is dedicated to the cooperation of the knowledge engineering and software engineering. Indeed, reverse engineering of a data source generates a software model (schema of data) that will undergo transformations to generate the ontological model. This method uses the meta-models to validate software and ontological models.

Keywords: Meta model, model, ontology, data source.

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Authors: Antonio Natali, Ambra Molesini

Abstract:

In modern distributed software systems, the issue of communication among composing parts represents a critical point, but the idea of extending conventional programming languages with general purpose communication constructs seems difficult to realize. As a consequence, there is a (growing) gap between the abstraction level required by distributed applications and the concepts provided by platforms that enable communication. This work intends to discuss how the Model Driven Software Development approach can be considered as a mature technology to generate in automatic way the schematic part of applications related to communication, by providing at the same time high level specialized languages useful in all the phases of software production. To achieve the goal, a stack of languages (meta-meta¬models) has been introduced in order to describe – at different levels of abstraction – the collaborative behavior of generic entities in terms of communication actions related to a taxonomy of messages. Finally, the generation of platforms for communication is viewed as a form of specification of language semantics, that provides executable models of applications together with model-checking supports and effective runtime environments.

Keywords: Interactions, specific languages, meta-models, model driven development.

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Authors: N. P. Yadav, Deepti Verma

Abstract:

This paper focuses on the mathematical modeling for solidification of Al alloy in a cube mold cavity to study the solidification behavior of casting process. The parametric investigation of solidification process inside the cavity was performed by using computational solidification/melting model coupled with Volume of fluid (VOF) model. The implicit filling algorithm is used in this study to understand the overall process from the filling stage to solidification in a model metal casting process. The model is validated with past studied at same conditions. The solidification process is analyzed by including the effect of pouring velocity as well as natural convection from the wall and geometry of the cavity. These studies show the possibility of various defects during solidification process.

Keywords: Buoyancy driven flow, natural convection driven flow, residual flow, secondary flow, volume of fluid.

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Authors: Linghui Zhu, Junjie Gu

Abstract:

Thermal-driven refrigeration systems have attracted increasing research and development interest in recent years. These systems do not cause ozone depletion and can reduce demand on electricity. The main objective of this work is to perform theoretical analyses of a thermal-driven refrigeration system using a new sorbent-sorptive pair as the working pair. The active component of sorbent is sodium thiocyanate (NaSCN). Ammonia (NH3) is chosen as sorptive. Based on the thermodynamic properties of the working solution, a mathematical model is introduced to analyze the system characteristics and performance. The results are used to compare with other thermal-driven refrigeration systems. It is shown that the advantages provided by this system over other absorption units include lower generator and evaporator temperatures, a higher coefficient of performance (COP). The COP is about 10 percent higher than the ones for the NH3-H2O system working at the same conditions.

Keywords: Absorption; Ammonia-Sodium thiocyanate, Exergy, coefficient of performance (COP)

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Authors: Mohammed Salahat, Steve Wade

Abstract:

This paper presents and compares the SSDDD “Systematic Soft Domain Driven Design Framework” to DDD “Domain Driven Design Framework” as a soft system approach of information systems development. The framework use SSM as a guiding methodology within which we have embedded a sequence of design tasks based on the UML leading to the implementation of a software system using the Naked Objects framework. This framework has been used in action research projects that have involved the investigation and modelling of business processes using object-oriented domain models and the implementation of software systems based on those domain models. Within this framework, Soft Systems Methodology (SSM) is used as a guiding methodology to explore the problem situation and to develop the domain model using UML for the given business domain. The framework is proposed and evaluated in our previous works, a comparison between SSDDD and DDD is presented in this paper, to show how SSDDD improved DDD as an approach to modelling and implementing business domain perspectives for Information Systems Development. The comparison process, the results, and the improvements are presented in the following sections of this paper.

Keywords: SSM, UML, domain-driven design, soft domain-driven design, naked objects, soft language, information retrieval, multimethodology.

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Authors: A. Khaleel, S. Gao

Abstract:

Both steady and unsteady turbulent mixed convection heat transfer in a 3D lid-driven enclosure, which has constant heat flux on the middle of bottom wall and with isothermal moving sidewalls, is reported in this paper for working fluid with Prandtl number Pr = 0.71. The other walls are adiabatic and stationary. The dimensionless parameters used in this research are Reynolds number, Re = 5000, 10000 and 15000, and Richardson number, Ri = 1 and 10. The simulations have been done by using different turbulent methods such as RANS, URANS, and LES. The effects of using different k-ε models such as standard, RNG and Realizable k-ε model are investigated. Interesting behaviours of the thermal and flow fields with changing the Re or Ri numbers are observed. Isotherm and turbulent kinetic energy distributions and variation of local Nusselt number at the hot bottom wall are studied as well. The local Nusselt number is found increasing with increasing either Re or Ri number. In addition, the turbulent kinetic energy is discernibly affected by increasing Re number. Moreover, the LES results have shown good ability of this method in predicting more detailed flow structures in the cavity.

Keywords: Mixed convection, Lid-driven cavity, Turbulent flow, RANS model, URANS model, Large eddy simulation.

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Authors: Shinpei Ogata, Yoshitaka Aoki, Hirotaka Okuda, Saeko Matsuura

Abstract:

A key to success of high quality software development is to define valid and feasible requirements specification. We have proposed a method of model-driven requirements analysis using Unified Modeling Language (UML). The main feature of our method is to automatically generate a Web user interface mock-up from UML requirements analysis model so that we can confirm validity of input/output data for each page and page transition on the system by directly operating the mock-up. This paper proposes a support method to check the validity of a data life cycle by using a model checking tool “UPPAAL" focusing on CRUD (Create, Read, Update and Delete). Exhaustive checking improves the quality of requirements analysis model which are validated by the customers through automatically generated mock-up. The effectiveness of our method is discussed by a case study of requirements modeling of two small projects which are a library management system and a supportive sales system for text books in a university.

Keywords: CRUD, Model Checking, Model Driven Development, Requirements Analysis, Unified Modeling Language, UPPAAL.

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Authors: Yin Runmin, Song Changfeng

Abstract:

Image-based Rendering(IBR) techniques recently reached in broad fields which leads to a critical challenge to build up IBR-Driven visualization platform where meets requirement of high performance, large bounds of distributed visualization resource aggregation and concentration, multiple operators deploying and CSCW design employing. This paper presents an unique IBR-based visualization dataflow model refer to specific characters of IBR techniques and then discusses prominent feature of IBR-Driven distributed collaborative visualization (DCV) system before finally proposing an novel prototype. The prototype provides a well-defined three level modules especially work as Central Visualization Server, Local Proxy Server and Visualization Aid Environment, by which data and control for collaboration move through them followed the previous dataflow model. With aid of this triple hierarchy architecture of that, IBR oriented application construction turns to be easy. The employed augmented collaboration strategy not only achieve convenient multiple users synchronous control and stable processing management, but also is extendable and scalable.

Keywords: Image-Based Rendering, Distributed CollaborativeVisualization, Computer Supported Cooperative Work, Model andSimulation, Modular Visualization Environment.

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Authors: Hafizullah A. Hashim, Aniza. A

Abstract:

The Spiral development model has been used successfully in many commercial systems and in a good number of defense systems. This is due to the fact that cost-effective incremental commitment of funds, via an analogy of the spiral model to stud poker and also can be used to develop hardware or integrate software, hardware, and systems. To support adaptive, semantic collaboration between domain experts and knowledge engineers, a new knowledge engineering process, called Spiral_OWL is proposed. This model is based on the idea of iterative refinement, annotation and structuring of knowledge base. The Spiral_OWL model is generated base on spiral model and knowledge engineering methodology. A central paradigm for Spiral_OWL model is the concentration on risk-driven determination of knowledge engineering process. The collaboration aspect comes into play during knowledge acquisition and knowledge validation phase. Design rationales for the Spiral_OWL model are to be easy-to-implement, well-organized, and iterative development cycle as an expanding spiral.

Keywords: Domain Expert, Knowledge Base, Ontology, Software Process.

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Authors: Y. Mohseniahouei, K. Abdella, M. Pollanen

Abstract:

In this paper, we explore the applicability of the Sinc- Collocation method to a three-dimensional (3D) oceanography model. The model describes a wind-driven current with depth-dependent eddy viscosity in the complex-velocity system. In general, the Sinc-based methods excel over other traditional numerical methods due to their exponentially decaying errors, rapid convergence and handling problems in the presence of singularities in end-points. Together with these advantages, the Sinc-Collocation approach that we utilize exploits first derivative interpolation, whose integration is much less sensitive to numerical errors. We bring up several model problems to prove the accuracy, stability, and computational efficiency of the method. The approximate solutions determined by the Sinc-Collocation technique are compared to exact solutions and those obtained by the Sinc-Galerkin approach in earlier studies. Our findings indicate that the Sinc-Collocation method outperforms other Sinc-based methods in past studies.

Keywords: Boundary Value Problems, Differential Equations, Sinc Numerical Methods, Wind-Driven Currents

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Authors: Eckhard M. Ammann

Abstract:

Knowledge development in companies relies on knowledge-intensive business processes, which are characterized by a high complexity in their execution, weak structuring, communication-oriented tasks and high decision autonomy, and often the need for creativity and innovation. A foundation of knowledge development is provided, which is based on a new conception of knowledge and knowledge dynamics. This conception consists of a three-dimensional model of knowledge with types, kinds and qualities. Built on this knowledge conception, knowledge dynamics is modeled with the help of general knowledge conversions between knowledge assets. Here knowledge dynamics is understood to cover all of acquisition, conversion, transfer, development and usage of knowledge. Through this conception we gain a sound basis for knowledge management and development in an enterprise. Especially the type dimension of knowledge, which categorizes it according to its internality and externality with respect to the human being, is crucial for enterprise knowledge management and development, because knowledge should be made available by converting it to more external types. Built on this conception, a modeling approach for knowledgeintensive business processes is introduced, be it human-driven,e-driven or task-driven processes. As an example for this approach, a model of the creative activity for the renewal planning of a product is given.

Keywords: Conception of knowledge, knowledge dynamics, modeling notation, knowledge-intensive business processes.

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Authors: K. Sudprasert, M. Precharattana, N. Nuttavut, D. Triampo, B. Pattanasiri, Y. Lenbury, W. Triampo

Abstract:

The study of non-equilibrium systems has attracted increasing interest in recent years, mainly due to the lack of theoretical frameworks, unlike their equilibrium counterparts. Studying the steady state and/or simple systems is thus one of the main interests. Hence in this work we have focused our attention on the driven lattice gas model (DLG model) consisting of interacting particles subject to an external field E. The dynamics of the system are given by hopping of particles to nearby empty sites with rates biased for jumps in the direction of E. Having used small two dimensional systems of DLG model, the stochastic properties at nonequilibrium steady state were analytically studied. To understand the non-equilibrium phenomena, we have applied the analytic approach via master equation to calculate probability function and analyze violation of detailed balance in term of the fluctuation-dissipation theorem. Monte Carlo simulations have been performed to validate the analytic results.

Keywords: Non-equilibrium, lattice gas, stochastic process

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Authors: Tiexin Wang, Sebastien Truptil, Frederick Benaben

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Model transformation, as a pivotal aspect of Modeldriven engineering, attracts more and more attentions both from researchers and practitioners. Many domains (enterprise engineering, software engineering, knowledge engineering, etc.) use model transformation principles and practices to serve to their domain specific problems; furthermore, model transformation could also be used to fulfill the gap between different domains: by sharing and exchanging knowledge. Since model transformation has been widely used, there comes new requirement on it: effectively and efficiently define the transformation process and reduce manual effort that involved in. This paper presents an automatic model transformation methodology based on semantic and syntactic comparisons, and focuses particularly on granularity issue that existed in transformation process. Comparing to the traditional model transformation methodologies, this methodology serves to a general purpose: crossdomain methodology. Semantic and syntactic checking measurements are combined into a refined transformation process, which solves the granularity issue. Moreover, semantic and syntactic comparisons are supported by software tool; manual effort is replaced in this way.

Keywords: Automatic model transformation, granularity issue, model-driven engineering, semantic and syntactic comparisons.

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Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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