Tutoring with higher mathematics and the use of technology

We discuss three approaches to the use of technology as a teaching and learning tool that we are currently implementing for a target group of about one hundred second level engineering mathematics students. Central to these approaches is the underlying theme of motivating relatively poorly motivated students to learn, with the aim of improving learning outcomes. The approaches to be discussed have been used to replace, in part, more traditional mathematics tutorial sessions and lecture presentations. In brief, the first approach involves the application of constructivist thinking in the tertiary education arena, using technology as a computational and visual tool to create motivational knowledge conflicts or crises. The central idea is to model a realistic process of how scientific theory is actually developed, as proposed by Kuhn (1962), in contrast to more standard lecture and tutorial presentations. The second approach involves replacing procedural or algorithmic pencil-and-paper skills-consolidation exercises by software based tasks. Finally, the third approach aims at creating opportunities for higher order thinking via "on-line" exploratory or discovery mode tasks. The latter incorporates the incubation period method, as originally discussed by Rubinstein (1975) and others.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

On the expressive power of behavioral profiles

Behavioral profiles have been proposed as a behavioral abstraction of dynamic systems, specifically in the context of business process modeling. A behavioral profile can be seen as a complete graph over a set of task labels, where each edge is annotated with one relation from a given set of binary behavioral relations. Since their introduction, behavioral profiles were argued to provide a convenient way for comparing pairs of process models with respect to their behavior or computing behavioral similarity between process models. Still, as of today, there is little understanding of the expressive power of behavioral profiles. Via counter-examples, several authors have shown that behavioral profiles over various sets of behavioral relations cannot distinguish certain systems up to trace equivalence, even for restricted classes of systems represented as safe workflow nets. This paper studies the expressive power of behavioral profiles from two angles. Firstly, the paper investigates the expressive power of behavioral profiles and systems captured as acyclic workflow nets. It is shown that for unlabeled acyclic workflow net systems, behavioral profiles over a simple set of behavioral relations are expressive up to configuration equivalence. When systems are labeled, this result does not hold for any of several previously proposed sets of behavioral relations. Secondly, the paper compares the expressive power of behavioral profiles and regular languages. It is shown that for any set of behavioral relations, behavioral profiles are strictly less expressive than regular languages, entailing that behavioral profiles cannot be used to decide trace equivalence of finite automata and thus Petri nets.

Place categorization and semantic mapping on a mobile robot

In this paper we focus on the challenging problem of place categorization and semantic mapping on a robot with-out environment-specific training. Motivated by their ongoing success in various visual recognition tasks, we build our system upon a state-of-the-art convolutional network. We overcome its closed-set limitations by complementing the network with a series of one-vs-all classifiers that can learn to recognize new semantic classes online. Prior domain knowledge is incorporated by embedding the classification system into a Bayesian filter framework that also ensures temporal coherence. We evaluate the classification accuracy of the system on a robot that maps a variety of places on our campus in real-time. We show how semantic information can boost robotic object detection performance and how the semantic map can be used to modulate the robot’s behaviour during navigation tasks. The system is made available to the community as a ROS module.