Personalised e-learning, semantic web and learning ontologies

Kurzel(2004) points out that researchers in e-learning and educational technologists, in a quest to provide improved Learning Environments (LE) for students are focusing on personalising the experience through a Learning Management System (LMS) that attempts to tailor the LE to the individual (see amongst others Eklund & Brusilovsky, 1998; Kurzel, Slay, & Hagenus, 2003; Martinez,2000; Sampson, Karagiannidis, & Kinshuk, 2002; Voigt & Swatman; 2003). According to Kurzel (2004) this tailoring can have an impact on content and how it’s accessed; the media forms used; method of instruction employed and the learning styles supported. This project is aiming to move personalisation forward to the next generation, by tackling the issue of Personalised e-Learning platforms as pre-requisites for building and generating individualised learning solutions. The proposed development is to create an e-learning platform with personalisation built-in. This personalisation is proposed to be set from different levels of within the system starting from being guided by the information that the user inputs into the system down to the lower level of being set using information inferred by the system’s processing engine. This paper will discuss some of our early work and ideas.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

An analysis of masculine and feminine writings in postings within a series of health and social care online undergraduate courses

This study aims to extend understanding of pedagogic dialogue by analysing the effect that the gender of the student has on interaction within a selection of ordinary health and social care on line courses.