Structural effects and spillovers in HSIF, HSI and S & P500 volatility

We adopt a BEKK-GARCH framework and employ a systematic approach to jointly examine structural breaks in the Hong Kong cash index and index futures volatility and volatility spillovers from the S&P 500 cash and futures. Multiple switching dummy variables are included in the variance equations to test for any structural changes in the autoregressive volatility structure due to the events that have taken place in the Hong Kong market. Abolishment of the up-tick rule, increase of initial margins and electronic trading of the Hang Seng Index Futures (HSIF) are found to have significant impact when US market spillovers are excluded from a restricted model. Volatility spillovers from the US market are found to have a significant impact and account for some mis-specification in the restricted model.

Predicting the pilling propensity of fabrics through artificial neural network modeling

Fabric pilling is affected by many interacting factors. This study uses artificial neural networks to model the multi-linear relationships between fiber, yarn and fabric properties and their effect on the pilling propensity of pure wool knitted fabrics. This tool shall enable the user to gauge the expected pilling performance of a fabric from a number of given inputs. It will also provide a means of improving current products by offering alternative material specification and/or selection. In addition to having the capability to predict pilling performance, the model will allow for clarification of major fiber, yarn and fabric attributes affecting fabric pilling.

Self healing and self configuration in a WSRF grid environment

The move towards web services in Grid computing requires mechanisms for services to maintain state. This is introduced by the Web Services Resource Framework which provides a basis for web services to access stateful resources. While this allows access to stateful resources, the web services themselves are not stateful. Currently, Grids require a lot of direct involvement of application developers, who are, in general, not computing specialists. The principles of autonomic computing introduce characteristics which are aimed at automatic improvement of computing systems and can be applied to the Grid. This paper addresses the principles of self healing and self configuration in a Grid environment and implements a service using the WSRF.NET framework to investigate the affect and applicability of the Web Services Resource Framework on these principles and improve the WSRF specification.

Describing Web Service Architectures through Design-by-Contract

Architectural description languages (ADLs) are used to specify a high-level, compositional view of a software application, specifying how a system is to be composed from coarse-grain components. ADLs usually come equipped with a formal dynamic semantics, facilitating specification and analysis of distributed and event-based systems. In this paper, we describe the TrustME, an ADL framework that provides both a process and a structural view of web service-based systems. We use Petri-net descriptions to give a dynamic view of business workflow for web service collaboration. We adapt the approach of Schmidt to define a form of Meyer's design-by-contract for configuring workflow architectures. This serves as a configuration-level means of constructing safer, more robust systems.

An Architectural Description Language for Enterprise Computing

Architectural description languages (ADLs) are used to specify high-level, compositional view of a software application. ADLs usually come equipped with a rigourous state-transition style semantics, facilitating specification and analysis of distributed and event-based systems. However, enterprise system architectures built upon newer middleware (implementations of Java’s EJB specification, or Microsoft’s COM+/ .NET) require additional expressive power from an ADL. The TrustME ADL is designed to meet this need. In this paper, we describe several aspects of TrustME that facilitate specification and anlysis of middleware-based architectures for the enterprise.

Trust-By-Contract: Modelling, Analysing and Predicting Behaviour in Software Architectures

Architecture description languages (ADLs) are used to specify high-level, compositional views of a software application. ADL research focuses on software composed of prefabricated parts, so-called software components. ADLs usually come equipped with rigorous state-transition style semantics, facilitating verification and analysis of specifications. Consequently, ADLs are well suited to configuring distributed and event-based systems. However, additional expressive power is required for the description of enterprise software architectures – in particular, those built upon newer middleware, such as implementations of Java’s EJB specification, or Microsoft’s COM+/.NET. The enterprise requires distributed software solutions that are scalable, business-oriented and mission-critical. We can make progress toward attaining these qualities at various stages of the software development process. In particular, progress at the architectural level can be leveraged through use of an ADL that incorporates trust and dependability analysis. Also, current industry approaches to enterprise development do not address several important architectural design issues. The TrustME ADL is designed to meet these requirements, through combining approaches to software architecture specification with rigorous design-by-contract ideas. In this paper, we focus on several aspects of TrustME that facilitate specification and analysis of middleware-based architectures for trusted enterprise computing systems.

A Compositional Semantics of UML-RSDS

This paper provides a semantics for the UML-RSDS (Reactive System Development Support) subset of UML, using the real-time action logic (RAL) formalism. We show how this semantics can be used to resolve some ambiguities and omissions in UML semantics, and to support reasoning about specifications using the B formal method and tools. We use `semantic profiles' to provide precise semantics for different semantic variation points of UML. We also show how RAL can be used to give a semantics to notations for real-time specification in UML. Unlike other approaches to UML semantics, which concentrate on the class diagram notation, our semantic representation has behaviour as a central element, and can be used to define semantics for use cases, state machines and interactions, in addition to class diagrams.

Towards Qualitative Approaches to Bayesian Evidential Reasoning

A crucial aspect of evidential reasoning in crime investigation involves comparing the support that evidence provides for alternative hypotheses. Recent work in forensic statistics has shown how Bayesian Networks (BNs) can be employed for this purpose. However, the specification of BNs requires conditional probability tables describing the uncertain processes under evaluation. When these processes are poorly understood, it is necessary to rely on subjective probabilities provided by experts. Accurate probabilities of this type are normally hard to acquire from experts. Recent work in qualitative reasoning has developed methods to perform probabilistic reasoning using coarser representations. However, the latter types of approaches are too imprecise to compare the likelihood of alternative hypotheses. This paper examines this shortcoming of the qualitative approaches when applied to the aforementioned problem, and identifies and integrates techniques to refine them.

On Qualitative Probabilities for Legal Reasoning about Evidence

A crucial aspect of evidential reasoning in crime investigation involves comparing the support that evidence provides for alternative hypotheses. Recent work in forensic statistics has shown how Bayesian Networks (BNs) can be employed for this purpose. However, the specification of BNs requires conditional probability tables describing the uncertain processes under evaluation. When these processes are poorly understood, it is necessary to rely on subjective probabilities provided by experts. Accurate probabilities of this type are normally hard to acquire from experts. Recent work in qualitative reasoning has developed methods to perform probabilistic reasoning using coarser representations. However, the latter types of approaches are too imprecise to compare the likelihood of alternative hypotheses. This paper examines this shortcoming of the qualitative approaches when applied to the aforementioned problem, and identifies and integrates techniques to refine them.

Reasoning about Requirements Evolution Using Clustered Belief Revision

During the development of system requirements, software system specifications are often inconsistent. Inconsistencies may arise for different reasons, for example, when multiple conflicting viewpoints are embodied in the specification, or when the specification itself is at a transient stage of evolution. These inconsistencies cannot always be resolved immediately. As a result, we argue that a formal framework for the analysis of evolving specifications should be able to tolerate inconsistency by allowing reasoning in the presence of inconsistency without trivialisation, and circumvent inconsistency by enabling impact analyses of potential changes to be carried out. This paper shows how clustered belief revision can help in this process. Clustered belief revision allows for the grouping of requirements with similar functionality into clusters and the assignment of priorities between them. By analysing the result of a cluster, an engineer can either choose to rectify problems in the specification or to postpone the changes until more information becomes available.

From SMART to agent systems development

n order for agent-oriented software engineering to prove effective it must use principled notions of agents and enabling specification and reasoning, while still considering routes to practical implementation. This paper deals with the issue of individual agent specification and construction, departing from the conceptual basis provided by the smart agent framework. smart offers a descriptive specification of an agent architecture but omits consideration of issues relating to construction and control. In response, we introduce two new views to complement smart: a behavioural specification and a structural specification which, together, determine the components that make up an agent, and how they operate. In this way, we move from abstract agent system specification to practical implementation. These three aspects are combined to create an agent construction model, actsmart, which is then used to define the AgentSpeak(L) architecture in order to illustrate the application of actsmart.

Finite element modelling of metallic tubular crash structures with an explicit code

Numerous experimental studies have been carried out to investigate the collapse of tubular metallic crash structures under axial compression. Some simple theoretical models have been developed but these often assume one type of progressive collapse, which is not always representative of the real situation. Finite Element (FE) models, when further refined, have the potential to predict the actual collapse mode and how it influences the load-displacement and energy absorption characteristics. This paper describes an FE modelling investigation with the explicit code LS−DYNA. An automatic mesh generation programme written by the authors is used to set up shell and solid element tube models. Mesh specification issues and features relating to the contact and friction models are discussed in detail. The crush modes, load-deflection characteristics and energy absorption values found in the simulations are compared with a reasonable degree of correlation to those observed in a physical testing programme; however, improvements are still required.

QoS-aware model driven architecture through the UML and CIM

The specification of Quality of Service (QoS) constraints over software design requires measures that ensure such requirements are met by the delivered product. Achieving this goal is non-trivial, as it involves, at least, identifying how QoS constraint specifications should be checked at the runtime. In this paper we present an implementation of a Model Driven Architecture (MDA) based framework for the runtime monitoring of QoS properties. We incorporate the UML2 superstructure and the UML profile for Quality of Service to provide abstract descriptions of component-and-connector systems. We then define transformations that refine the UML2 models to conform with the Distributed Management Taskforce (DMTF) Common Information Model (CIM) (Distributed Management Task Force Inc. 2006), a schema standard for management and instrumentation of hardware and software. Finally, we provide a mapping the CIM metamodel to a .NET-based metamodel for implementation of the monitoring infrastructure utilising various .NET features including the Windows Management Instrumentation (WMI) interface.

The meta-object facility typed

The Object Managment Group’s Meta-Object Facility (MOF) is a semiformal approach to writing models and metamodels (models of models). The MOF was developed to enable systematic model/metamodel interchange and integration. The approach is problematic, unless metamodels are correctly specified: an error in a metamodel specification will propagate throughout instantiating models and final model implementations. An important open question is how to develop provably correct metamodels. This paper outlines a solution to the question, in which the MOF metamodelling approach is formalized within constructive type theory.

Electronic contracting in aircraft aftercare: A case study

Distributed systems comprised of autonomous self-interested entities require some sort of control mechanism to ensure the predictability of the interactions that drive them. This is certainly true in the aerospace domain, where manufacturers, suppliers and operators must coordinate their activities to maximise safety and profit, for example. To address this need, the notion of norms has been proposed which, when incorporated into formal electronic documents, allow for the specification and deployment of contract-driven systems. In this context, we describe the CONTRACT framework and architecture for exactly this purpose, and describe a concrete instantiation of this architecture as a prototype system applied to an aerospace aftercare scenario.