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Verification and analysis of domain-specific models of physical characteristics in embedded control software
(Elsevier, 2012-12)
ContextA considerable portion of the software systems today are adopted in the embedded control domain. Embedded control software deals with controlling a physical system, and as such models of physical characteristics ...
Composing domain-specific physical models with general-purpose software modules in embedded control software
(Springer Science+Business Media, 2014-02)
A considerable portion of software systems today are adopted in the embedded control domain. Embedded control software deals with controlling a physical system, and as such models of physical characteristics become part ...
The impact of policy decisions on global liquidity during the recent financial crisis
(Wiley, 2015-03)
The collapse of the recent housing price bubble precipitated the 2007–2008 financial crisis and caused international funding liquidity to dry up. We investigate how economic policies undertaken by the Federal Reserve and ...
Investigation of stochastic pairs trading strategies under different volatility regimes
(Blackwell, 2010-09)
We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use ...
Predictability of emerging market local currency bond risk premia
(Taylor & Francis, 2015)
This article investigates the source of predictability of emerging market (EM) local currency bond risk premia by using a dynamic factor approach based on a large panel of economic and financial time series. We find strong ...
The geography of funding markets and limits to arbitrage
(Society for Financial Studies, 2015-04)
We use the relative pricing of pairs of emerging market (EM) sovereign bonds issued in both dollars and euros to study capital markets frictions during periods of financial distress. During the 2007–2008 crisis, we find ...
Extending static code analysis with application-specific rules by analyzing runtime execution traces
(Springer International Publishing, 2016)
Static analysis tools cannot detect violations of application-specific rules. They can be extended with specialized checkers that implement the verification of these rules. However, such rules are usually not documented ...
Quasistatic nonlinear viscoelasticity and gradient flows
(Springer Science+Business Media, 2014)
We consider the equation of motion for one-dimensional nonlinear viscoelasticity of strain-rate type under the assumption that the stored-energy function is λ-convex, which allows for solid phase transformations. We formulate ...
An approach to nonlinear viscoelasticity via metric gradient flows
(SIAM, 2014)
We formulate quasistatic nonlinear finite-strain viscoelasticity of rate type as a gradient system. Our focus is on nonlinear dissipation functionals and distances that are related to metrics on weak diffeomorphisms and ...
RImCom: raster-order image compressor for embedded video applications
(Springer International Publishing, 2017)
This paper presents a real-time, rate controlled, end-to-end (encoder and decoder) hardware solution for memory compression of raster-order video streams—named RImCom (short for Raster-order Image Compression). RImCom ...
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