Contributions in Merlin

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Industrial delicensing which began in 1985 in India marked a discrete break from a past of centrally planned industrial development. Similar liberalization episodes are taking place across the globe. We develop a simple Schumpeterian growth model to understand how firms respond to the entry threat imposed by liberalization. The model emphasises that firm responses, even within the same industrial sector, are likely to be heterogeneous leading to an increase in within industry inequality. Technologically advanced firms and those located in regions with pro-business institutions are more likely to respond to the threat of entry by investing in new technologies and production processes. Empirical analysis using a panel of 3-digit state-industry data from India for the period 1980-1997 confirms that delicensing led to an increase in within industry inequality in industrial performance.

The first four conditional moments of the integrated variance implied by the GARCH diffusionprocess are derived analytically. Based on these moments and on a power series method an analytical approximation formula to price European options under the GARCH diffusion model is obtained. Monte Carlo simulations show that this approximation formula up to order three is accurate for a large set of reasonable parameters and highlight potential instabilities of the fourth term. Finally, the closed-form approximation formula is used to shed light on the qualitative properties of implied volatility surfaces induced by GARCH diffusion models.

The conventional parameterizations of cumulative prospect theory do not explain the St. Petersburg paradox. To do so, the power coefficient of an individual’s utility function must be lower than the power coefficient of an individual’s probability weighting function.

Information about the evolution of a software architecture can be found in the source basis of a project and in the release history data such as modification and problem reports. Existing approaches deal with these two data sources separately and do not exploit the integration of their analyses. In this paper, we present an architecture analysis approach that provides an integration of both kinds of evolution data. The analysis applies fact extraction and generates specific directed attributed graphs; nodes represent source code entities and edges represent relationships such as accesses, includes, inherits, invokes, and coupling between certain architectural elements. The integration of data is then performed on a meta-model level to enable the generation of architectural views using binary relational algebra. These integrated architectural views show intended and unintended couplings between architectural elements, hence pointing software engineers to locations in the system that may be critical for on-going and future maintenance activities. We demonstrate our analysis approach using a large open source software system.

This is the initial technical report of the Semantic Web Services Language (SWSL) Committee of the Semantic Web Services Initiative (SWSI). This report consists of the following four top-level documents, with four related appendices. * Semantic Web Services Framework (SWSF) Overview * The Semantic Web Services Language (SWSL) * The Semantic Web Services Ontology (SWSO) * SWSF Application Scenarios Appendices (of the Ontology document): * PSL in SWSL-FOL and SWSL-Rules * Axiomatization of the FLOWS Process Model * Axiomatization of the Process Model in SWSL-Rules * Reference Grammars

Software applications executing in highly dynamic environments are faced with the challenge of frequent and usually unpredictable changes in their execution environment. In order to cope with this challenge effectively, the applications need to adapt to these changes dynamically. CASA (Contract-based Adaptive Software Architecture) provides a framework for enabling dynamic adaptation of applications, in response to changes in their execution environment. One of the principle adaptation mechanisms employed in the CASA framework is dynamic recomposition of application components. In this paper, we discuss implementation issues related to the approach for dynamic recomposition of application components in CASA.

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Praktika an der Hochschule sind wirksamer Bestandteil der Software-Engineering-Ausbildung, sie sind aber auch eine Ausbildungsform, in der didaktische Herausforderungen und Möglichkeiten besonders intensiv zusammentreffen. Zu den didaktischen Zielen gehören eine hohe Motivation der Studierenden und Tutoren, eine wirksame und individuelle Leistungskontrolle, Praxisbezug sowie erfolgreicher Umgang mit unterschiedlichen Vorkenntnissen. Dieser Beitrag präsentiert Methoden und Techniken um diese Ziele zu erreichen und erläutert sie anhand von Beispielen. Aus diesen speziellen Massnahmen werden Prinzipien für den Unterricht des Software Engineerings extrahiert.