Interpretation is a theory of approximation of the be— havior of dynamic discrete systems such as the formal seman­ tics ofprograms. Since such behaviors can be characterized by fixpoints, the theory essentially provides constructive and ef— fective methods for fixpoint approximation and checking by abstraction. Non—conventionalapplications of abstract interpretation in— clude the design of hie...

In this paper, impacts of day-ahead market pricing on behavior of producers and consumers in option and day-ahead markets and on option pricing are studied. To this end, two comprehensive equilibrium models for joint put option and day-ahead markets under pay-as-bid and uniform pricing in day-ahead market are presented, respectively. Interaction between put option and day-ahead markets, uncerta...

In this paper‎, ‎the impacts of premium bounds of put option contracts on the operation of put option and day-ahead electricity markets are studied‎. ‎To this end‎, ‎first a comprehensive equilibrium model for a joint put option and day-ahead markets is presented‎. ‎Interaction between put option and day-ahead markets‎, ‎uncertainty in fuel price, impact of premium bounds, and elasticity of con...

Software-Produktlinien-Entwicklung bietet eine systematische Wiederverwendung von Software-Artefakten. Auf Grund der Tatsache, dass viele Produkte aus einer Produktlinie abgeleitet werden können, ist es unerlässlich Testverfahren zu entwickeln, die zum einen eine möglichst vollständige Abdeckung von allen möglichen Produkten sicherstellen und zum anderen weniger aufwändig sind, als jedes Produk...

in this paper, we investigate the performance of parametric arch class models to forecast out-of-sample var for two portfolios of tehran stock exchange (tse) companies (market portfolio and a portfolio of 50 liquid companies), using a number of distributional assumptions and sample sizes at low and high confidence levels. we find, first, that leptokurtic distributions are able to produce better...