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Haute école de gestion de Genève

A three-layer model of source code comprehension

Belmonte, Javier ; Dugerdil, Philippe ; Agrawal, Ashish

In: Proceeding ISEC '14 Proceedings of the 7th India Software Engineering Conference, 2014, p. 1-10

In this paper we first propose a source code comprehension model built as a hierarchy of three abstraction levels from the source code to the purpose (goal) of the program. The elements belonging to each layer have been precisely defined as well as their links to the elements in the adjacent layers. Consequently this model allows to bridge the semantic gap between the purpose of the program...

Haute école de gestion de Genève

Computation of portfolio hedging strategies using a reduced Monge-Ampère equation : proceedings of the 20th International Conference on Computing in Economics and Finance, Oslo, June 22-24, 2014

Caboussat, Alexandre

In: Proceedings of the 20th International Conference on Computing in Economics and Finance, Oslo, June 22-24, 2014, 2014, p. 1-13

Fully nonlinear partial differential equations have been used in the literature when deriving models for optimal portfolio hedging under particular market dynamics. More precisely, some models lead to finding the solution of a Monge-Ampère sented to validate the effciency and the robustness of the methods in the stationary case, and a novel computational method is proposed...

Haute école de gestion de Genève

Numerical simulation of free surface flows, with multiple liquid phases : proceedings of the 11th World Congress on Computational Mechanics (WCCM XI), 5th European Conference on Computational Mechanics (ECCM V) and 6th European Conference on Computational Fluid Dynamics (ECFD VI), July 20-25, 2014, Barcelona, Spain

Caboussat, Alexandre ; James, Nicolas ; Boyaval, Sébastien ; Picasso, Marco

In: Proceedings of the 11th World Congress on Computational Mechanics (WCCM XI), 5th European Conference on Computational Mechanics (ECCM V) and 6th European Conference on Computational Fluid Dynamics (ECFD VI), July 20-25, 2014, Barcelona, Spain, 2014, p. 5381--5391

We present a numerical framework for the simulation of multiphase flows with free surfaces, thus considering N incompressible liquid phases together with a vacuum. An Eulerian model is favored to track the liquid phases, based on several characteristic functions. The numerical algorithm relies on a time splitting strategy, together with a two-grid discretization method. Numerical experiments are...