461 research outputs found

    Replication Package for "Guided Pattern Mining for API Misuse Detection by Change-Based Code Analysis"

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    This repository provides the data sets and scripts used in the paper "Guided Pattern Mining for API Misuse Detection by Change-Based Code Analysis" by Sebastian Nielebock, Robert Heumüller, Kevin Michael Schott, and Frank Ortmeier from the Faculty of Computer Science of the Otto-von-Guericke University Magdeburg, Germany. The paper has been submitted for publication at Springer's "Automated Software Engineering - An International Journal" in August 2020. A preprint is available under https://arxiv.org/abs/2008.00277. All scripts and data sets are provided by the authors and come without any guarantee. For any issues regarding replication do not hesitate to contact us ({sebastian.nielebock,robert.heumueller, kevin.schott, frank.ortmeier} ovgu.de) If you use or refer to these datasets, please cite our paper using the following BibTex entry. @misc{nielebock2020guided, title={Guided Pattern Mining for API Misuse Detection by Change-Based Code Analysis}, author={Sebastian Nielebock and Robert Heumüller and Kevin Michael Schott and Frank Ortmeier}, year={2020}, eprint={2008.00277}, archivePrefix={arXiv}, primaryClass={cs.SE}

    4. Passion in the Work of Johann Sebastian Bach

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    Passions are exceptionally important in the works of Johann Sebastian Bach. His passion compositions are based particularly on Luther’s reformation, chiefly on developmental tendency which is based on the works of Johann Walter, Hans Leo Hassler and Michael Praetorius. The most significant forerunner of J. S. Bach was Heinrich Schütz. J. S. Bach’s textual aspect is aimed at the model of passion oratorio the main representative of which was a librettist Heinrich Brockes who worked in Hamburg. The interesting fact is that before the arrival of J. S. Bach, in 1723, there was no long tradition of passions in Leipzig. They were performed there in 1721 for the first time. J. S. Bach is demonstrably the author of the two passions: St Matthew Passion BWV 244 and St John Passion BWV 245. The authorship of Johann Sebastian Bach in St. Lukas Passion BWV 246 is strongly called into question and from St Mark Passion BWV 24 only the text was preserved

    Salomé and Saint Sebastian: Modern Myths in Wilde and D’Annunzio

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    The essay discusses Oscar Wilde’s elaborations of such modern myths as Saint Sebastian and Salomé, both codified within the epistemological frame of medieval Christianity, and ponders on the writer’s mythmaking practices as reflected in Gabriele D’Annunzio. In particular, Wilde’s influence can be perceived in D’Annunzio’s representation of Saint Sebastian – a famously fin-de-siècle myth, especially charged with homoerotic significances, and a very important figure to Wilde himself – in the tragedy Le Martyre de Saint Sébastien, written in French and published in France in 1911. Despite Wilde’s influence in D’Annunzio’s adaptation of the legend of the soldier-saint, it was however his tragedy Salomé that constituted a fundamental hypotext for D’Annunzio’s play. Through D’Annunzio’s concurrent interpretations of the decadent myths of Salomé and Saint Sebastian, the essay argues that the Italian author widely contributed to the spread of Wilde’s poetics and ideas not only in Italy and France (the country where D’Annunzio resided from 1910 to 1915), but also across Europe. Various features of Wilde’s poetics in Salomé are analysed through comparative close readings with Le Martyre de Saint Sébastien to show the importance of the dialogue between the two authors and its centrality in shaping the reception of Wilde from a perspective of cosmopolitan studies and world literature

    Does the Current Account Matter?

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    The purpose of this paper is to investigate in detail the behavior of the current account in emerging economies, and in particular its role if any in financial crises. Models of current account behavior are reviewed, and a dynamic model of current account sustainability is developed. The empirical analysis is based on a massive data set that covers over 120 countries during more than 25 years. Important controversies related to the current account including the extent to which current account deficits help predict currency crises are also analyzed. Throughout the paper I am interested in analyzing whether there is evidence supporting the idea that there are costs involved in running 'very large' deficits. Moreover, I investigate the nature of these potential costs, including whether they are particularly high in the presence of other type of imbalances.

    Enrichment with growth

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    Mobile banking and financial inclusion: The regulatory lessons

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    Mobile banking is growing at a remarkable speed around the world. In the process it is creating considerable uncertainty about the appropriate regulatory response to this newly emerging service. This paper sets out a framework for considering the design of regulation of mobile banking. Since it lies at the interface between financial services and telecoms, mobile banking also raises competition policy and interoperability issues that are discussed in the paper. Finally, by unbundling payments services into its component parts, mobile banking provides important lessons for the design of financial regulation more generally in developed as well as developing economies. --Banking,Regulation,Microfinance,Payments System,Mobile Money

    Funktionsweise und Replikationstil europäischer Exchange Traded Funds auf Aktienindices

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    Exchange Traded Funds (ETF) were established in Europe in 2000 and have grown to a size of over 200 bn US$. Some issuers use a full replication strategy while others prefer a swap based approach. The ETF are dealt parallelly in the primary and in the secondary market, as new ETFs can be created at any time. Therefore, the market is very liquid with small ask bid spreads. The fees are considerably lower compared to active managed fonds. For liquid share indices both strategies can replicate the index convincingly. In the EUROSTOXX the ETF can outperform the Index due to dividend and tax optimization. This was not possible for the Dax. For illiquid large indices (MSCI Emerging Markets), there was a considerable difference between the monthly returns of the index compared to the ETFs. Both strategies have counterparty risk. The full replication uses security lending to enhance the performance. The synthetic strategy can have losses up to 10% if the swap partner defaults. --ETF,Exchange Traded Funds,Full Replication,Swap Replication,ETF Performance,ETF Risk

    Europe integrates less than you think: Evidence from the market for corporate control in Europe and the US

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    National borders are still strong barriers for mergers and acquisitions in Europe. We estimate a gravity equation model based on NUTS 2-regions and find that the restraining impact of national borders decreased by about a third between 1990 and 2007. However, there has been no significant change since 1997, i.e., two years before the introduction of the Euro. To benchmark our results we run a corresponding analysis within the United States using the ten federal OMB regions as country equivalents. The 'quasi border'-effect in the US is weaker than in the EU and even declines more during the same time period. We conclude that European integration policy has little effect on fostering cross-border transactions. --European integration,corporate control,border effects

    Closed formula for options with discrete dividends and its derivatives

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    We present a closed pricing formula for European options under the BlackScholes model and formulas for its partial derivatives. The formulas are developed making use of Taylor series expansions and by expressing the spatial derivatives as expectations under special measures, as in Carr, together with an unusual change of measure technique that relies on the replacement of the initial condition. The closed formulas are attained for the case where no dividend payment policy is considered. Despite its small practical relevance, a digital dividend policy case is also considered which yields approximation formulas. The results are readily extensible to time dependent volatility models but no so for local-vol type models. For completeness, we reproduce the numerical results in Vellekoop and Nieuwenhuis using the formulas here obtained. The closed formulas presented here allow a fast calculation of prices or implied volatilities when compared with other valuation procedures that rely on numerical methods. --equity option,discrete dividend,hedging,analytic formula
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