Presentation is loading. Please wait.

Presentation is loading. Please wait.

CSTEP Cluster Sampling for Tail Estimation of Probability.

Similar presentations


Presentation on theme: "CSTEP Cluster Sampling for Tail Estimation of Probability."— Presentation transcript:

1 CSTEP Cluster Sampling for Tail Estimation of Probability

2 Created by: Alan Chandler Nathan Wood Eric Brown Temourshah Ahmady Faculty Advisor: Dr. James Schwing Client: Dr. Yvonne Chueh Project Team and Faculty

3

4 Introduction  Cluster Sampling for Tail Estimation of Probability  Models financial risk  Most algorithms very complicated, slow  Find extreme cases

5 Algorithms  Implementing Three Algorithms Significance Method Euclidian Distance Present Value Distance Method

6 Algorithms  Significance Method  Simple operation  Time: Θ(n)  Memory: Θ(n)

7 Algorithms  Euclidian Distance Method  More complex  Time: Θ(n*m)  Memory: Θ(n)

8 Algorithms  Present Value Distance Method  More complex  Time: Θ(n*m)  Memory: Θ(n)

9 Architecture GUI DataProcessorAlgorithm CSV File LuaFunction Lua File Params C# CSV File C++

10  Ease of use over extravagance  Readable over flashy  Followed default theme to ensure buttons and text boxes, etc. flowed well User Interface Design

11  Visual Studio C#  Use of: Buttons Radio buttons Tabs Text boxes Picture boxes Combo boxe s User Interface Design

12  Graphical representation of data Allows user to see universe at all times Lets user see potential errors in universe User Interface Design

13 Quality Assurance  Documents Standards  Coding Standards  User Interface Guidelines  Change Control Process  Testing Process

14 Documents Standards

15 Coding Standards  C# Coding Style  C++ Coding Style  Lua Coding Style

16 UI Guidelines  Effective and essay to use  Understanding computer skills of the intended users  Strong error handling component  Maintain tolerance

17 User feedback for UI

18  Begin testing at the module level and works toward the integration of the entire system Unit Test Integration Test Performance Testing Validation and Verification System Testing Strategy

19  Our test plan covers: Unit testing Integration testing Validation and verification Performance testing Usability testing Testing the GUI for user acceptance Test Plan

20  Designed test cases for each requirement of our system Test Cases

21  Real-World Data Used to test the output of our program  Synthetic Data Used to test the performance of our program Data

22 Program Demo …

23 Conclusion  Architecture Algorithms finished Framework built Components require integration  Graphical User Interface Basic layout finished Minor functionality incomplete Finishing touches to make GUI as usable as possible

24 Schedule  To do: Finish software Final testing Acceptance testing

25 Question and Answer


Download ppt "CSTEP Cluster Sampling for Tail Estimation of Probability."

Similar presentations


Ads by Google