Search Results for "source testing unit testing"

Evaluation of methods/software is considered as a very important procedure for any user who wants to know the actual performance of a scientific tool. For the implementation of such evaluation procedure several test cases - scenarios shall be run. Obtaining the necessary test data sets can be an obstacle due to both privacy issues and also the time and cost associated with collecting multiple instances of a diverse set of data sources. An efficient alternative is the design and use of...

The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references to the papers.