Search Results for "testing"

...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 synthetic reference data sets to undertake black-box testing. These data sets should be generated in a manner consistent with the functional specification of the problem addressed by the method/software. According to this approach a data set generator was developed for the evaluation of preference disaggregation methods that are used for customer satisfaction analysis, like MUSA (Multicriteria Satisfaction Analysis).

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.