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Team

CSTEP Cluster Sampling for Tail Estimation of Probability. Team. Project Team and Faculty. Created by: Alan Chandler Nathan Wood Eric Brown Temourshah Ahmady Faculty Advisor : Dr. James Schwing Client: Dr. Yvonne Chueh. Introduction.

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Team

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  1. CSTEP Cluster Sampling for Tail Estimation of Probability Team

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

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

  4. Algorithms • Implementing Three Algorithms • Significance Method • Euclidian Distance • Present Value Distance Method

  5. Algorithms • Significance Method • Simple operation • Time: Θ(n) • Memory: Θ(n)

  6. Algorithms • Euclidian Distance Method • More complex • Time: Θ(n*m) • Memory: Θ(n)

  7. Algorithms • Present Value Distance Method • More complex • Time: Θ(n*m) • Memory: Θ(n)

  8. Architecture C++ C# CSV File Lua File GUI Params LuaFunction DataProcessor Algorithm CSV File

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

  10. User Interface Design • Visual Studio C# • Use of: • Buttons • Radio buttons • Tabs • Text boxes • Picture boxes • Combo boxes

  11. User Interface Design • Graphical representation of data • Allows user to see universe at all times • Lets user see potential errors in universe

  12. Quality Assurance • Documents Standards • Coding Standards • User Interface Guidelines • Change Control Process • Testing Process

  13. Documents Standards

  14. Coding Standards • C# Coding Style • C++ Coding Style • Lua Coding Style

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

  16. User feedback for UI

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

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

  19. Test Cases • Designed test cases for each requirement of our system

  20. Data • Real-World Data • Used to test the output of our program • Synthetic Data • Used to test the performance of our program

  21. Program Demo …

  22. 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

  23. Schedule • To do: • Finish software • Final testing • Acceptance testing

  24. Question and Answer

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