With the rise of cloud computing and the migration to web-based applications, scalable systems have become highly desirable. And while developing software is hard, designing a scalable system is even harder. The microservice architecture is an attempt to improve the scalability but may introduce additional challenges. In order to correctly implement the microservice architecture, it is important to understand how the different mechanisms used in the architecture affect the quality of the application. The purpose of this research is to show how to evaluate microservice applications and how much they can differentiate from each other. A literature study and an architectural analysis are performed by reviewing research related to web applications and microservices. Subsequently, the empirical data is collected by evaluating and comparing two different microservice applications based on their quality characteristics. The results of the literature study indicate that performance efficiency, compatibility, reliability, security, maintainability and portability are the most relevant quality characteristics of the microservice architecture. Furthermore, the architectural analysis describes how microservices affect these quality characteristics. Lastly, the evaluation showed that different approaches can significantly alter the strength of the different characteristics. For this specific comparison between the two selected applications, it was determined that the biggest differentiating factor is the asynchronous and synchronous messaging. To conclude, the results show it is possible to evaluate a microservice application by its qualities. Additionally, while microservice applications may use completely different technologies, the fundamental concept behind them remains the same. What differs is the approaches used and how they affect the quality characteristics.

The problem of estimation has been widely investigated with all different kinds of assumptions. This study focusses on the subjective Bayesian estimation of a location vector and characteristic matrix for the univariate and multivariate elliptical model as oppose to objective Bayesian estimation that has been thoroughly discussed (see Fang and Li (1999) amongst others). The prior distributions that will be assumed is the conjugate normal-inverse Wishart prior and also the normal-Wishart prior which has not yet been considered in literature. The posterior distributions, joint and marginal, as well as the Bayes estimators will be derived. The newly developed results are applied to the multivariate normal and multivariate t-distribution. For subjective Bayesian analysis the vector-spherical matrix elliptical model is also studied. / Dissertation (MSc)--University of Pretoria, 2012. / Statistics / MSc / Unrestricted

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Let G be a finite group and V be an orthogonal four-dimensional real representation space of G where the action of G is non-free. We give necessary and sufficient conditions for the existence of a G-equivariant vector field on the representation sphere of V in the cases G is the dihedral group, the generalized quaternion group and the semidihedral group in terms of decomposition of V into irreducible representations. In the case G is abelian, where the solution is already known, we give a more elementary solution.

The diploma thesis has a target to create a computer program that will serve as help for an evaluation of the system of pumps (The Operating Point of the Centrifugal Pump). The computer program is intended above all designers, but it will find its using in the sphere of education. The main computer program has two partial programs: System characteristic and Performance characteristic. The main point of this diploma thesis is create partial computer program: system characteristic. Other target is creating the main program and finding The Operating Point of the Centrifugal Pump. Other parameters are power efficiency, flow, specific energy for pump or pumps. These parameters are important for correct and economical proposal.

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Thesis (PhD)--Macquarie University, Division of Economic and Financial Studies, Dept. of Statistics, 2008. / Bibliography: p. 73-77. / Introduction -- Lévy processes used in option pricing -- Option pricing for Lévy processes -- Option pricing based on empirical characteristic functions -- Performance of the five models on historical data -- Conclusions -- References -- Appendix A. Proofs -- Appendix B. Supplements -- Appendix C. Matlab programs. / Pricing problems of financial derivatives are among the most important ones in Quantitative Finance. Since 1973 when a Nobel prize winning model was introduced by Black, Merton and Scholes the Brownian Motion (BM) process gained huge attention of professionals professionals. It is now known, however, that stock market log-returns do not follow the very popular BM process. Derivative pricing models which are based on more general Lévy processes tend to perform better. --Carr & Madan (1999) and Lewis (2001) (CML) developed a method for vanilla options valuation based on a characteristic function of asset log-returns assuming that they follow a Lévy process. Assuming that at least part of the problem is in adequate modeling of the distribution of log-returns of the underlying price process, we use instead a nonparametric approach in the CML formula and replaced the unknown characteristic function with its empirical version, the Empirical Characteristic Functions (ECF). We consider four modifications of this model based on the ECF. The first modification requires only historical log-returns of the underlying price process. The other three modifications of the model need, in addition, a calibration based on historical option prices. We compare their performance based on the historical data of the DAX index and on ODAX options written on the index between the 1st of June 2006 and the 17th of May 2007. The resulting pricing errors show that one of our models performs, at least in the cases considered in the project, better than the Carr & Madan (1999) model based on calibration of a parametric Lévy model, called a VG model. --Our study seems to confirm a necessity of using implied parameters, apart from an adequate modeling of the probability distribution of the asset log-returns. It indicates that to precisely reproduce behaviour of the real option prices yet other factors like stochastic volatility need to be included in the option pricing model. Fortunately the discrepancies between our model and real option prices are reduced by introducing the implied parameters which seem to be easily modeled and forecasted using a mixture of regression and time series models. Such approach is computationaly less expensive than the explicit modeling of the stochastic volatility like in the Heston (1993) model and its modifications. / Mode of access: World Wide Web. / x, 111 p. ill., charts

We first review recent work on stable and multistable random processes and their localisability. Then most of the thesis concerns a new approach to these topics based on characteristic functions. Our aim is to construct processes on R, which are α(x)-multistable, where the stability index α(x) varies with x. To do this we first use characteristic functions to define α(x)-multistable random integrals and measures and examine their properties. We show that an α(x)-multistable random measure may be obtained as the limit of a sequence of measures made up of α-stable random measures restricted to small intervals with α constant on each interval. We then use the multistable random integrals to define multistable random processes on R and study the localisability of these processes. Thus we find conditions that ensure that a process locally ‘looks like’ a given stochastic process under enlargement and appropriate scaling. We give many examples of multistable random processes and examine their local forms. Finally, we examine the dimensions of graphs of α-stable random functions defined by series with α-stable random variables as coefficients.