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| - | Master semester project: 2007-2008 | + | Master semester project: 2008-2009 |
| - | + | ==== Is Diversification Always the Best Way to Minimize Risk? ==== | |
| - | + | \\ | |
| - | ==== Development of an Automated Code Verification Tool ==== | + | **Description:**\\ |
| + | Consider the problem of investing in a collection of independent random agents, such as investments in a portfolio or power allocations in a MIMO channels; in order to minimize the probability that the portfolio's return goes underneath a fixed threshold, or that the MIMO communication link goes in outage under a given rate, is it always best to diversify the money or power over all agents? | ||
| \\ | \\ | ||
| - | **Description:**\\ | ||
| - | Recursion testing suites are widely accepted as a rigorous method for verifying that a software element satisfies a set of interface specifications. This project will consist of the development of an automated tool for ensuring that submitted code passes a set of tests. Test will be specified in a hierarchical nature so that sub-elements are first tested individually, before the entire submission is tested. | ||
| - | |||
| - | The code to be tested will be in MATLAB, and the testing tool will most likely take the form of part MATLAB and part in a language of the student's choice. This project has scope for a motivated student to take it in the direction that interests them, for example, development of a test definition system that allows more than simple fixed input-fixed output tests, or suggestions for likely errors. | ||
| \\ | \\ | ||
| - | **Prerequisites:**\\ | + | **Objective:**\\ |
| - | Ability to develop structured re-usable software\\ | + | Understand the probabilistic model and existing results; then complete or extend some of the results.\\ |
| - | Some compiler experience would be beneficial\\ | + | \\ |
| - | At least a basic knowledge of MATLAB | + | |
| + | **Prerequisites:**\\ | ||
| + | Interest in solving mathematical (probability) problems. | ||
| + | Matlab could be helpful for numerical checks. \\ | ||
| \\ | \\ | ||
| **Supervisor:**\\ | **Supervisor:**\\ | ||
| - | Peter Berlin, tel: 35635, room: INR 141, peter.berlin@epfl.ch\\ | + | Emmanuel Abbe, tel: 35657, office: INR 030, emmanuel.abbe@epfl.ch \\ |
| - | Marius Kleiner, tel.: 35674, room: INR 036, marius.kleiner@epfl.ch | + | |
| \\ | \\ | ||
| **Professor:**\\ | **Professor:**\\ | ||
| - | Bixio Rimoldi | + | Prof. Bixio Rimoldi |
| \\ | \\ | ||
| - | //[[en:projects:2007-2008:msp|back to master semester projects menu]]// | + | [[en:projects:mastersemester:msp|back to master semester projects menu]] |