![]() ![]() Is Faster Better? A Study of Video Playback SpeedĪbstract: In this paper, we explore the relationship between video playback speed and student learning outcomes. 2: David Lang, Guanliang Chen, Kathy Mirzaei and Andreas Paepcke. Overall, these findings indicate that the personalized visualizations improved regulation of practice behavior, transfer of learning and changed the bias in relative monitoring accuracy. ![]() Finally, students in the personalized visualizations condition were more likely to under-estimate instead of over-estimate their performance. Learners in the PV condition showed better transfer on learning. This quasi-experimental pre-posttest study finds that learners in the personalized visualization condition improved the regulation of their practice behavior, as indicated by higher accuracy and less complex moment-by-moment learning curves compared to learners in the control group. The personalized visualizations are based on three pillars: grounding in SRL theory, the usage of trace data and the provision of clear actionable recommendations for learners to improve regulation. Our learning path app combines three Personalized Visualizations (PV) that are designed as an external reference to support learners’ internal regulation process. Personalized Visualizations to Promote Young Learners’ SRLĪbstract:This paper describes the design and evaluation of personalized visualizations to support young learners’ Self-Regulated Learning (SRL) in Adaptive Learning Technologies (ALTs). This leads me to believe the QuantLib dategenerationrule.hpp file (they did not include) that ORE is using is a modified version, as the mentioned rules are not inside the latest file.List of accepted papers Full papers 1: Inge Molenaar, Anne Horvers, Rick Dijkstra and Ryan Baker. Same thing for ThirdFriday, MondayAfterThirdFriday and TuesdayAfterThirdFriday, basically everything in that dategeneration.cpp The offline installer for VS2017 Community was failing for me on download so I ended up using this ISO and then adding the C needed features afterwards: Īnyhow on the testsuite the issues seem to be mostly around missing semicolons and then dategeneration.cpp has quite a few calendars that are not members of QuantLib::DateGeneration such as:ĮrrorĜ2039 'ThirdThursday': is not a member of 'QuantLib::DateGeneration' QuantExtTestSuite c:\engine\quantext\test\dategeneration.cppĘ3 If anyone wants to help with this, my repo is here: check the 1st commit there were various issues with the formatting using the code as is posted here on Windows 10, but now it compiles fine. Once the testsuite is done, it should be about ready to merge into QuantLib. ![]() Okay I started the port of QuantExt and resolved the errors on VS2017 Windows 10 with Boost 1.77.0 and QuantLib 1.23, using the Windows 8.1SDK and haven't finished the testsuite. I'll get the changes into my GitHub fork probably in the next week or so, once I get it compiling as a standalone library. But this would be SO MUCH FASTER if someone well versed in C was helping me do it. I suppose I'll see if I broke anything by running the QuantExt testsuite against it once I work through the errors. So some of the functions I'm potentially breaking but keeping a list for those that know C well so they can fix it properly if they need those functions (I personally don't), mostly by commenting out problematic code segment declarations in MSVC 14.1 (Visual Studio 2017 Community), or adding missing include files that have needed definitions imported. I'm attempting to port it over but I am not exactly a C expert. I see there was a session in 2018 where this was discussed, but haven't seen it done yet. I suppose the real question: is it OSR's desire to keep their extensions separate? If they were integrated into QuantLib, along with the test suite, then it would be maintained by QuantLib devs and updates would be automatically done on their side, freeing up the work that OSR devs would have to do with every incremental update of QuantLib. And likely reduce maintenance on the side of the OpenSourceRisk project team. I understand it is the work of the company in support of Open Source Risk, but this would potentially simplify the development ahead for both OSR and QuantLib. I'm just wondering why, I know it's not required by the BSD license, but is there a reason for leaving the QuantExt extensions outside of the QuantLib library itself? If it was pushed to the QuantLib library, there would be many more "eyes" on it from the open source community, and therefore likely more development upon its work.
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