Model-driven engineering (MDE) often features quality assurance (QA) techniques to help developers creating software that meets reliability, efficiency, and safety requirements. In this paper, we consider the question of how quality-aware MDE should support data-intensive software systems. This is a difficult challenge, since existing models and QA techniques largely ignore properties of data such as volumes, velocities, or data location. Furthermore, QA requires the ability to characterize the behavior of technologies such as Hadoop/MapReduce, NoSQL, and stream-based processing, which are poorly understood from a modeling standpoint. To foster a community response to these challenges, we present the research agenda of DICE, a quality-aware MDE methodology for data-intensive cloud applications. DICE aims at developing a quality engineering tool chain offering simulation, verification, and architectural optimization for Big Data applications. We overview some key challenges involved in developing these tools and the underpinning models.

This paper makes a short overview of current state of the art monitoring tools for cloud and big data frameworks. In order to effectively create, test and deploy new algorithms or frameworks one needs suitable monitoring solutions. Hence we aim on creating a critical overview for some of the monitoring solutions existing on the market. Also we present relevant metrics used for monitoring cloud and big data applications, focused mainly on cloud deployment scenarios for big data frameworks.

The goal of this paper is to create a hybrid system based on a Multi-Agent Architecture that will investigate the evolution of some neural network methods along with technical and fundamental analysis methods on stock market indexes and how this information influences the stock market behavior in order to improve the profitability of a short or medium time period investment. The proposed system compares the results of Standard Feed Forward Neural Network, Elman and Jordan Recurrent Neural Networks and a Neural Network evolved with Neuro Evolution of Augmenting Topologies (NEAT) in order to investigate which network gives the most accurate result and time performance by taking in consideration the close price of a stock. The system also finds correlations between the pattern recognition methods and technical and fundamental methods results in order to find the direction of the market trend, to predict the next day price of a stock and to trigger a useful buy/sell signal. We are also interested in finding a correlation between the evolution of price, volume, number of transactions in order to have a better view on which is the effect of stock liquidity on a stock price. In order to validate our model a prototype was developed and applied to the Bucharest Stock Exchange Market indexes.