22 resultados para Financial History
Resumo:
TCP attacks are the major problem faced by Mobile Ad hoc Networks (MANETs) due to its limited network and host resources. Attacker traceback is a promising solution which allows a victim to identify the exact location of the attacker and hence enables the victim to take proper countermeasure near attack origins, for forensics and to discourage attackers from launching the attacks. However, attacker traceback in MANET is a challenging problem due to dynamic network topology, limited network and host resources such as memory, bandwidth and battery life. We introduce a novel method of TCP attacker Identification in MANET using the Traffic History - MAITH. Based on the comprehensive evaluation based on simulations, we showed that MAITH can successfully track down the attacker under diverse mobile multi-hop network environment with low communication, computation, and memory overhead.
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This paper presents additional distributional records of the Sindh awl-headed snake Lytorhynchus paradoxus from India, along with scale counts, measurements and natural history observations of this poorly known species.
Resumo:
A brief account of the basic principle and methodologies of MRI technique, right from its beginning, are outlined. The final pulse sequence used for MRI using Fourier Imaging (phase encoding), Echo-Planar Imaging (EPI) for detection of a whole plane in a single excitation and T-1 and T-2 contrast enhancement is explained. The various associated methods such as, MR-spectroscopy, flow measurement (MRI-angiography), Lung-imaging using hyperpolarized Xe-129 and He-3 and functional imaging (f-MRI) are described.
Resumo:
The history of computing in India is inextricably intertwined with two interacting forces: the political climate determined by the political party in power) and the government policies mainly driven by the technocrats and bureaucrats who acted within the boundaries drawn by the political party in power. There were four break points (which occurred in 1970, 1978, 1991 and 1998) that changed the direction of the development of computers and their applications. This article explains why these breaks occurred and how they affected the history of computing in India.
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The structural properties of temporal networks often influence the dynamical processes that occur on these networks, e.g., bursty interaction patterns have been shown to slow down epidemics. In this paper, we investigate the effect of link lifetimes on the spread of history-dependent epidemics. We formulate an analytically tractable activity-driven temporal network model that explicitly incorporates link lifetimes. For Markovian link lifetimes, we use mean-field analysis for computing the epidemic threshold, while the effect of non-Markovian link lifetimes is studied using simulations. Furthermore, we also study the effect of negative correlation between the number of links spawned by an individual and the lifetimes of those links. Such negative correlations may arise due to the finite cognitive capacity of the individuals. Our investigations reveal that heavy-tailed link lifetimes slow down the epidemic, while negative correlations can reduce epidemic prevalence. We believe that our results help shed light on the role of link lifetimes in modulating diffusion processes on temporal networks.
Resumo:
Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.