Context-awareness privacy in data communications

Internet users consume online targeted advertising based on information collected about them and voluntarily share personal information in social networks. Sensor information and data from smart-phones is collected and used by applications, sometimes in unclear ways. As it happens today with smartphones, in the near future sensors will be shipped in all types of connected devices, enabling ubiquitous information gathering from the physical environment, enabling the vision of Ambient Intelligence. The value of gathered data, if not obvious, can be harnessed through data mining techniques and put to use by enabling personalized and tailored services as well as business intelligence practices, fueling the digital economy. However, the ever-expanding information gathering and use undermines the privacy conceptions of the past. Natural social practices of managing privacy in daily relations are overridden by socially-awkward communication tools, service providers struggle with security issues resulting in harmful data leaks, governments use mass surveillance techniques, the incentives of the digital economy threaten consumer privacy, and the advancement of consumergrade data-gathering technology enables new inter-personal abuses. A wide range of fields attempts to address technology-related privacy problems, however they vary immensely in terms of assumptions, scope and approach. Privacy of future use cases is typically handled vertically, instead of building upon previous work that can be re-contextualized, while current privacy problems are typically addressed per type in a more focused way. Because significant effort was required to make sense of the relations and structure of privacy-related work, this thesis attempts to transmit a structured view of it. It is multi-disciplinary - from cryptography to economics, including distributed systems and information theory - and addresses privacy issues of different natures. As existing work is framed and discussed, the contributions to the state-of-theart done in the scope of this thesis are presented. The contributions add to five distinct areas: 1) identity in distributed systems; 2) future context-aware services; 3) event-based context management; 4) low-latency information flow control; 5) high-dimensional dataset anonymity. Finally, having laid out such landscape of the privacy-preserving work, the current and future privacy challenges are discussed, considering not only technical but also socio-economic perspectives.

Optimal alarms systems and its application to financial time series

This thesis focuses on the application of optimal alarm systems to non linear time series models. The most common classes of models in the analysis of real-valued and integer-valued time series are described. The construction of optimal alarm systems is covered and its applications explored. Considering models with conditional heteroscedasticity, particular attention is given to the Fractionally Integrated Asymmetric Power ARCH, FIAPARCH(p; d; q) model and an optimal alarm system is implemented, following both classical and Bayesian methodologies. Taking into consideration the particular characteristics of the APARCH(p; q) representation for financial time series, the introduction of a possible counterpart for modelling time series of counts is proposed: the INteger-valued Asymmetric Power ARCH, INAPARCH(p; q). The probabilistic properties of the INAPARCH(1; 1) model are comprehensively studied, the conditional maximum likelihood (ML) estimation method is applied and the asymptotic properties of the conditional ML estimator are obtained. The final part of the work consists on the implementation of an optimal alarm system to the INAPARCH(1; 1) model. An application is presented to real data series.