Sistema d'autenticació one-time password (OTP) per a mòbils

Aquest projecte consisteix en fer l’anàlisi, disseny i implementació d'un sistema d'autenticació a través de contrasenyes d’un sol ús (One Time Password ‐OTP‐) per a dispositius mòbils. Per evitar l’ús de contrasenyes estàtiques farem una aplicació per a telèfons mòbils capaç de generar contrasenyes aleatòries gràcies a uns paràmetres previs, així com de poder tenir un registre dels serveis on poden ser utilitzades. Partirem d’un protocol repte/resposta on l’usuari interactuarà amb el seu telèfon mòbil i un ordinador personal amb una connexió a Internet. Podrà registrar‐se i, introduint certes dades al mòbil que li proporciona el servidor, podrà fer el procés d’autenticar‐se per poder accedir a zones restringides del servei.

A Secure Mobile-based Authentication System

Financial information is extremely sensitive. Hence, electronic banking must provide a robust system to authenticate its customers and let them access their data remotely. On the other hand, such system must be usable, affordable, and portable.We propose a challengeresponse based one-time password (OTP) scheme that uses symmetriccryptography in combination with a hardware security module. The proposed protocol safeguards passwords from keyloggers and phishing attacks.Besides, this solution provides convenient mobility for users who want to bank online anytime and anywhere, not just from their owntrusted computers.

On the many-time formulation of classical particle dynamics

Starting from the standard one-time dynamics of n nonrelativistic particles, the n-time equations of motion are inferred, and a variational principle is formulated. A suitable generalization of the classical LieKnig theorem is demonstrated, which allows the determination of all the associated presymplectic structures. The conditions under which the action of an invariance group is canonical are studied, and a corresponding Noether theorem is deduced. A formulation of the theory in terms of n first-class constraints is recovered by means of coisotropic imbeddings. The proposed approach also provides for a better understanding of the relativistic particle dynamics, since it shows that the different roles of the physical positions and the canonical variables is not peculiar to special relativity, but rather to any n-time approach: indeed a nonrelativistic no-interaction theorem is deduced.

Downsizing, Job Insecurity, and Firm Reputation

This paper studies how firms make layoff decisions in the presence of adverse shocks. In this uncertain environment, workers' expectations about their job security affect their on-the-job performance. This productivity effect on job insecurity forces firms to strike a balance between laying off redundant workers and maintaining survivors' commitment when deciding on the amount and timing of downsizing. This framework offers an explanation of conservative employment practices (such as zero or reduced layoffs) based on firms having private information about their future profits. High retention rates and wages can signal that the firm has a bright future, boosting workers' confidence. Moreover, the model provides clear predictions about when waves of downsizing will occur as opposed to one-time massive cuts.

Downsizing, job insecurity and firm reputation

This paper studies how firms make layoff decisions in the presence of adverse shocks. In this uncertain environment, workers' expectations about their job security affect their on-the-job performance. This productivity effect on job insecurity forces firms to strike a balance between laying off redundant workers and maintaining survivors' commitment when deciding on the amount and timing of downsizing. This framework offers an explanation of conservative employment practices (such as zero or reduced layoffs) based on firms having private information about their future profits. High retention rates and wages can signal that the firm has a bright future, boosting workers' confidence. Moreover, the model provides clear predictions about when waves of downsizing will occur as opposed to one-time massive cuts.

Closure of the Monte Carlo dynamical equation in the spherical Sherrington-Kirkpatrick model

We study the analytical solution of the Monte Carlo dynamics in the spherical Sherrington-Kirkpatrick model using the technique of the generating function. Explicit solutions for one-time observables (like the energy) and two-time observables (like the correlation and response function) are obtained. We show that the crucial quantity which governs the dynamics is the acceptance rate. At zero temperature, an adiabatic approximation reveals that the relaxational behavior of the model corresponds to that of a single harmonic oscillator with an effective renormalized mass.

A polynomial algorithm for special case of the one-machine scheduling problem with time-lags

The standard one-machine scheduling problem consists in schedulinga set of jobs in one machine which can handle only one job at atime, minimizing the maximum lateness. Each job is available forprocessing at its release date, requires a known processing timeand after finishing the processing, it is delivery after a certaintime. There also can exists precedence constraints between pairsof jobs, requiring that the first jobs must be completed beforethe second job can start. An extension of this problem consistsin assigning a time interval between the processing of the jobsassociated with the precedence constrains, known by finish-starttime-lags. In presence of this constraints, the problem is NP-hardeven if preemption is allowed. In this work, we consider a specialcase of the one-machine preemption scheduling problem with time-lags, where the time-lags have a chain form, and propose apolynomial algorithm to solve it. The algorithm consist in apolynomial number of calls of the preemption version of the LongestTail Heuristic. One of the applicability of the method is to obtainlower bounds for NP-hard one-machine and job-shop schedulingproblems. We present some computational results of thisapplication, followed by some conclusions.

Polynomial-time complexity for instances of the endomorphism problem in free groups

We say the endomorphism problem is solvable for an element W in a free group F if it can be decided effectively whether, given U in F, there is an endomorphism Φ of F sending W to U. This work analyzes an approach due to C. Edmunds and improved by C. Sims. Here we prove that the approach provides an efficient algorithm for solving the endomorphism problem when W is a two- generator word. We show that when W is a two-generator word this algorithm solves the problem in time polynomial in the length of U. This result gives a polynomial-time algorithm for solving, in free groups, two-variable equations in which all the variables occur on one side of the equality and all the constants on the other side.

Are one factor logarithmic volatility models useful to fit the features of financial data? An application to microsoft data.

This paper provides empirical evidence that continuous time models with one factor of volatility, in some conditions, are able to fit the main characteristics of financial data. It also reports the importance of the feedback factor in capturing the strong volatility clustering of data, caused by a possible change in the pattern of volatility in the last part of the sample. We use the Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) to estimate logarithmic models with one and two stochastic volatility factors (with and without feedback) and to select among them.

A first attempt of geographically-distributed Multi-scale integrated analysis of societal and ecosystem metabolism (MuSIASEM): mapping human time and energy throughput in metropolitan Barcelona

This study presents a first attempt to extend the “Multi-scale integrated analysis of societal and ecosystem metabolism (MuSIASEM)” approach to a spatial dimension using GIS techniques in the Metropolitan area of Barcelona. We use a combination of census and commercial databases along with a detailed land cover map to create a layer of Common Geographic Units that we populate with the local values of human time spent in different activities according to MuSIASEM hierarchical typology. In this way, we mapped the hours of available human time, in regards to the working hours spent in different locations, putting in evidence the gradients in spatial density between the residential location of workers (generating the work supply) and the places where the working hours are actually taking place. We found a strong three-modal pattern of clumps of areas with different combinations of values of time spent on household activities and on paid work. We also measured and mapped spatial segregation between these two activities and put forward the conjecture that this segregation increases with higher energy throughput, as the size of the functional units must be able to cope with the flow of exosomatic energy. Finally, we discuss the effectiveness of the approach by comparing our geographic representation of exosomatic throughput to the one issued from conventional methods.

A one-dimensional Keller-Segel equation with a drift issued from the boundary

We investigate in this note the dynamics of a one-dimensional Keller-Segel type model on the half-line. On the contrary to the classical configuration, the chemical production term is located on the boundary. We prove, under suitable assumptions, the following dichotomy which is reminiscent of the two-dimensional Keller-Segel system. Solutions are global if the mass is below the critical mass, they blow-up in finite time above the critical mass, and they converge to some equilibrium at the critical mass. Entropy techniques are presented which aim at providing quantitative convergence results for the subcritical case. This note is completed with a brief introduction to a more realistic model (still one-dimensional).

Existence and uniqueness of viscosity solution for Hamilton-Jacobi equation with discontinuous coefficients dependent on time

The main result is a proof of the existence of a unique viscosity solution for Hamilton-Jacobi equation, where the hamiltonian is discontinuous with respect to variable, usually interpreted as the spatial one. Obtained generalized solution is continuous, but not necessarily differentiable.

Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation

To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consuming method for computing these risk contributions. In this paper we consider the Wavelet Approximation (WA) method for Value at Risk (VaR) computation presented in [Mas10] in order to calculate the Expected Shortfall (ES) and the risk contributions under the Vasicek one-factor model framework. We decompose the VaR and the ES as a sum of sensitivities representing the marginal impact on the total portfolio risk. Moreover, we present technical improvements in the Wavelet Approximation (WA) that considerably reduce the computational effort in the approximation while, at the same time, the accuracy increases.

Clinical application of differential time to positivity of blood cultures as a diagnostic method for catheter-related bloodstream infection.

La sospita de bacterièmia relacionada a catèter (BRC) necessita la retirada d’aquest, confirmant-se a posteriori només en un 15-25%. La diferencia en el temps de positivització d´ hemocultius (DTP) ha demostrat ser un mètode fiable per el diagnòstic de BRC evitant la retirada del catèter. Amb la intenció de comprovar la utilitat clínica de la DTP, l’hem comparada amb un mètode diagnòstic estàndard. Hem inclòs 133 pacients ingressats a una unitat de cures intensives portadors de catèters venosos centrals. 56 pacients s’han aleatoritzats. No hem trobat diferències significatives en quant a morbi-mortalitat en els 2 grups havent evitat 70% de retirada innecessària de catèters en el grup de DTP.

A new approach to real time traffic sign recognition based on colour information

The automatic interpretation of conventional traffic signs is very complex and time consuming. The paper concerns an automatic warning system for driving assistance. It does not interpret the standard traffic signs on the roadside; the proposal is to incorporate into the existing signs another type of traffic sign whose information will be more easily interpreted by a processor. The type of information to be added is profuse and therefore the most important object is the robustness of the system. The basic proposal of this new philosophy is that the co-pilot system for automatic warning and driving assistance can interpret with greater ease the information contained in the new sign, whilst the human driver only has to interpret the "classic" sign. One of the codings that has been tested with good results and which seems to us easy to implement is that which has a rectangular shape and 4 vertical bars of different colours. The size of these signs is equivalent to the size of the conventional signs (approximately 0.4 m2). The colour information from the sign can be easily interpreted by the proposed processor and the interpretation is much easier and quicker than the information shown by the pictographs of the classic signs