19 resultados para Improved Borsch-Supan Method

em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain


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This paper presents the design and implementation of QRP, an open source proof-of-concept authentication system that uses a two-factorauthentication by combining a password and a camera-equipped mobile phone, acting as an authentication token. QRP is extremely secure asall the sensitive information stored and transmitted is encrypted, but it isalso an easy to use and cost-efficient solution. QRP is portable and can be used securely in untrusted computers. Finally, QRP is able to successfully authenticate even when the phone is offline.

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Quantitatively assessing the importance or criticality of each link in a network is of practical value to operators, as that can help them to increase the network's resilience, provide more efficient services, or improve some other aspect of the service. Betweenness is a graph-theoretical measure of centrality that can be applied to communication networks to evaluate link importance. However, as we illustrate in this paper, the basic definition of betweenness centrality produces inaccurate estimations as it does not take into account some aspects relevant to networking, such as the heterogeneity in link capacity or the difference between node-pairs in their contribution to the total traffic. A new algorithm for discovering link centrality in transport networks is proposed in this paper. It requires only static or semi-static network and topology attributes, and yet produces estimations of good accuracy, as verified through extensive simulations. Its potential value is demonstrated by an example application. In the example, the simple shortest-path routing algorithm is improved in such a way that it outperforms other more advanced algorithms in terms of blocking ratio

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Condence intervals in econometric time series regressions suffer fromnotorious coverage problems. This is especially true when the dependencein the data is noticeable and sample sizes are small to moderate, as isoften the case in empirical studies. This paper suggests using thestudentized block bootstrap and discusses practical issues, such as thechoice of the block size. A particular data-dependent method is proposedto automate the method. As a side note, it is pointed out that symmetricconfidence intervals are preferred over equal-tailed ones, since theyexhibit improved coverage accuracy. The improvements in small sampleperformance are supported by a simulation study.

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This paper proposes to estimate the covariance matrix of stock returnsby an optimally weighted average of two existing estimators: the samplecovariance matrix and single-index covariance matrix. This method isgenerally known as shrinkage, and it is standard in decision theory andin empirical Bayesian statistics. Our shrinkage estimator can be seenas a way to account for extra-market covariance without having to specifyan arbitrary multi-factor structure. For NYSE and AMEX stock returns from1972 to 1995, it can be used to select portfolios with significantly lowerout-of-sample variance than a set of existing estimators, includingmulti-factor models.

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The analysis of multiexponential decays is challenging because of their complex nature. When analyzing these signals, not only the parameters, but also the orders of the models, have to be estimated. We present an improved spectroscopic technique specially suited for this purpose. The proposed algorithm combines an iterative linear filter with an iterative deconvolution method. A thorough analysis of the noise effect is presented. The performance is tested with synthetic and experimental data.

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A common operation in wireless ad hoc networks is the flooding of broadcast messages to establish network topologies and routing tables. The flooding of broadcast messages is, however, a resource consuming process. It might require the retransmission of messages by most network nodes. It is, therefore, very important to optimize this operation. In this paper, we first analyze the multipoint relaying (MPR) flooding mechanism used by the Optimized Link State Routing (OLSR) protocol to distribute topology control (TC) messages among all the system nodes. We then propose a new flooding method, based on the fusion of two key concepts: distance-enabled multipoint relaying and connected dominating set (CDS) flooding. We present experimental simulationsthat show that our approach improves the performance of previous existing proposals.

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Peer-reviewed

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Needle trap devices (NTDs) are a relatively new and promising tool for headspace (HS) analysis. In this study, a dynamic HS sampling procedure is evaluated for the determination of volatile organic compounds (VOCs) in whole blood samples. A full factorial design was used to evaluate the influence of the number of cycles and incubation time and it is demonstrated that the controlling factor in the process is the number of cycles. A mathematical model can be used to determine the most appropriate number of cycles required to adsorb a prefixed amount of VOCs present in the HS phase whenever quantitative adsorption is reached in each cycle. Matrix effect is of great importance when complex biological samples, such as blood, are analyzed. The evaluation of the salting out effect showed a significant improvement in the volatilization of VOCs to the HS in this type of matrices. Moreover, a 1:4 (blood:water) dilution is required to obtain quantitative recoveries of the target analytes when external calibration is used. The method developed gives detection limits in the 0.020–0.080 μg L−1 range (0.1–0.4 μg L−1 range for undiluted blood samples) with appropriate repeatability values (RSD < 15% at high level and <23% at LOQ level). Figure of merits of the method can be improved by using a smaller phase ratio (i.e., an increase in the blood volume and a decrease in the HS volume), which lead to lower detection limits, better repeatability values and greater sensibility. Twenty-eight blood samples have been evaluated with the proposed method and the results agree with those indicated in other studies. Benzene was the only target compound that gave significant differences between blood levels detected in volunteer non-smokers and smokers

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"Vegeu el resum a l'inici del document del fitxer adjunt."

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Report for the scientific sojourn carried out at the Department of Chemistry University of North Texas (USA) from September until November 2006. It includes the performance of two computational chemistry studies: an experimental and computational study toward the intra- and intermolecular hydroarylation of isonitriles and the development of an improved catalyst for hydrocarbon functionalization.

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