QoS support in satellite and wireless networks: study under the network simulator (NS-2)

Aquest projecte es basa en l'estudi de l'oferiment de qualitat de servei en xarxes wireless i satel·litals. Per això l'estudi de les tècniques de cross-layer i del IEEE 802.11e ha sigut el punt clau per al desenvolupament teòric d’aquest estudi. Usant el simulador de xarxes network simulator, a la part de simulacions es plantegen tres situacions: l'estudi de la xarxa satel·lital, l'estudi del mètode d'accés HCCA i la interconnexió de la xarxa satel·lital amb la wireless. Encara que aquest últim punt, incomplet en aquest projecte, ha de ser la continuació per a futures investigacions.

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.

Electoral competition under the threat of political unrest

We study elections in which one party (the strong party) controls a source of political unrest; e.g., this party could instigate riots if it lost the election. We show that the strong party is more likely to win the election when there is less information about its ability to cause unrest. This is because when theweak party is better informed, it can more reliably prevent political unrest by implementing a ``centrist'' policy. When there is uncertainty over the credibility of the threat, ``posturing'' by the strong party leads to platform divergence.

Exchange-correlation effects on quantum wires with spin-orbit interactions under the influence of in-plane magnetic fields.

Within the noncollinear local spin-density approximation, we have studied the ground state structure of a parabolically confined quantum wire submitted to an in-plane magnetic field, including both Rashba and Dresselhaus spin-orbit interactions. We have explored a wide range of linear electronic densities in the weak (strong) coupling regimes that appear when the ratio of spin-orbit to confining energy is small (large). These results are used to obtain the conductance of the wire. In the strong coupling limit, the interplay between the applied magnetic field¿irrespective of the in-plane direction, the exchange-correlation energy, and the spin-orbit energy-produces anomalous plateaus in the conductance vs linear density plots that are otherwise absent, or washes out plateaus that appear when the exchange-correlation energy is not taken into account.

A classical particle in heat bath under the influence of external noise

A very simple model of a classical particle in a heat bath under the influence of external noise is studied. By means of a suitable hypothesis, the heat bath is reduced to an internal colored noise (OrnsteinUhlenbeck noise). In a second step, an external noise is coupled to the bath. The steady state probability distributions are obtained.

Under the Stones, the beach. Vínculos generacionales y pulsiones subversivas en el cine a través de los Rolling Stones

Este trabajo busca investigar el fenómeno de lo generacional en el cine a través de su relación con la música. Para ello, utiliza como punto de partida la filmografía de los Rolling Stones y aplica elconcepto de aura de Walter Benjamin. Así, explora las tensiones generacionales entre jóvenes y adultos, que se reflejan en los ámbitos del creador, la audiencia y la industria como tensiones entre invención y comercialización, entre libertad y represión o entre rebeldía y conservadurismo. De ese modo, procura identificar en la puesta en escena la capacidad contracultural del cine que apela a lo juvenil y oponerla a los simulacros oportunistas que utiliza el sistema de la industria cultural.

Characterisation of the LMS200 laser beam under the influence of blockage surfaces. Influence on 3D scanning of tree orchards

The geometric characterisation of tree orchards is a high-precision activity comprising the accurate measurement and knowledge of the geometry and structure of the trees. Different types of sensors can be used to perform this characterisation. In this work a terrestrial LIDAR sensor (SICK LMS200) whose emission source was a 905-nm pulsed laser diode was used. Given the known dimensions of the laser beam cross-section (with diameters ranging from 12 mm at the point of emission to 47.2 mm at a distance of 8 m), and the known dimensions of the elements that make up the crops under study (flowers, leaves, fruits, branches, trunks), it was anticipated that, for much of the time, the laser beam would only partially hit a foreground target/object, with the consequent problem of mixed pixels or edge effects. Understanding what happens in such situations was the principal objective of this work. With this in mind, a series of tests were set up to determine the geometry of the emitted beam and to determine the response of the sensor to different beam blockage scenarios. The main conclusions that were drawn from the results obtained were: (i) in a partial beam blockage scenario, the distance value given by the sensor depends more on the blocked radiant power than on the blocked surface area; (ii) there is an area that influences the measurements obtained that is dependent on the percentage of blockage and which ranges from 1.5 to 2.5 m with respect to the foreground target/object. If the laser beam impacts on a second target/object located within this range, this will affect the measurement given by the sensor. To interpret the information obtained from the point clouds provided by the LIDAR sensors, such as the volume occupied and the enclosing area, it is necessary to know the resolution and the process for obtaining this mesh of points and also to be aware of the problem associated with mixed pixels.

Experimental evaluation of anonymous protocols under the JXTA middleware

JXTA is a peer-to-peer (P2P) middleware whichhas undergone successive iterations through its 10 years of history, slowly incorporating a security baseline that may cater to different applications and services. However, in order to appeal to a broader set of secure scenarios, it would be interesting to take into consideration more advanced capabilities, such as anonymity.There are several proposals on anonymous protocols that can be applied in the context of a P2P network, but it is necessary to be able to choose the right one given each application¿s needs. In this paper, we provide an experimental evaluation of two relevant protocols, each one belonging to a different category of approaches to anonymity: unimessage and split message. Webase our analysis on two scenarios, with stable and non-stable peers, and three metrics: round trip-time (RTT), node processing time and reliability.

Forecasting the maximum compensation offer in the automobile BI claims negotiation process

Most motor bodily injury (BI) claims are settled by negotiation, with fewer than 5% of cases going to court. A well-defined negotiation strategy is thus very useful for insurance companies. In this paper we assume that the monetary compensation awarded in court is the upper amount to be offered by the insurer in the negotiation process. Using a real database, a log-linear model is implemented to estimate the maximal offer. Non-spherical disturbances are detected. Correlation occurs when various claims are settled in the same judicial verdict. Group wise heteroscedasticity is due to the influence of the forensic valuation on the final compensation amount. An alternative approximation based on generalized inference theory is applied to estimate confidence intervals on variance components, since classical interval estimates may be unreliable for datasets with unbalanced structures.

Estimating the effects of fiscal policy under the budget constraint

I reconsider the short-term effects of fiscal policy when both government spending and taxes are allowed to respond to the level of public debt. I embed the long-term government budget constraint in a VAR, and apply this common trends model to US quarterly data. The results overturn some widely held beliefs on fiscal policy effects. The main finding is that expansionary fiscal policy has contractionary effects on output and inflation. Ricardian effects may dominate when fiscal expansions are expected to be adjusted by future tax rises or spending cuts. The evidence supports RBC models with distortionary taxation. We can discard some alternative interpretations that are based on monetary policy reactions or supply-side effects.