Daily monetary impulses and security prices

This paper uses Swiss data to study the real long-run effects of monetary policy. Daily unexpected changes in the monetary base are found to be negatively correlated with security price changes. This result is unaffected when, implicitly following Geske and Roll (1983), we try to measure the autonomous component of monetary policy by taking into account a reaction function of monetary policy to changes in real variables.

RC-NDN: Raptor Codes Enabled Named Data Networking

Information-centric networking (ICN) has been proposed to cope with the drawbacks of the Internet Protocol, namely scalability and security. The majority of research efforts in ICN have focused on routing and caching in wired networks, while little attention has been paid to optimizing the communication and caching efficiency in wireless networks. In this work, we study the application of Raptor codes to Named Data Networking (NDN), which is a popular ICN architecture, in order to minimize the number of transmitted messages and accelerate content retrieval times. We propose RC-NDN, which is a NDN compatible Raptor codes architecture. In contrast to other coding-based NDN solutions that employ network codes, RC-NDN considers security architectures inherent to NDN. Moreover, different from existing network coding based solutions for NDN, RC-NDN does not require significant computational resources, which renders it appropriate for low cost networks. We evaluate RC-NDN in mobile scenarios with high mobility. Evaluations show that RC-NDN outperforms the original NDN significantly. RC-NDN is particularly efficient in dense environments, where retrieval times can be reduced by 83% and the number of Data transmissions by 84.5% compared to NDN.

Privacy Preserving Probabilistic Record Linkage (P3RL): a novel method for linking existing health-related data and maintaining participant confidentiality.

BACKGROUND Record linkage of existing individual health care data is an efficient way to answer important epidemiological research questions. Reuse of individual health-related data faces several problems: Either a unique personal identifier, like social security number, is not available or non-unique person identifiable information, like names, are privacy protected and cannot be accessed. A solution to protect privacy in probabilistic record linkages is to encrypt these sensitive information. Unfortunately, encrypted hash codes of two names differ completely if the plain names differ only by a single character. Therefore, standard encryption methods cannot be applied. To overcome these challenges, we developed the Privacy Preserving Probabilistic Record Linkage (P3RL) method. METHODS In this Privacy Preserving Probabilistic Record Linkage method we apply a three-party protocol, with two sites collecting individual data and an independent trusted linkage center as the third partner. Our method consists of three main steps: pre-processing, encryption and probabilistic record linkage. Data pre-processing and encryption are done at the sites by local personnel. To guarantee similar quality and format of variables and identical encryption procedure at each site, the linkage center generates semi-automated pre-processing and encryption templates. To retrieve information (i.e. data structure) for the creation of templates without ever accessing plain person identifiable information, we introduced a novel method of data masking. Sensitive string variables are encrypted using Bloom filters, which enables calculation of similarity coefficients. For date variables, we developed special encryption procedures to handle the most common date errors. The linkage center performs probabilistic record linkage with encrypted person identifiable information and plain non-sensitive variables. RESULTS In this paper we describe step by step how to link existing health-related data using encryption methods to preserve privacy of persons in the study. CONCLUSION Privacy Preserving Probabilistic Record linkage expands record linkage facilities in settings where a unique identifier is unavailable and/or regulations restrict access to the non-unique person identifiable information needed to link existing health-related data sets. Automated pre-processing and encryption fully protect sensitive information ensuring participant confidentiality. This method is suitable not just for epidemiological research but also for any setting with similar challenges.

Efficient Deployment of Mobile Detectors for Security Applications

We present a real-world problem that arises in security threat detection applications. The problem consists of deploying mobile detectors on moving units that follow predefined routes. Examples of such units are buses, coaches, and trolleys. Due to a limited budget not all available units can be equipped with a detector. The goal is to equip a subset of units such that the utility of the resulting coverage is maximized. Existing methods for detector deployment are designed to place detectors in fixed locations and are therefore not applicable to the problem considered here. We formulate the planning problem as a binary linear program and present a coverage heuristic for generating effective deployments in short CPU time. The heuristic has theoretical performance guarantees for important special cases of the problem. The effectiveness of the coverage heuristic is demonstrated in a computational analysis based on 28 instances that we derived from real-world data.