On Graph-Based Cryptography and Symbolic Computations

We have been investigating the cryptographical properties of in nite families of simple graphs of large girth with the special colouring of vertices during the last 10 years. Such families can be used for the development of cryptographical algorithms (on symmetric or public key modes) and turbocodes in error correction theory. Only few families of simple graphs of large unbounded girth and arbitrarily large degree are known. The paper is devoted to the more general theory of directed graphs of large girth and their cryptographical applications. It contains new explicit algebraic constructions of in finite families of such graphs. We show that they can be used for the implementation of secure and very fast symmetric encryption algorithms. The symbolic computations technique allow us to create a public key mode for the encryption scheme based on algebraic graphs.

Data Flow Analysis and the Linear Programming Model

* The research is supported partly by INTAS: 04-77-7173 project, http://www.intas.be

Cultural Knowledge for Named Entity Disambiguation: A Graph-Based Semantic Relatedness Approach

One of the ultimate aims of Natural Language Processing is to automate the analysis of the meaning of text. A fundamental step in that direction consists in enabling effective ways to automatically link textual references to their referents, that is, real world objects. The work presented in this paper addresses the problem of attributing a sense to proper names in a given text, i.e., automatically associating words representing Named Entities with their referents. The method for Named Entity Disambiguation proposed here is based on the concept of semantic relatedness, which in this work is obtained via a graph-based model over Wikipedia. We show that, without building the traditional bag of words representation of the text, but instead only considering named entities within the text, the proposed method achieves results competitive with the state-of-the-art on two different datasets.

Method of Linear Programming as an Idea for High School Curriculum

2010 Mathematics Subject Classification: 97D40, 97M10, 97M40, 97N60, 97N80, 97R80

A Computer-Based Strategy for Practical Skills Teaching

An adaptive learning technology embedded in e-learning environments ensures choice of the structure, content, and activities for each individual learner according to the teaching team’s domain and didactic knowledge and skills. In this paper a computer-based scenario for application of an adaptive navigation technology is proposed and demonstrated on an example course topic.

Maximization of a Linear Utility Function over the Set of the Housing Market Short-Term Equilibria

AMS subject classification: 90C05, 90A14.

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

CAPS in Z(2,n)

We consider point sets in (Z^2,n) where no three points are on a line – also called caps or arcs. For the determination of caps with maximum cardinality and complete caps with minimum cardinality we provide integer linear programming formulations and identify some values for small n.

New Upper Bounds for Some Spherical Codes

The maximal cardinality of a code W on the unit sphere in n dimensions with (x, y) ≤ s whenever x, y ∈ W, x 6= y, is denoted by A(n, s). We use two methods for obtaining new upper bounds on A(n, s) for some values of n and s. We find new linear programming bounds by suitable polynomials of degrees which are higher than the degrees of the previously known good polynomials due to Levenshtein [11, 12]. Also we investigate the possibilities for attaining the Levenshtein bounds [11, 12]. In such cases we find the distance distributions of the corresponding feasible maximal spherical codes. Usually this leads to a contradiction showing that such codes do not exist.

Exact Discriminant Function Design Using Some Optimization Techniques

Some aspects of design of the discriminant functions that in the best way separate points of predefined final sets are considered. The concept is introduced of the nested discriminant functions which allow to separate correctly points of any of the final sets. It is proposed to apply some methods of non-smooth optimization to solve arising extremal problems efficiently.

On some Properties of Boolean Functions and Their Binary Decision Diagrams

Иво Й. Дамянов - Манипулирането на булеви функции е основнo за теоретичната информатика, в това число логическата оптимизация, валидирането и синтеза на схеми. В тази статия се разглеждат някои първоначални резултати относно връзката между граф-базираното представяне на булевите функции и свойствата на техните променливи.

Approximation of Univariate Set-Valued Functions - an Overview

2000 Mathematics Subject Classification: 26E25, 41A35, 41A36, 47H04, 54C65.