Adaptive Privacy Management System Design For Context-Aware Mobile Devices

While mobile technologies can provide great personalized services for mobile users, they also threaten their privacy. Such personalization-privacy paradox are particularly salient for context aware technology based mobile applications where user's behaviors, movement and habits can be associated with a consumer's personal identity. In this thesis, I studied the privacy issues in the mobile context, particularly focus on an adaptive privacy management system design for context-aware mobile devices, and explore the role of personalization and control over user's personal data. This allowed me to make multiple contributions, both theoretical and practical. In the theoretical world, I propose and prototype an adaptive Single-Sign On solution that use user's context information to protect user's private information for smartphone. To validate this solution, I first proved that user's context is a unique user identifier and context awareness technology can increase user's perceived ease of use of the system and service provider's authentication security. I then followed a design science research paradigm and implemented this solution into a mobile application called "Privacy Manager". I evaluated the utility by several focus group interviews, and overall the proposed solution fulfilled the expected function and users expressed their intentions to use this application. To better understand the personalization-privacy paradox, I built on the theoretical foundations of privacy calculus and technology acceptance model to conceptualize the theory of users' mobile privacy management. I also examined the role of personalization and control ability on my model and how these two elements interact with privacy calculus and mobile technology model. In the practical realm, this thesis contributes to the understanding of the tradeoff between the benefit of personalized services and user's privacy concerns it may cause. By pointing out new opportunities to rethink how user's context information can protect private data, it also suggests new elements for privacy related business models.

Xifratge d'arxius

Actualment l'ús de la criptografia ha arribat a ser del tot generalitzat, tant en els processos de transmissió i intercanvi segur d'informació, com en l'emmagatzematge secret de dades. Es tracta d'una disciplina els fonaments teòrics de la qual són en l'Àlgebra i en el Càlcul de Probabilitats. La programació d'interfícies gràfiques s'ha realitzat en Java i amb la manipulació, tot i que molt elemental, de documents XML.

Intervenció psicopedagògica a Primària per millorar l'aprenentatge del càlcul mental a Cicle Mitjà

Es tracta d'un programa d'assessorament i intervenció psicopedagògica en una escola per a treballar el càlcul mental a primària, concretament al cicle mitjà, però també extensible a altres cicles, a partir de l'adaptació de diferents jocs de taula mitjançant la creació de tallers de matemàtiques i amb una pràctica basada en el constructivisme.

Operator expansion: definition and molecular integral applications

Es defineix l'expansió general d'operadors com una combinació lineal de projectors i s'exposa la seva aplicació generalitzada al càlcul d'integrals moleculars. Com a exemple numèric, es fa l'aplicació al càlcul d'integrals de repulsió electrònica entre quatre funcions de tipus s centrades en punts diferents, i es mostren tant resultats del càlcul com la definició d'escalat respecte a un valor de referència, que facilitarà el procés d'optimització de l'expansió per uns paràmetres arbitraris. Es donen resultats ajustats al valor exacte

L'aportació de Tomàs Cerdà en la introducció del càlcul diferencial i integral a l'Espanya del segle XVIII

El desenvolupament del càlcul diferencial i integral com a disciplina científica a Europa durant el segle XVIII no és un tema nou. Però s’ha acostumat a enfocar la visió d’aquesta formació molt sovint des del “centre” i a partir de les grans figures com Isaac Newton o Gottfried Wilhelm Leibniz. En el present treball el protagonista potser, per a molts, no és una figura de primera línia; Tomàs Cerdà, és un ensenyant a Barcelona i a Madrid durant la segona meitat del segle XVIII, que “tradueix” al castellà autors anglesos, però que amb la seva pràctica està realment introduint el nou càlcul a Espanya i donant, de fet, una orientació d’aquesta nova disciplina als seus deixebles. El com i per què Cerdà decideix quin serà el seu guia en la introducció del càlcul diferencial i integral i quines seran les seves pròpies aportacions en aquesta labor seran els temes centrals del nostre treball. La nostra tasca ha anat, així doncs, a entendre millor, el procés de divulgació del coneixement científic, veient-lo en tot moment com formant part activa del mateix procés de construcció d’aquest coneixement.

Select-divide-and-conquer method for large-scale configuration interaction

A select-divide-and-conquer variational method to approximate configuration interaction (CI) is presented. Given an orthonormal set made up of occupied orbitals (Hartree-Fock or similar) and suitable correlation orbitals (natural or localized orbitals), a large N-electron target space S is split into subspaces S0,S1,S2,...,SR. S0, of dimension d0, contains all configurations K with attributes (energy contributions, etc.) above thresholds T0={T0egy, T0etc.}; the CI coefficients in S0 remain always free to vary. S1 accommodates KS with attributes above T1≤T0. An eigenproblem of dimension d0+d1 for S0+S 1 is solved first, after which the last d1 rows and columns are contracted into a single row and column, thus freezing the last d1 CI coefficients hereinafter. The process is repeated with successive Sj(j≥2) chosen so that corresponding CI matrices fit random access memory (RAM). Davidson's eigensolver is used R times. The final energy eigenvalue (lowest or excited one) is always above the corresponding exact eigenvalue in S. Threshold values {Tj;j=0, 1, 2,...,R} regulate accuracy; for large-dimensional S, high accuracy requires S 0+S1 to be solved outside RAM. From there on, however, usually a few Davidson iterations in RAM are needed for each step, so that Hamiltonian matrix-element evaluation becomes rate determining. One μhartree accuracy is achieved for an eigenproblem of order 24 × 106, involving 1.2 × 1012 nonzero matrix elements, and 8.4×109 Slater determinants

Variational calculation of static and dynamic vibrational nonlinear optical properties

The vibrational configuration interaction method used to obtain static vibrational (hyper)polarizabilities is extended to dynamic nonlinear optical properties in the infinite optical frequency approximation. Illustrative calculations are carried out on H2 O and N H3. The former molecule is weakly anharmonic while the latter contains a strongly anharmonic umbrella mode. The effect on vibrational (hyper)polarizabilities due to various truncations of the potential energy and property surfaces involved in the calculation are examined

Variational calculation of vibrational linear and nonlinear optical properties

A variational approach for reliably calculating vibrational linear and nonlinear optical properties of molecules with large electrical and/or mechanical anharmonicity is introduced. This approach utilizes a self-consistent solution of the vibrational Schrödinger equation for the complete field-dependent potential-energy surface and, then, adds higher-level vibrational correlation corrections as desired. An initial application is made to static properties for three molecules of widely varying anharmonicity using the lowest-level vibrational correlation treatment (i.e., vibrational Møller-Plesset perturbation theory). Our results indicate when the conventional Bishop-Kirtman perturbation method can be expected to break down and when high-level vibrational correlation methods are likely to be required. Future improvements and extensions are discussed

Basis set and electron correlation effects on initial convergence for vibrational nonlinear optical properties of conjugated organic molecules

The level of ab initio theory which is necessary to compute reliable values for the static and dynamic (hyper)polarizabilities of three medium size π-conjugated organic nonlinear optical (NLO) molecules is investigated. With the employment of field-induced coordinates in combination with a finite field procedure, the calculations were made possible. It is stated that to obtain reasonable values for the various individual contributions to the (hyper)polarizability, it is necessary to include electron correlation. Based on the results, the convergence of the usual perturbation treatment for vibrational anharmonicity was examined

Plataforma e-commerce Magento, millora de la importació massiva de productes

Aquest projecte tracta de la millora de l’actual sistema d’importació que disposa Magento. Actualment per importar els productes a una botiga Magento es necessita treballar amb un fitxer csv on s’introdueix una gran quantitat de dades i requereix una gran quantitat de temps i esforç per part de l’empresa. Per millorar l’actual sistema, es proposa crear una integració entre Magento i Google Docs, fent que tots els productes que es vulguin importar s’introdueixin en un full de càlcul Google Docs i s’importin a la botiga Magento.

On the goodness of fit of Kirk's formula for spread option prices

In this paper we investigate the goodness of fit of the Kirk's approximation formula for spread option prices in the correlated lognormal framework. Towards this end, we use the Malliavin calculus techniques to find an expression for the short-time implied volatility skew of options with random strikes. In particular, we obtain that this skew is very pronounced in the case of spread options with extremely high correlations, which cannot be reproduced by a constant volatility approximation as in the Kirk's formula. This fact agrees with the empirical evidence. Numerical examples are given.

On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

Additional utility of insiders with imperfect dynamical information

In this paper we consider an insider with privileged information thatis affected by an independent noise vanishing as the revelation timeapproaches. At this time, information is available to every trader. Ourfinancial markets are based on Wiener space. In probabilistic terms weobtain an infinite dimensional extension of Jacod s theorem to covercases of progressive enlargement of filtrations. The application ofthis result gives the semimartingale decomposition of the originalWiener process under the progressively enlarged filtration. As anapplication we prove that if the rate at which the additional noise inthe insider s information vanishes is slow enough then there is noarbitrage and the additional utility of the insider is finite.

Asymptotic behaviour of the density in a parabolic SPDE

Consider the density of the solution $X(t,x)$ of a stochastic heat equation with small noise at a fixed $t\in [0,T]$, $x \in [0,1]$.In the paper we study the asymptotics of this density as the noise is vanishing. A kind of Taylor expansion in powers of the noiseparameter is obtained. The coefficients and the residue of the expansion are explicitly calculated.In order to obtain this result some type of exponential estimates of tail probabilities of the difference between the approximatingprocess and the limit one is proved. Also a suitable local integration by parts formula is developped.

A generalization of Hull and White formula and applications to option pricing approximation

By means of Malliavin Calculus we see that the classical Hull and White formulafor option pricing can be extended to the case where the noise driving thevolatility process is correlated with the noise driving the stock prices. Thisextension will allow us to construct option pricing approximation formulas.Numerical examples are presented.