Non-intrusive continuous user behaviour analysis using computerized systems

There are different ways to authenticate humans, which is an essential prerequisite for access control. The authentication process can be subdivided into three categories that rely on something someone i) knows (e.g. password), and/or ii) has (e.g. smart card), and/or iii) is (biometric features). Besides classical attacks on password solutions and the risk that identity-related objects can be stolen, traditional biometric solutions have their own disadvantages such as the requirement of expensive devices, risk of stolen bio-templates etc. Moreover, existing approaches provide the authentication process usually performed only once initially. Non-intrusive and continuous monitoring of user activities emerges as promising solution in hardening authentication process: iii-2) how so. behaves. In recent years various keystroke dynamic behavior-based approaches were published that are able to authenticate humans based on their typing behavior. The majority focuses on so-called static text approaches, where users are requested to type a previously defined text. Relatively few techniques are based on free text approaches that allow a transparent monitoring of user activities and provide continuous verification. Unfortunately only few solutions are deployable in application environments under realistic conditions. Unsolved problems are for instance scalability problems, high response times and error rates. The aim of this work is the development of behavioral-based verification solutions. Our main requirement is to deploy these solutions under realistic conditions within existing environments in order to enable a transparent and free text based continuous verification of active users with low error rates and response times.

Predicate encryption with various properties

Predicate encryption (PE) is a new primitive which supports exible control over access to encrypted data. In PE schemes, users' decryption keys are associated with predicates f and ciphertexts encode attributes a that are specified during the encryption procedure. A user can successfully decrypt if and only if f(a) = 1. In this thesis, we will investigate several properties that are crucial to PE. We focus on expressiveness of PE, Revocable PE and Hierarchical PE (HPE) with forward security. For all proposed systems, we provide a security model and analysis using the widely accepted computational complexity approach. Our first contribution is to explore the expressiveness of PE. Existing PE supports a wide class of predicates such as conjunctions of equality, comparison and subset queries, disjunctions of equality queries, and more generally, arbitrary combinations of conjunctive and disjunctive equality queries. We advance PE to evaluate more expressive predicates, e.g., disjunctive comparison or disjunctive subset queries. Such expressiveness is achieved at the cost of computational and space overhead. To improve the performance, we appropriately revise the PE to reduce the computational and space cost. Furthermore, we propose a heuristic method to reduce disjunctions in the predicates. Our schemes are proved in the standard model. We then introduce the concept of Revocable Predicate Encryption (RPE), which extends the previous PE setting with revocation support: private keys can be used to decrypt an RPE ciphertext only if they match the decryption policy (defined via attributes encoded into the ciphertext and predicates associated with private keys) and were not revoked by the time the ciphertext was created. We propose two RPE schemes. Our first scheme, termed Attribute- Hiding RPE (AH-RPE), offers attribute-hiding, which is the standard PE property. Our second scheme, termed Full-Hiding RPE (FH-RPE), offers even stronger privacy guarantees, i.e., apart from possessing the Attribute-Hiding property, the scheme also ensures that no information about revoked users is leaked from a given ciphertext. The proposed schemes are also proved to be secure under well established assumptions in the standard model. Secrecy of decryption keys is an important pre-requisite for security of (H)PE and compromised private keys must be immediately replaced. The notion of Forward Security (FS) reduces damage from compromised keys by guaranteeing confidentiality of messages that were encrypted prior to the compromise event. We present the first Forward-Secure Hierarchical Predicate Encryption (FS-HPE) that is proved secure in the standard model. Our FS-HPE scheme offers some desirable properties: time-independent delegation of predicates (to support dynamic behavior for delegation of decrypting rights to new users), local update for users' private keys (i.e., no master authority needs to be contacted), forward security, and the scheme's encryption process does not require knowledge of predicates at any level including when those predicates join the hierarchy.

Essays on volatility and liquidity in financial markets

The price formation of financial assets is a complex process. It extends beyond the standard economic paradigm of supply and demand to the understanding of the dynamic behavior of price variability, the price impact of information, and the implications of trading behavior of market participants on prices. In this thesis, I study aggregate market and individual assets volatility, liquidity dimensions, and causes of mispricing for US equities over a recent sample period. How volatility forecasts are modeled, what determines intradaily jumps and causes changes in intradaily volatility and what drives the premium of traded equity indexes? Are they induced, for example, by the information content of lagged volatility and return parameters or by macroeconomic news, changes in liquidity and volatility? Besides satisfying our intellectual curiosity, answers to these questions are of direct importance to investors developing trading strategies, policy makers evaluating macroeconomic policies and to arbitrageurs exploiting mispricing in exchange-traded funds. Results show that the leverage effect and lagged absolute returns improve forecasts of continuous components of daily realized volatility as well as jumps. Implied volatility does not subsume the information content of lagged returns in forecasting realized volatility and its components. The reported results are linked to the heterogeneous market hypothesis and demonstrate the validity of extending the hypothesis to returns. Depth shocks, signed order flow, the number of trades, and resiliency are the most important determinants of intradaily volatility. In contrast, spread shock and resiliency are predictive of signed intradaily jumps. There are fewer macroeconomic news announcement surprises that cause extreme price movements or jumps than those that elevate intradaily volatility. Finally, the premium of exchange-traded funds is significantly associated with momentum in net asset value and a number of liquidity parameters including the spread, traded volume, and illiquidity. The mispricing of industry exchange traded funds suggest that limits to arbitrage are driven by potential illiquidity.

Susceptibility of the critical structural components of railway bridges to the changes in train speed

Modern trains with different axle configurations, speeds and loads are used in railway networks. As a result, one of the most important questions of the mangers involved in bridge managements systems (BMS) is how these changes affect the structural behavior of the critical components of the railway bridges. Although researchers have conducted, many investigations on the dynamic effects of the moving loads on bridges, the influence of the changes in the speed of the train on the demand by capacity ratios of the different critical components of the bridge have not yet been properly studied. This study is important, because different components with different capacities and roles for carrying loads in the structure may be affected differently. To investigate the above phenomenon in this research, a structural model of a simply supported bridge is developed. It will be verified that the dynamic behavior of this bridge is similar to a group of railway bridges in Australia. Demand by capacity ratios of the critical components of the bridge, when it is subjected to a train load with different speeds will be calculated. The results show that the effect of increase or decrease of speed should not be underestimated. The outcome is very significant as it is contrary to what is currently expected, i.e. by reducing the speed of the train, the demand by capacity ratio of components may increase and make the bridge unsafe for carrying live load.

Small signal stability analysis of power systems with high penetration of wind power

The integration of large amount of wind power into a power system imposes a new challenge for the secure and economic operation of the system. It is necessary to investigate the impacts of wind power generation on the dynamic behavior of the power system concerned. This paper investigates the impacts of large amount of wind power on small signal stability and the corresponding control strategies to mitigate the negative effects. The concepts of different types of wind turbine generators (WTGs) and the principles of the grid-connected structures of wind power generation systems are first briefly introduced. Then, the state-of-the-art of the studies on the impacts of WTGs on small signal stability as well as potential problems to be studied are clarified. Finally, the control strategies on WTGs to enhance power system damping characteristics are presented.

Touch, grasp, deliver and control : functional cross-talk between microtubules and cell adhesions

Cross-talk between microtubule networks and sites of cell-matrix and cell-cell adhesion has profound impact on these structures and is essential for proper cell organization, polarization and motility. Components of adhesion sites can interact directly with microtubules or with proteins that specifically associate with microtubule plus ends and minus ends and in this way capture, stabilize or destabilize microtubules. In their turn, microtubules can serve as routes for delivery of structural and regulatory factors that control adhesion site turnover. In addition, the microtubule lattice or growing microtubule plus ends can serve as diffusional sinks that accumulate and scaffold regulatory molecules, thereby affecting their activity in the vicinity of adhesions. Combination of these mechanisms underlies the functional co-operation between microtubules and adhesion sites and defines their dynamic behavior.

Dynamics of ribonuclease A and ribonuclease S: Computational and experimental studies

RNase S is a complex consisting of two proteolytic fragments of RNase A: the S peptide (residues 1-20) and S protein (residues 21-124). RNase S and RNase A have very similar X-ray structures and enzymatic activities. previous experiments have shown increased rates of hydrogen exchange and greater sensitivity to tryptic cleavage for RNase S relative to RNase A. It has therefore been asserted that the RNase S complex is considerably more dynamically flexible than RNase A. In the present study we examine the differences in the dynamics of RNaseS and RNase A computationally, by MD simulations, and experimentally, using trypsin cleavage as a probe of dynamics. The fluctuations around the average solution structure during the simulation were analyzed by measuring the RMS deviation in coordinates. No significant differences between RNase S and RNase A dynamics were observed in the simulations. We were able to account for the apparent discrepancy between simulation and experiment by a simple model, According to this model, the experimentally observed differences in dynamics can be quantitatively explained by the small amounts of free S peptide and S protein that are present in equilibrium with the RNase S complex. Thus, folded RNase A and the RNase S complex have identical dynamic behavior, despite the presence of a break in polypeptide chain between residues 20 and 21 in the latter molecule. This is in contrast to what has been widely believed for over 30 years about this important fragment complementation system.

Testing and Modeling of MR Damper and Its Application to SDOF Systems Using Integral Backstepping Technique

Magnetorheological dampers are intrinsically nonlinear devices, which make the modeling and design of a suitable control algorithm an interesting and challenging task. To evaluate the potential of magnetorheological (MR) dampers in control applications and to take full advantages of its unique features, a mathematical model to accurately reproduce its dynamic behavior has to be developed and then a proper control strategy has to be taken that is implementable and can fully utilize their capabilities as a semi-active control device. The present paper focuses on both the aspects. First, the paper reports the testing of a magnetorheological damper with an universal testing machine, for a set of frequency, amplitude, and current. A modified Bouc-Wen model considering the amplitude and input current dependence of the damper parameters has been proposed. It has been shown that the damper response can be satisfactorily predicted with this model. Second, a backstepping based nonlinear current monitoring of magnetorheological dampers for semi-active control of structures under earthquakes has been developed. It provides a stable nonlinear magnetorheological damper current monitoring directly based on system feedback such that current change in magnetorheological damper is gradual. Unlike other MR damper control techniques available in literature, the main advantage of the proposed technique lies in its current input prediction directly based on system feedback and smooth update of input current. Furthermore, while developing the proposed semi-active algorithm, the dynamics of the supplied and commanded current to the damper has been considered. The efficiency of the proposed technique has been shown taking a base isolated three story building under a set of seismic excitation. Comparison with widely used clipped-optimal strategy has also been shown.

Steady-State Stability of Current Mode Active-Clamp ZVS DC-DC Converters

Active-clamp dc-dc converters are pulsewidth-modulated converters having two switches featuring zero-voltage switching at frequencies beyond 100 kHz. Generalized equivalent circuits valid for steady-state and dynamic performance have been proposed for the family of active-clamp converters. The active-clamp converter is analyzed for its dynamic behavior under current control in this paper. The steady-state stability analysis is presented. On account of the lossless damping inherent in the active-clamp converters, it appears that the stability region in the current-controlled active-clamp converters get extended for duty ratios, a little greater than 0.5, unlike in conventional hard-switched converters. The conventional graphical approach fails to assess the stability of current-controlled active-clamp converters due to the coupling between the filter inductor current and resonant inductor current. An analysis that takes into account the presence of the resonant elements is presented to establish the condition for stability. This method correctly predicts the stability of the current-controlled active-clamp converters. A simple expression for the maximum duty cycle for subharmonic free operation is obtained. The results are verified experimentally.

Comparative measurements of HV impulses to evaluate different sets of response parameters

Results are reported of comparative measurements made in 14 HV (high-voltage) laboratories in ten different countries. The theory of the proposed methods of characterizing the dynamic behavior is given, and the parameters to be used are discussed. Comparative measurements made using 95 systems based on 53 dividers are analyzed. This analysis shows that many of the system now in use, even though they fulfil the basic response requirements of the standards, do not meet the accuracy requirements. Because no transfer measurements were made between laboratories, there is no way to detect similar errors in both the system under test and the reference system. Hence, the situation may be worse than reported. This has led to the recommendation that comparative measurements should be the main route for quantifying industrial impulse measuring systems

Nonlinear hydrodynamics of a hard-sphere fluid near the glass transition

We conduct a numerical study of the dynamic behavior of a dense hard-sphere fluid by deriving and integrating a set of Langevin equations. The statics of the system is described by a free-energy functional of the Ramakrishnan-Yussouff form. We find that the system exhibits glassy behavior as evidenced through a stretched exponential decay and a two-stage relaxation of the density correlation function. The characteristic times grow with increasing density according to the Vogel-Fulcher law. The wave-number dependence of the kinetics is extensively explored. The connection of our results with experiment, mode-coupling theory, and molecular-dynamics results is discussed.

Thermodynamic and structural consequences of changing a sulfur atom to a methylene group in the M13Nle mutation in ribonuclease-S

Two fragments of pancreatic ribonuclease A, a truncated version of S-peptide (residues 1-15) and S-protein (residues 21-124), combine to give a catalytically active complex. We have substituted the wild-type residue at position 13, methionine (Met), with norleucine (Nle), where the only covalent change is the replacement of the sulfur atom with a methylene group. The thermodynamic parameters associated with the binding of this variant to S-protein, determined by titration calorimetry in the temperature range 10-40 degrees C, are reported and compared to values previously reported [Varadarajan, R., Connelly, P. R., Sturtevant, J. M., & Richards, F. M. (1992) Biochemistry 31, 1421-1426] for other position 13 analogs. The differences in the free energy and enthalpy of binding between the Met and Nle peptides are 0.6 and 7.9 kcal/mol at 25 degrees C, respectively. These differences are slightly larger than, but comparable to, the differences in the values for the Met/Ile and Met/Leu pairs. The structure of the mutant complex was determined to 1.85 Angstrom resolution and refined to an R-factor of 17.4% The structures of mutant and wild-type complexes are practically identical although the Nle side chain has a significantly higher average B-factor than the corresponding Met side chain. In contrast, the B-factors of the atoms of the cage of residues surrounding position 13 are all somewhat lower in the Nle variant than in the Met wild-type. Thus, the large differences in the binding enthalpy appear to reside entirely in the difference in chemical properties or dynamic behavior of the -S- and -CH2- groups and not in differences in the geometry of the side chains or the internal cavity surface. In addition, a novel method of obtaining protein stability data by means of isothermal titration calorimetry is introduced.

Nonlinear dynamics of eucaryotic pyruvate dehydrogenase multienzyme complex: Decarboxylation rate, oscillations, and multiplicity

Pyruvate conversion to acetyl-CoA by the pyruvate dehydrogenase (PDH) multienzyme complex is known as a key node in affecting the metabolic fluxes of animal cell culture. However, its possible role in causing possible nonlinear dynamic behavior such as oscillations and multiplicity of animal cells has received little attention. In this work, the kinetic and dynamic behavior of PDH of eucaryotic cells has been analyzed by using both in vitro and simplified in vivo models. With the in vitro model the overall reaction rate (v(1)) of PDH is shown to be a nonlinear function of pyruvate concentration, leading to oscillations under certain conditions. All enzyme components affect v, and the nonlinearity of PDH significantly, the protein X and the core enzyme dihydrolipoamide acyltransferase (E2) being mostly predominant. By considering the synthesis rates of pyruvate and PDH components the in vitro model is expanded to emulate in vivo conditions. Analysis using the in vivo model reveals another interesting kinetic feature of the PDH system, namely, multiple steady states. Depending on the pyruvate and enzyme levels or the operation mode, either a steady state with high pyruvate decarboxylation rate or a steady state with significantly lower decarboxylation rate can be achieved under otherwise identical conditions. In general, the more efficient steady state is associated with a lower pyruvate concentration. A possible time delay in the substrate supply and enzyme synthesis can also affect the steady state to be achieved and lead's to oscillations under certain conditions. Overall, the predictions of multiplicity for the PDH system agree qualitatively well with recent experimental observations in animal cell cultures. The model analysis gives some hints for improving pyruavte metabolism in animal cell culture.

Steady-State Stability of Current-Mode Active-Clamp ZVS DC-DC Converters

Active-clamp dc-dc converters are pulsewidth-modulated converters having two switches featuring zero-voltage switching at frequencies beyond 100 kHz. Generalized equivalent circuits valid for steady-state and dynamic performance have been proposed for the family of active-clamp converters. The active-clamp converter is analyzed for its dynamic behavior under current control in this paper. The steady-state stability analysis is presented. On account of the lossless damping inherent in the active-clamp converters, it appears that the stability region in the current-controlled active-clamp converters get extended for duty ratios, a little greater than 0.5 unlike in conventional hard-switched converters. The conventional graphical approach fails to assess the stability of current-controlled active-clamp converters, due to the coupling between the filter inductor current and resonant inductor current. An analysis that takes into account the presence of the resonant elements is presented to establish the condition for stability. This method correctly predicts the stability of the current-controlled active-clamp converters. A simple expression for the maximum duty cycle for subharmonic-free operation is obtained. The results are verified experimentally.

Towards formal verification of analog mixed signal designs using SPICE circuit simulation traces

An extension to a formal verification approach of hybrid systems is proposed to verify analog and mixed signal (AMS) designs. AMS designs can be formally modeled as hybrid systems and therefore lend themselves to the formal analysis and verification techniques applied to hybrid systems. The proposed approach employs simulation traces obtained from an actual design implementation of AMS circuit blocks (for example, in the form of SPICE netlists) to carry out formal analysis and verification. This enables the same platform used for formally validating an abstract model of an AMS design, to be also used for validating its different refinements and design implementation; thereby, providing a simple route to formal verification at different levels of implementation. The feasibility of the proposed approach is demonstrated with a case study based on a tunnel diode oscillator. Since the device characteristic of a tunnel diode is highly non-linear with a negative resistance region, dynamic behavior of circuits in which it is employed as an element is difficult to model, analyze and verify within a general hybrid system formal verification tool. In the case study presented the formal model and the proposed computational techniques have been incorporated into CheckMate, a formal verification tool based on MATLAB and Simulink-Stateflow Framework from MathWorks.