Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.

An Approach Towards The Development Of An Efficient Symmetric Key Encryption Scheme

n the recent years protection of information in digital form is becoming more important. Image and video encryption has applications in various fields including Internet communications, multimedia systems, medical imaging, Tele-medicine and military communications. During storage as well as in transmission, the multimedia information is being exposed to unauthorized entities unless otherwise adequate security measures are built around the information system. There are many kinds of security threats during the transmission of vital classified information through insecure communication channels. Various encryption schemes are available today to deal with information security issues. Data encryption is widely used to protect sensitive data against the security threat in the form of “attack on confidentiality”. Secure transmission of information through insecure communication channels also requires encryption at the sending side and decryption at the receiving side. Encryption of large text message and image takes time before they can be transmitted, causing considerable delay in successive transmission of information in real-time. In order to minimize the latency, efficient encryption algorithms are needed. An encryption procedure with adequate security and high throughput is sought in multimedia encryption applications. Traditional symmetric key block ciphers like Data Encryption Standard (DES), Advanced Encryption Standard (AES) and Escrowed Encryption Standard (EES) are not efficient when the data size is large. With the availability of fast computing tools and communication networks at relatively lower costs today, these encryption standards appear to be not as fast as one would like. High throughput encryption and decryption are becoming increasingly important in the area of high-speed networking. Fast encryption algorithms are needed in these days for high-speed secure communication of multimedia data. It has been shown that public key algorithms are not a substitute for symmetric-key algorithms. Public key algorithms are slow, whereas symmetric key algorithms generally run much faster. Also, public key systems are vulnerable to chosen plaintext attack. In this research work, a fast symmetric key encryption scheme, entitled “Matrix Array Symmetric Key (MASK) encryption” based on matrix and array manipulations has been conceived and developed. Fast conversion has been achieved with the use of matrix table look-up substitution, array based transposition and circular shift operations that are performed in the algorithm. MASK encryption is a new concept in symmetric key cryptography. It employs matrix and array manipulation technique using secret information and data values. It is a block cipher operated on plain text message (or image) blocks of 128 bits using a secret key of size 128 bits producing cipher text message (or cipher image) blocks of the same size. This cipher has two advantages over traditional ciphers. First, the encryption and decryption procedures are much simpler, and consequently, much faster. Second, the key avalanche effect produced in the ciphertext output is better than that of AES.

Design and synthesis of efficient mac architectures for high speed decimal processor

Most of the commercial and financial data are stored in decimal fonn. Recently, support for decimal arithmetic has received increased attention due to the growing importance in financial analysis, banking, tax calculation, currency conversion, insurance, telephone billing and accounting. Performing decimal arithmetic with systems that do not support decimal computations may give a result with representation error, conversion error, and/or rounding error. In this world of precision, such errors are no more tolerable. The errors can be eliminated and better accuracy can be achieved if decimal computations are done using Decimal Floating Point (DFP) units. But the floating-point arithmetic units in today's general-purpose microprocessors are based on the binary number system, and the decimal computations are done using binary arithmetic. Only few common decimal numbers can be exactly represented in Binary Floating Point (BF P). ln many; cases, the law requires that results generated from financial calculations performed on a computer should exactly match with manual calculations. Currently many applications involving fractional decimal data perform decimal computations either in software or with a combination of software and hardware. The performance can be dramatically improved by complete hardware DFP units and this leads to the design of processors that include DF P hardware.VLSI implementations using same modular building blocks can decrease system design and manufacturing cost. A multiplexer realization is a natural choice from the viewpoint of cost and speed.This thesis focuses on the design and synthesis of efficient decimal MAC (Multiply ACeumulate) architecture for high speed decimal processors based on IEEE Standard for Floating-point Arithmetic (IEEE 754-2008). The research goal is to design and synthesize deeimal'MAC architectures to achieve higher performance.Efficient design methods and architectures are developed for a high performance DFP MAC unit as part of this research.

Spray Pyrolysed Tin Chalcogenide Thin Films: Optimization of optoelectronic properties of SnS for possible photovoltaic application as an absorber layer

In the early 19th century, industrial revolution was fuelled mainly by the development of machine based manufacturing and the increased use of coal. Later on, the focal point shifted to oil, thanks to the mass-production technology, ease of transport/storage and also the (less) environmental issues in comparison with the coal!! By the dawn of 21st century, due to the depletion of oil reserves and pollution resulting from heavy usage of oil the demand for clean energy was on the rising edge. This ever growing demand has propelled research on photovoltaics which has emerged successful and is currently being looked up to as the only solace for meeting our present day energy requirements. The proven PV technology on commercial scale is based on silicon but the recent boom in the demand for photovoltaic modules has in turn created a shortage in supply of silicon. Also the technology is still not accessible to common man. This has onset the research and development work on moderately efficient, eco-friendly and low cost photovoltaic devices (solar cells). Thin film photovoltaic modules have made a breakthrough entry in the PV market on these grounds. Thin films have the potential to revolutionize the present cost structure of solar cells by eliminating the use of the expensive silicon wafers that alone accounts for above 50% of total module manufacturing cost.Well developed thin film photovoltaic technologies are based on amorphous silicon, CdTe and CuInSe2. However the cell fabrication process using amorphous silicon requires handling of very toxic gases (like phosphene, silane and borane) and costly technologies for cell fabrication. In the case of other materials too, there are difficulties like maintaining stoichiometry (especially in large area films), alleged environmental hazards and high cost of indium. Hence there is an urgent need for the development of materials that are easy to prepare, eco-friendly and available in abundance. The work presented in this thesis is an attempt towards the development of a cost-effective, eco-friendly material for thin film solar cells using simple economically viable technique. Sn-based window and absorber layers deposited using Chemical Spray Pyrolysis (CSP) technique have been chosen for the purpose

Studies on The Eco Biology of The Indian Pearl Oyster, Pinctada Fucata (Gould)

The present work aims to study induced maturation of the pearl oyster for induced spawning experiments. The work on larval development was done with a view to developing techniques for the artificial rearing of commercially important pearl oyster P fucata, and also to elucidate the principles and problems of tropical bivalve larvae in general for detailed investigations in the future. The present study is designed to probe into the details of the basic aspects of the biology related to the hatchery technology of Pinctada fucata and the understanding of the factors which influence induction of maturation, spawning, larval rearing and spat settlement. This would go a long way in the upgradation of hatchery technology of the Indian Pearl oyster Pinctada fucata fora commercial level seed production..

Biostatistical evaluation and Management of sciaenid fishery with particular reference to Otolithes ruber (Schneider, 1801) andJohnieops sina (Cuvier, 1830) of Konkan coast

Fish, a natural resource, has received great attention from all over the world. since it provides a cheap protein, employment and income to the millions of people for centuries. So fishermen, industrialist and multinationals are trying to exploit the marine resources to their maximum benefit by using modern craft, advance fishing equipments and efficient gear. Fishery resources in the open system particularly in oceans, were considered to be unlimited. However, recent developments in the innovation of efficient craft and gear using well tested material fitted with modern equipments that have greatly enhanced the mobility of craft, agility of gear and the ability of equipments to locate fishery resources have proved otherwise. Hence as the exploitation increases with more effort entering the fishery, the catch per unit of fishing effort starts to decline due to the limitness of the resources. The heavy fishing pressure in the recent past led to commercial extinction of a number of stocks such as. the North Sea herring, California sardine, Japanese Sardine and Peruvian anchovy (FAO. 1968: Gulland, 1974). In India, seer fish from Palk-Bay declined due to uncontrolled fishing (Devaraj 1983).

Environmentally-Efficient Development Management System for Greater Kochi in Kerala State”

The base concept from which the entire research problem emerged is as follows: Lack of spatial planning and effective development management system lead to urban sprawl with non-optimal density of population to support urban infrastructure on the one side causing a lesser quality of life in urban areas. On the other side it causes loss of productivity of natural ecosystems and agricultural areas due to disturbance to the ecosystems. Planned compact high density development with compatible mixed land use can go a long way in achieving environmental efficiency of development management system.

Energy Efficient Cache Discovery in Wireless Mobile Ad oc Networks

Data caching is an attractive solution for reducing bandwidth demands and network latency in mobile ad hoc networks. Deploying caches in mobile nodes can reduce the overall traf c considerably. Cache hits eliminate the need to contact the data source frequently, which avoids additional network overhead. In this paper we propose a data discovery and cache management policy for cooperative caching, which reduces the power usage, caching overhead and delay by reducing the number of control messages flooded into the network .A cache discovery process based on position cordinates of neighboring nodes is developed for this .The stimulstion results gives a promising result based on the metrics of the studies.

RMAC-M: Extending the R-MAC Protocol for an Energy Efficient, Delay Tolerant Underwater Acoustic Sensor Network application with a mobile data mule node

One of the major applications of underwater acoustic sensor networks (UWASN) is ocean environment monitoring. Employing data mules is an energy efficient way of data collection from the underwater sensor nodes in such a network. A data mule node such as an autonomous underwater vehicle (AUV) periodically visits the stationary nodes to download data. By conserving the power required for data transmission over long distances to a remote data sink, this approach extends the network life time. In this paper we propose a new MAC protocol to support a single mobile data mule node to collect the data sensed by the sensor nodes in periodic runs through the network. In this approach, the nodes need to perform only short distance, single hop transmission to the data mule. The protocol design discussed in this paper is motivated to support such an application. The proposed protocol is a hybrid protocol, which employs a combination of schedule based access among the stationary nodes along with handshake based access to support mobile data mules. The new protocol, RMAC-M is developed as an extension to the energy efficient MAC protocol R-MAC by extending the slot time of R-MAC to include a contention part for a hand shake based data transfer. The mobile node makes use of a beacon to signal its presence to all the nearby nodes, which can then hand-shake with the mobile node for data transfer. Simulation results show that the new protocol provides efficient support for a mobile data mule node while preserving the advantages of R-MAC such as energy efficiency and fairness.

An efficient scheme for the evaluation of coding performance of high speed links incorporating joint error behaviour based on Monte Carlo Method

While channel coding is a standard method of improving a system’s energy efficiency in digital communications, its practice does not extend to high-speed links. Increasing demands in network speeds are placing a large burden on the energy efficiency of high-speed links and render the benefit of channel coding for these systems a timely subject. The low error rates of interest and the presence of residual intersymbol interference (ISI) caused by hardware constraints impede the analysis and simulation of coded high-speed links. Focusing on the residual ISI and combined noise as the dominant error mechanisms, this paper analyses error correlation through concepts of error region, channel signature, and correlation distance. This framework provides a deeper insight into joint error behaviours in high-speed links, extends the range of statistical simulation for coded high-speed links, and provides a case against the use of biased Monte Carlo methods in this setting

A Numerically efficient power optimization scheme for coded OFDM systems in achieving minimum frame error rate

Coded OFDM is a transmission technique that is used in many practical communication systems. In a coded OFDM system, source data are coded, interleaved and multiplexed for transmission over many frequency sub-channels. In a conventional coded OFDM system, the transmission power of each subcarrier is the same regardless of the channel condition. However, some subcarrier can suffer deep fading with multi-paths and the power allocated to the faded subcarrier is likely to be wasted. In this paper, we compute the FER and BER bounds of a coded OFDM system given as convex functions for a given channel coder, inter-leaver and channel response. The power optimization is shown to be a convex optimization problem that can be solved numerically with great efficiency. With the proposed power optimization scheme, near-optimum power allocation for a given coded OFDM system and channel response to minimize FER or BER under a constant transmission power constraint is obtained

Ni filled flexible multi-walled carbon nanotube–polystyrene composite films as efficient microwave absorbers

In this letter, we report flexible, non corrosive, and light weight nickel nanoparticle@multi-walled carbon nanotube–polystyrene (Ni@MWCNT/PS) composite films as microwave absorbing material in the frequency range of S band (2-4 GHz). Dielectric permittivity and magnetic permeability of composites having 0.5 and 1.5 wt. % filler amount were measured using the cavity perturbation technique. Reflection loss maxima of 33 dB (at 2.7 GHz) and 24 dB (at 2.7 GHz) were achieved for 0.5 and 1.5 wt. % Ni@MWCNT/PS composite films of 6 and 4 mm thickness, respectively, suggesting that low concentrations of filler provide significant electromagnetic interference shielding

Matrix based Cryptographic Procedure for Efficient Image Encryption

In this paper we propose a cryptographic transformation based on matrix manipulations for image encryption. Substitution and diffusion operations, based on the matrix, facilitate fast conversion of plaintext and images into ciphertext and cipher images. The paper describes the encryption algorithm, discusses the simulation results and compares with results obtained from Advanced Encryption Standard (AES). It is shown that the proposed algorithm is capable of encrypting images eight times faster than AES.

Efficient Watermarking Schemes for Speaker Verification Guaranteeing Non-repudiation

Presently different audio watermarking methods are available; most of them inclined towards copyright protection and copy protection. This is the key motive for the notion to develop a speaker verification scheme that guar- antees non-repudiation services and the thesis is its outcome. The research presented in this thesis scrutinizes the field of audio water- marking and the outcome is a speaker verification scheme that is proficient in addressing issues allied to non-repudiation to a great extent. This work aimed in developing novel audio watermarking schemes utilizing the fun- damental ideas of Fast-Fourier Transform (FFT) or Fast Walsh-Hadamard Transform (FWHT). The Mel-Frequency Cepstral Coefficients (MFCC) the best parametric representation of the acoustic signals along with few other key acoustic characteristics is employed in crafting of new schemes. The au- dio watermark created is entirely dependent to the acoustic features, hence named as FeatureMark and is crucial in this work. In any watermarking scheme, the quality of the extracted watermark de- pends exclusively on the pre-processing action and in this work framing and windowing techniques are involved. The theme non-repudiation provides immense significance in the audio watermarking schemes proposed in this work. Modification of the signal spectrum is achieved in a variety of ways by selecting appropriate FFT/FWHT coefficients and the watermarking schemes were evaluated for imperceptibility, robustness and capacity char- acteristics. The proposed schemes are unequivocally effective in terms of maintaining the sound quality, retrieving the embedded FeatureMark and in terms of the capacity to hold the mark bits. Robust nature of these marking schemes is achieved with the help of syn- chronization codes such as Barker Code with FFT based FeatureMarking scheme and Walsh Code with FWHT based FeatureMarking scheme. An- other important feature associated with this scheme is the employment of an encryption scheme towards the preparation of its FeatureMark that scrambles the signal features that helps to keep the signal features unreve- laed. A comparative study with the existing watermarking schemes and the ex- periments to evaluate imperceptibility, robustness and capacity tests guar- antee that the proposed schemes can be baselined as efficient audio water- marking schemes. The four new digital audio watermarking algorithms in terms of their performance are remarkable thereby opening more opportu- nities for further research.