874 resultados para finance-based schemes


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Space weather effects on technological systems originate with energy carried from the Sun to the terrestrial environment by the solar wind. In this study, we present results of modeling of solar corona-heliosphere processes to predict solar wind conditions at the L1 Lagrangian point upstream of Earth. In particular we calculate performance metrics for (1) empirical, (2) hybrid empirical/physics-based, and (3) full physics-based coupled corona-heliosphere models over an 8-year period (1995–2002). L1 measurements of the radial solar wind speed are the primary basis for validation of the coronal and heliosphere models studied, though other solar wind parameters are also considered. The models are from the Center for Integrated Space-Weather Modeling (CISM) which has developed a coupled model of the whole Sun-to-Earth system, from the solar photosphere to the terrestrial thermosphere. Simple point-by-point analysis techniques, such as mean-square-error and correlation coefficients, indicate that the empirical coronal-heliosphere model currently gives the best forecast of solar wind speed at 1 AU. A more detailed analysis shows that errors in the physics-based models are predominately the result of small timing offsets to solar wind structures and that the large-scale features of the solar wind are actually well modeled. We suggest that additional “tuning” of the coupling between the coronal and heliosphere models could lead to a significant improvement of their accuracy. Furthermore, we note that the physics-based models accurately capture dynamic effects at solar wind stream interaction regions, such as magnetic field compression, flow deflection, and density buildup, which the empirical scheme cannot.

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Trabalho apresentado Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF-14), Halle, 7-11 Sep 2015

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We present unified, systematic derivations of schemes in the two known measurement-based models of quantum computation. The first model (introduced by Raussendorf and Briegel, [Phys. Rev. Lett. 86, 5188 (2001)]) uses a fixed entangled state, adaptive measurements on single qubits, and feedforward of the measurement results. The second model (proposed by Nielsen, [Phys. Lett. A 308, 96 (2003)] and further simplified by Leung, [Int. J. Quant. Inf. 2, 33 (2004)]) uses adaptive two-qubit measurements that can be applied to arbitrary pairs of qubits, and feedforward of the measurement results. The underlying principle of our derivations is a variant of teleportation introduced by Zhou, Leung, and Chuang, [Phys. Rev. A 62, 052316 (2000)]. Our derivations unify these two measurement-based models of quantum computation and provide significantly simpler schemes.

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The purpose of this study is to investigate two candidate waveforms for next generation wireless systems, filtered Orthogonal Frequency Division Multiplexing (f-OFDM) and Unified Filtered Multi-Carrier (UFMC). The evaluation is done based on the power spectral density analysis of the signal and performance measurements in synchronous and asynchronous transmission. In f-OFDM we implement a soft truncated filter with length 1/3 of OFDM symbol. In UFMC we use the Dolph-Chebyshev filter, limited to the length of zero padding (ZP). The simulation results demonstrates that both waveforms have a better spectral behaviour compared with conventional OFDM. However, the induced inter-symbol interference (ISI) caused by the filter in f-OFDM, and the inter-carrier interference (ICI) induced in UFMC due to cyclic prefix (CP) reduction , should be kept under control. In addition, in a synchronous transmission case with ideal parameters, f-OFDM and UFMC appear to have similar performance with OFDM. When carrier frequency offset (CFO) is imposed in the transmission, UFMC outperforms OFDM and f-OFDM.

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Different approaches to visual object recognition can be divided into two general classes: model-based vs. non model-based schemes. In this paper we establish some limitation on the class of non model-based recognition schemes. We show that every function that is invariant to viewing position of all objects is the trivial (constant) function. It follows that every consistent recognition scheme for recognizing all 3-D objects must in general be model based. The result is extended to recognition schemes that are imperfect (allowed to make mistakes) or restricted to certain classes of objects.

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Digital signatures are an important primitive for building secure systems and are used in most real-world security protocols. However, almost all popular signature schemes are either based on the factoring assumption (RSA) or the hardness of the discrete logarithm problem (DSA/ECDSA). In the case of classical cryptanalytic advances or progress on the development of quantum computers, the hardness of these closely related problems might be seriously weakened. A potential alternative approach is the construction of signature schemes based on the hardness of certain lattice problems that are assumed to be intractable by quantum computers. Due to significant research advancements in recent years, lattice-based schemes have now become practical and appear to be a very viable alternative to number-theoretic cryptography. In this article, we focus on recent developments and the current state of the art in lattice-based digital signatures and provide a comprehensive survey discussing signature schemes with respect to practicality. Additionally, we discuss future research areas that are essential for the continued development of lattice-based cryptography.

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The Video on Demand (VoD) service is becoming a dominant service in the telecommunication market due to the great convenience regarding the choice of content items and their independent viewing time. However, it comes with the downsides of high server storage and capacity demands because of the large variety of content items and the high amount of traffic generated for serving all requests. Storing part of the popular contents on the peers brings certain advantages but, it still has issues regarding the overall traffic in the core of the network and the scalability. Therefore, we propose a P2P assisted model for streaming VoD contents that takes advantage of the clients unused uplink and storage capacity to serve requests of other clients and we present popularity based schemes for distribution of both the popular and unpopular contents on the peers. The proposed model and the schemes prove to reduce the streaming traffic in the core of the network, improve the responsiveness of the system and increase its scalability.

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The contributions of this thesis fall into three areas of certificateless cryptography. The first area is encryption, where we propose new constructions for both identity-based and certificateless cryptography. We construct an n-out-of- n group encryption scheme for identity-based cryptography that does not require any special means to generate the keys of the trusted authorities that are participating. We also introduce a new security definition for chosen ciphertext secure multi-key encryption. We prove that our construction is secure as long as at least one authority is uncompromised, and show that the existing constructions for chosen ciphertext security from identity-based encryption also hold in the group encryption case. We then consider certificateless encryption as the special case of 2-out-of-2 group encryption and give constructions for highly efficient certificateless schemes in the standard model. Among these is the first construction of a lattice-based certificateless encryption scheme. Our next contribution is a highly efficient certificateless key encapsulation mechanism (KEM), that we prove secure in the standard model. We introduce a new way of proving the security of certificateless schemes based that are based on identity-based schemes. We leave the identity-based part of the proof intact, and just extend it to cover the part that is introduced by the certificateless scheme. We show that our construction is more efficient than any instanciation of generic constructions for certificateless key encapsulation in the standard model. The third area where the thesis contributes to the advancement of certificateless cryptography is key agreement. Swanson showed that many certificateless key agreement schemes are insecure if considered in a reasonable security model. We propose the first provably secure certificateless key agreement schemes in the strongest model for certificateless key agreement. We extend Swanson's definition for certificateless key agreement and give more power to the adversary. Our new schemes are secure as long as each party has at least one uncompromised secret. Our first construction is in the random oracle model and gives the adversary slightly more capabilities than our second construction in the standard model. Interestingly, our standard model construction is as efficient as the random oracle model construction.

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We present and analyze several gaze-based graphical password schemes based on recall and cued-recall of grid points; eye-trackers are used to record user's gazes, which can prevent shoulder-surfing and may be suitable for users with disabilities. Our 22-subject study observes that success rate and entry time for the grid-based schemes we consider are comparable to other gaze-based graphical password schemes. We propose the first password security metrics suitable for analysis of graphical grid passwords and provide an in-depth security analysis of user-generated passwords from our study, observing that, on several metrics, user-generated graphical grid passwords are substantially weaker than uniformly random passwords, despite our attempts at designing schemes to improve quality of user-generated passwords.

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The basic principles and equations are developed for elementary finance, based on the concept of compound interest. The five quantities of interest in such problems are present value, future value, amount of periodic payment, number of periods and the rate of interest per period. We consider three distinct means of computing each of these five quantities in Excel 2007: (i) use of algebraic equations, (ii) by recursive schedule and the Goal Seek facility, and (iii) use of Excel's intrinsic financial functions. The paper is intended to be used as the basis for a lesson plan and contains many examples and solved problems. Comment is made regarding the relative difficulty of each approach, and a prominent theme is the systematic use of more than one method to increase student understanding and build confidence in the answer obtained. Full instructions to build each type of model are given and a complete set of examples and solutions may be downloaded (Examples.xlsx and Solutions.xlsx).

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Bandwidth allocation for multimedia applications in case of network congestion and failure poses technical challenges due to bursty and delay sensitive nature of the applications. The growth of multimedia services on Internet and the development of agent technology have made us to investigate new techniques for resolving the bandwidth issues in multimedia communications. Agent technology is emerging as a flexible promising solution for network resource management and QoS (Quality of Service) control in a distributed environment. In this paper, we propose an adaptive bandwidth allocation scheme for multimedia applications by deploying the static and mobile agents. It is a run-time allocation scheme that functions at the network nodes. This technique adaptively finds an alternate patchup route for every congested/failed link and reallocates the bandwidth for the affected multimedia applications. The designed method has been tested (analytical and simulation)with various network sizes and conditions. The results are presented to assess the performance and effectiveness of the approach. This work also demonstrates some of the benefits of the agent based schemes in providing flexibility, adaptability, software reusability, and maintainability. (C) 2004 Elsevier Inc. All rights reserved.

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Bandwidth allocation for multimedia applications in case of network congestion and failure poses technical challenges due to bursty and delay sensitive nature of the applications. The growth of multimedia services on Internet and the development of agent technology have made us to investigate new techniques for resolving the bandwidth issues in multimedia communications. Agent technology is emerging as a flexible promising solution for network resource management and QoS (Quality of Service) control in a distributed environment. In this paper, we propose an adaptive bandwidth allocation scheme for multimedia applications by deploying the static and mobile agents. It is a run-time allocation scheme that functions at the network nodes. This technique adaptively finds an alternate patchup route for every congested/failed link and reallocates the bandwidth for the affected multimedia applications. The designed method has been tested (analytical and simulation)with various network sizes and conditions. The results are presented to assess the performance and effectiveness of the approach. This work also demonstrates some of the benefits of the agent based schemes in providing flexibility, adaptability, software reusability, and maintainability. (C) 2004 Elsevier Inc. All rights reserved.

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Fast Decoupled Load Flow (FDLF) is a very popular and widely used power flow analysis method because of its simplicity and efficiency. Even though the basic FDLF algorithm is well investigated, the same is not true in the case of additional schemes/modifications required to obtain adjusted load flow solutions using the FDLF method. Handling generator Q limits is one such important feature needed in any practical load flow method. This paper presents a comprehensive investigation of two classes of schemes intended to handle this aspect i.e. the bus type switching scheme and the sensitivity scheme. We propose two new sensitivity based schemes and assess their performance in comparison with the existing schemes. In addition, a new scheme to avoid the possibility of anomalous solutions encountered while using the conventional schemes is also proposed and evaluated. Results from extensive simulation studies are provided to highlight the strengths and weaknesses of these existing and proposed schemes, especially from the point of view of reliability.

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Clock synchronization in a wireless sensor network (WSN) is quite essential as it provides a consistent and a coherent time frame for all the nodes across the network. Typically, clock synchronization is achieved by message passing using a contention-based scheme for media access, like carrier sense multiple access (CSMA). The nodes try to synchronize with each other, by sending synchronization request messages. If many nodes try to send messages simultaneously, contention-based schemes cannot efficiently avoid collisions. In such a situation, there are chances of collisions, and hence, message losses, which, in turn, affects the convergence of the synchronization algorithms. However, the number of collisions can be reduced with a frame based approach like time division multiple access (TDMA) for message passing. In this paper, we propose a design to utilize TDMA-based media access and control (MAC) protocol for the performance improvement of clock synchronization protocols. The basic idea is to use TDMA-based transmissions when the degree of synchronization improves among the sensor nodes during the execution of the clock synchronization algorithm. The design significantly reduces the collisions among the synchronization protocol messages. We have simulated the proposed protocol in Castalia network simulator. The simulation results show that the proposed protocol significantly reduces the time required for synchronization and also improves the accuracy of the synchronization algorithm.