Search results for: hash based key derivation

Authors: P. S. Jagadeesh Kumar, Yang Yung, Mingmin Pan, Xianpei Li, Wenli Hu

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Glaucoma is impelled by optic nerve mutilation habitually represented as cupping and visual field injury frequently with an arcuate pattern of mid-peripheral loss, subordinate to retinal ganglion cell damage and death. Glaucoma is the second foremost cause of blindness and the chief cause of permanent blindness worldwide. Consequently, all-embracing study into the analysis and empathy of glaucoma is happening to escort deep learning based neural network intrusions to deliberate this substantial optic neuropathy. This paper advances an ophthalmic hashing based supervision of glaucoma and corneal disorders preeminent on deep graphical model. Ophthalmic hashing is a newly proposed method extending the efficacy of visual hash-coding to predict glaucoma corneal disorder matching, which is the faster than the existing methods. Deep graphical model is proficient of learning interior explications of corneal disorders in satisfactory time to solve hard combinatoric incongruities using deep Boltzmann machines.

Keywords: corneal disorders, deep Boltzmann machines, deep graphical model, glaucoma, neural networks, ophthalmic hashing

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Authors: John Dorrell, Matthew Ambrosia, Abilash

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This paper employs econometric analysis to quantify the potential profit wind farms can receive by allocating excess wind energy to power bitcoin mining machines. Cryptocurrency mining consumes a substantial amount of electricity worldwide, and wind energy produces a significant amount of energy that is lost because of the intermittent nature of the resource. Supply does not always match consumer demand. By combining the weaknesses of these two technologies, we can improve efficiency and a sustainable path to mine cryptocurrencies. This paper uses historical wind energy from the ERCOT network in Texas and cryptocurrency data from 2000-2021, to create 4-year return on investment projections. Our research model incorporates the price of bitcoin, the price of the miner, the hash rate of the miner relative to the network hash rate, the block reward, the bitcoin transaction fees awarded to the miners, the mining pool fees, the cost of the electricity and the percentage of time the miner will be running to demonstrate that wind farms generate enough excess energy to mine bitcoin profitably. Excess wind energy can be used as a financial battery, which can utilize wasted electricity by changing it into economic energy. The findings of our research determine that wind energy producers can earn profit while not taking away much if any, electricity from the grid. According to our results, Bitcoin mining could give as much as 1347% and 805% return on investment with the starting dates of November 1, 2021, and November 1, 2022, respectively, using wind farm curtailment. This paper is helpful to policymakers and investors in determining efficient and sustainable ways to power our economic future. This paper proposes a practical solution for the problem of crypto mining energy consumption and creates a more sustainable energy future for Bitcoin.

Keywords: bitcoin, mining, economics, energy

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Authors: Bander Alzahrani, Mohammed Alreshoodi

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Information-centric networking (ICN) using architectures such as the Publish-Subscribe Internet Technology (PURSUIT) has been proposed as a new networking model that aims at replacing the current used end-centric networking model of the Internet. This emerged model focuses on what is being exchanged rather than which network entities are exchanging information, which gives the control plane functions such as routing and host location the ability to be specified according to the content items. The forwarding plane of the PURSUIT ICN architecture uses a simple and light mechanism based on Bloom filter technologies to forward the packets. Although this forwarding scheme solve many problems of the today’s Internet such as the growth of the routing table and the scalability issues, it is vulnerable to brute force attacks which are starting point to distributed- denial-of-service (DDoS) attacks. In this work, we design and analyze a novel source-routing and information delivery technique that keeps the simplicity of using Bloom filter-based forwarding while being able to deter different attacks such as denial of service attacks at the ingress of the network. To achieve this, special forwarding nodes called Edge-FW are directly attached to end user nodes and used to perform a security test for malicious injected random packets at the ingress of the path to prevent any possible attack brute force attacks at early stage. In this technique, a core entity of the PURSUIT ICN architecture called topology manager, that is responsible for finding shortest path and creating a forwarding identifiers (FId), uses a cryptographically secure hash function to create a 64-bit hash, h, over the formed FId for authentication purpose to be included in the packet. Our proposal restricts the attacker from injecting packets carrying random FIds with a high amount of filling factor ρ, by optimizing and reducing the maximum allowed filling factor ρm in the network. We optimize the FId to the minimum possible filling factor where ρ ≤ ρm, while it supports longer delivery trees, so the network scalability is not affected by the chosen ρm. With this scheme, the filling factor of any legitimate FId never exceeds the ρm while the filling factor of illegitimate FIds cannot exceed the chosen small value of ρm. Therefore, injecting a packet containing an FId with a large value of filling factor, to achieve higher attack probability, is not possible anymore. The preliminary analysis of this proposal indicates that with the designed scheme, the forwarding function can detect and prevent malicious activities such DDoS attacks at early stage and with very high probability.

Keywords: forwarding identifier, filling factor, information centric network, topology manager

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Authors: Telesphore Tiendrebeogo, Oumarou Sié

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Cloud computing technologies have attracted considerable interest in recent years. Thus, these latters have become more important for many existing database applications. It provides a new mode of use and of offer of IT resources in general. Such resources can be used “on demand” by anybody who has access to the internet. Particularly, the Cloud platform provides an ease to use interface between providers and users, allow providers to develop and provide software and databases for users over locations. Currently, there are many Cloud platform providers support large scale database services. However, most of these only support simple keyword-based queries and can’t response complex query efficiently due to lack of efficient in multi-attribute index techniques. Existing Cloud platform providers seek to improve performance of indexing techniques for complex queries. In this paper, we define a new cloud computing architecture based on a Distributed Hash Table (DHT) and design a prototype system. Next, we perform and evaluate our cloud computing indexing structure based on a hyperbolic tree using virtual coordinates taken in the hyperbolic plane. We show through our experimental results that we compare with others clouds systems to show our solution ensures consistence and scalability for Cloud platform.

Keywords: virtual coordinates, cloud, hyperbolic plane, storage, scalability, consistency

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Authors: Francesco Buccafurri, Celeste Romolo

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Nowadays phishing is the most frequent starting point of cyber-attack vectors. Phishing is implemented both via email and social network messages. While a wide scientific literature exists which addresses the problem of contrasting email spam-phishing, no specific countermeasure has been so far proposed for phishing included into private messages of social network platforms. Unfortunately, the problem is severe. This paper proposes an approach against social network phishing, based on a non invasive collaborative information-sharing approach which leverages blockchain. The detection method works by filtering candidate messages, by distilling them by means of a distance-preserving hash function, and by publishing hashes over a public blockchain through a trusted smart contract (thus avoiding denial of service attacks). Phishing detection exploits social information embedded into social network profiles to identify similar messages belonging to disjoint contexts. The main contribution of the paper is to introduce a new approach to contrasting the problem of social network phishing, which, despite its severity, received little attention by both research and industry.

Keywords: phishing, social networks, information sharing, blockchain

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Authors: Aliya Sekenova, Vyacheslav Ogay

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The derivation of human induced pluripotent stem cells (iPSCs) from somatic cells by direct reprogramming opens wide perspectives in the regenerative medicine. It means the possibility to develop the personal and, consequently, any immunologically compatible cells for applications in cell-based therapy. The purpose of our study was to develop the technology for the production of NK cells from T cell-derived induced pluripotent stem cells (TiPSCs) for subsequent application in adoptive cancer immunotherapy. Methods: In this study iPSCs were derived from peripheral blood T cells using Sendai virus vectors expressing Oct4, Sox2, Klf4 and c-Myc. Pluripotent characteristics of TiPSCs were examined and confirmed with alkaline phosphatase staining, immunocytochemistry and RT-PCR analysis. For NK cell differentiation, embryoid bodies (EB) formed from (TiPSCs) were cultured in xenogeneic serum-free medium containing human serum, IL-3, IL-7, IL-15, SCF, FLT3L without using M210-B4 and AFT-024 stromal feeder cells. After differentiation, NK cells were characterized with immunofluorescence analysis, flow cytometry and cytotoxicity assay. Results: Here, we for the first time demonstrate that TiPSCs can effectively differentiate into functionally active NK cells without M210-B4 and AFT-024 xenogeneic stroma cells. Immunofluorescence and flow cytometry analysis showed that EB-derived cells can differentiate into a homogeneous population of NK cell expressing high levels of CD56, CD45 and CD16 specific markers. Moreover, these cells significantly express killing activation receptors such as NKp44 and NKp46. In the comparative analysis, we observed that NK cells derived using feeder-free culture system have more high killing activity against K-562 tumor cells, than NK cells derived by feeder-dependent method. Thus, we think that our obtained data will be useful for the development of large-scale production of NK cells for translation into cancer immunotherapy.

Keywords: induced pluripotent stem cells, NK cells, T cells, cell diffentiation, feeder cell-free culture system

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Authors: Temesgen Takele Kasa

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The main aim of this paper is to suggest one active slip based continuum dislocation approach to matrix dominated MMC plasticity analysis. The approach centered the free energy principles through the continuum behavior of dislocations combined with small strain continuum kinematics. The analytical derivation of this method includes the formulation of one active slip system, the thermodynamic approach of dislocations, determination of free energy, and evolution of dislocations. In addition zero and non-zero energy dissipation analysis of dislocation evolution is also formulated by using varational energy minimization method. In general, this work shows its capability to analyze the plasticity of matrix dominated MMC with inclusions. The proposed method is also found to be capable of handling plasticity of MMC.

Keywords: active slip, continuum dislocation, distortion, dominated, energy dissipation, matrix dominated, plasticity

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Authors: Yan-Ren Chen, Jenn-Kaie Lain

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This paper proposes a novel indoor positioning algorithm based on visible light communications, implemented by light-emitting diode fixtures. In the proposed positioning algorithm, distances between light-emitting diode fixtures and mobile terminal are derived from the assumption of ideal Lambertian optic radiation model, and Trilateration positioning method is proceeded immediately to get the coordinates of mobile terminal. The proposed positioning algorithm directly obtains distance information from the optical signal modeling, and therefore, statistical distribution of received signal strength at different positions in interior space has no need to be pre-established. Numerically, simulation results have shown that the proposed indoor positioning algorithm can provide accurate location coordinates estimation.

Keywords: indoor positioning, received signal strength, trilateration, visible light communications

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Authors: Qinglin Shu

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Based on the analysis of the structural vibration comfort of a domestic bridge, this paper studies the vibration reduction control principle of TMD, the derivation process of design parameter optimization and how to simulate TMD in the finite element software ANSYS. The research shows that, in view of the problem that the comfort level of a bridge exceeds the limit in individual working conditions, the vibration reduction control design of the bridge can effectively reduce the vibration of the structure by using TMD. Calculations show that when the mass ratio of TMD is 0.01, the vibration reduction rate under different working conditions is more than 90%, and the dynamic displacement of the TMD mass block is within 0.01m, indicating that the design of TMD is reasonable and safe.

Keywords: pedestrian bridges, human-induced vibration, comfort, tuned mass dampers

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Authors: Jihad S. Daba, J. P. Dubois

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Understanding the statistics of non-isotropic scattering multipath channels that fade randomly with respect to time, frequency, and space in a mobile environment is very crucial for the accurate detection of received signals in wireless and cellular communication systems. In this paper, we derive stochastic models for the probability density function (PDF) of the shift in the carrier frequency caused by the Doppler Effect on the received illuminating signal in the presence of a dominant line of sight. Our derivation is based on a generalized Clarke’s and a two-wave partially developed scattering models, where the statistical distribution of the frequency shift is shown to be consistent with the power spectral density of the Doppler shifted signal.

Keywords: Doppler shift, filtered Poisson process, generalized Clark’s model, non-isotropic scattering, partially developed scattering, Rician distribution

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Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

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Current real-estate value estimation, difficult for laymen, usually is performed by specialists. This paper presents an automated estimation process based on big data and machine-learning technology that calculates influences of building conditions on real-estate price measurement. The present study analyzed actual building sales sample data for Nonhyeon-dong, Gangnam-gu, Seoul, Korea, measuring the major influencing factors among the various building conditions. Further to that analysis, a prediction model was established and applied using RapidMiner Studio, a graphical user interface (GUI)-based tool for derivation of machine-learning prototypes. The prediction model is formulated by reference to previous examples. When new examples are applied, it analyses and predicts accordingly. The analysis process discerns the crucial factors effecting price increases by calculation of weighted values. The model was verified, and its accuracy determined, by comparing its predicted values with actual price increases.

Keywords: apartment complex, big data, life-cycle building value analysis, machine learning

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Authors: S. A. M. Yatim, Z. B. Ibrahim, K. I. Othman, M. Suleiman

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The method of solving second order stiff ordinary differential equation (ODEs) that is based on backward differentiation formula (BDF) is considered in this paper. We derived the method by increasing the order of the existing method using an improved strategy in choosing the step size. Numerical results are presented to compare the efficiency of the proposed method to the MATLAB’s suite of ODEs solvers namely ode15s and ode23s. The method was found to be efficient to solve second order ordinary differential equation.

Keywords: backward differentiation formulae, block backward differentiation formulae, stiff ordinary differential equation, variable step size

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Authors: W. Shin, Y. Kim

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This study focuses on disconfirming that wide-area networks can be made mobile, highly-available, and wireless. This methodological test shows that IPv7 and context-free grammar are mismatched. In the cases of robots, a similar tendency is also revealed. Further, we also prove that public-private key pairs could be built embedded, adaptive, and wireless. Finally, we disconfirm that although hash tables can be made distributed, interposable, and autonomous, XML and DNS can interfere to realize this purpose. Our experiments soon proved that exokernelizing our replicated Knesis keyboards was more significant than interrupting them. Our experiments exhibited degraded average sampling rate.

Keywords: collaborative communication, DNS, local-area networks, XML

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Authors: Ishit Sheth, Chandrasekhar Jinendran, Chinmaya Ranjan Sahu

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A fourteen degree of freedom (DOF) ride and handling control mathematical model is developed for a car using generalized boltzmann hamel equation which will create a basis for design of ride and handling controller. Mathematical model developed yield equations of motion for non-holonomic constrained systems in quasi-coordinates. The governing differential equation developed integrates ride and handling control of car. Model-based systems engineering approach is implemented for simulation using matlab/simulink, vehicle’s response in different DOF is examined and later validated using commercial software (ADAMS). This manuscript involves detailed derivation of full car vehicle model which provides response in longitudinal, lateral and yaw motion to demonstrate the advantages of the developed model over the existing dynamic model. The dynamic behaviour of the developed ride and handling model is simulated for different road conditions.

Keywords: Full Vehicle Model, MBSE, Non Holonomic Constraints, Boltzmann Hamel Equation

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Authors: Elimhan N. Mahmudov

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The paper concerns the necessary and sufficient conditions of optimality for Cauchy problem of fourth order discrete (PD) and discrete-approximate (PDA) inclusions. The main problem is formulation of the fourth order adjoint discrete and discrete-approximate inclusions and transversality conditions, which are peculiar to problems including fourth order derivatives and approximate derivatives. Thus the necessary and sufficient conditions of optimality are obtained incorporating the Euler-Lagrange and Hamiltonian forms of inclusions. Derivation of optimality conditions are based on the apparatus of locally adjoint mapping (LAM). Moreover in the application of these results we consider the fourth order linear discrete and discrete-approximate inclusions.

Keywords: difference, optimization, fourth, approximation, transversality

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Authors: Mohamed Shawki Elamir, Heinrich Gotzig, Raoul Zoellner, Patrick Maeder

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In this work, a methodology is presented for identifying the optimal digitization parameters for the analog signal of ultrasonic sensors. These digitization parameters are the resolution of the analog to digital conversion and the sampling rate. This is accomplished through the derivation of characteristic curves based on Fano inequality and the calculation of the mutual information content over a given dataset. The mutual information is calculated between the examples in the dataset and the corresponding variation in the feature that needs to be estimated. The optimal parameters are identified in a manner that ensures optimal estimation performance while preventing inefficiency in using unnecessarily powerful analog to digital converters.

Keywords: analog to digital conversion, digitization, sampling rate, ultrasonic

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Authors: Qinyi Mei, Li-Ping Wang

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MDS matrices are of great significance in the design of block ciphers and hash functions. In the present paper, we investigate the problem of constructing MDS matrices which are both lightweight and low-latency. We propose a new method of constructing lightweight MDS matrices using circulant matrices which can be implemented efficiently in hardware. Furthermore, we provide circulant MDS matrices with as few bit XOR operations as possible for the classical dimensions 4 × 4, 8 × 8 over the space of linear transformations over finite field F42 . In contrast to previous constructions of MDS matrices, our constructions have achieved fewer XORs.

Keywords: linear diffusion layer, circulant matrix, lightweight, maximum distance separable (MDS) matrix

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Authors: Tao Feng, Xiaomei Ma, Xian Guo, Jing Wang

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Named Data Network (NDN) is one of the future Internet architecture, all nodes (i.e., hosts, routers) are allowed to have a local cache, used to satisfy incoming requests for content. However, depending on caching allows an adversary to perform attacks that are very effective and relatively easy to implement, such as content pollution attack. In this paper, we use a method of secure network coding based on homomorphic signature system to solve this problem. Firstly ,we use a dynamic public key technique, our scheme for each generation authentication without updating the initial secret key used. Secondly, employing the homomorphism of hash function, intermediate node and destination node verify the signature of the received message. In addition, when the network topology of NDN is simple and fixed, the code coefficients in our scheme are generated in a pseudorandom number generator in each node, so the distribution of the coefficients is also avoided. In short, our scheme not only can efficiently prevent against Intra/Inter-GPAs, but also can against the content poisoning attack in NDN.

Keywords: named data networking, content polloution attack, network coding signature, internet architecture

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Authors: Sanaa Chafik, Imane Daoudi, Mounim A. El Yacoubi, Hamid El Ouardi

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Locality Sensitive Hashing (LSH) is one of the most promising techniques for solving nearest neighbour search problem in high dimensional space. Euclidean LSH is the most popular variation of LSH that has been successfully applied in many multimedia applications. However, the Euclidean LSH presents limitations that affect structure and query performances. The main limitation of the Euclidean LSH is the large memory consumption. In order to achieve a good accuracy, a large number of hash tables is required. In this paper, we propose a new hashing algorithm to overcome the storage space problem and improve query time, while keeping a good accuracy as similar to that achieved by the original Euclidean LSH. The Experimental results on a real large-scale dataset show that the proposed approach achieves good performances and consumes less memory than the Euclidean LSH.

Keywords: approximate nearest neighbor search, content based image retrieval (CBIR), curse of dimensionality, locality sensitive hashing, multidimensional indexing, scalability

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Authors: Ahmad Moussavi

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In this paper, we are concerned with the Jacobson semisimple skew inverse Laurent series rings R((x−1; α, δ)) and the skew Laurent power series rings R[[x, x−1; α]], where R is an associative ring equipped with an automorphism α and an α-derivation δ. Examples to illustrate and delimit the theory are provided.

Keywords: skew polynomial rings, Laurent series, skew inverse Laurent series rings

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Authors: Teo Hao Jing, Shane Ho Ken Wae, Lee Jin Yu, Burra Venkata Durga Kumar

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Current distributed healthcare systems face the challenge of interoperability of health data. Storing electronic health records (EHR) in local databases causes them to be fragmented. This problem is aggravated as patients visit multiple healthcare providers in their lifetime. Existing solutions are unable to solve this issue and have caused burdens to healthcare specialists and patients alike. Blockchain technology was found to be able to increase the interoperability of health data by implementing digital access rules, enabling uniformed patient identity, and providing data aggregation. Consortium blockchain was found to have high read throughputs, is more trustworthy, more secure against external disruptions and accommodates transactions without fees. Therefore, this paper proposes a blockchain-based model for data management applications. In this model, a consortium blockchain is implemented by using a delegated proof of stake (DPoS) as its consensus mechanism. This blockchain allows collaboration between users from different organizations such as hospitals and medical bureaus. Patients serve as the owner of their information, where users from other parties require authorization from the patient to view their information. Hospitals upload the hash value of patients’ generated data to the blockchain, whereas the encrypted information is stored in a distributed cloud storage.

Keywords: blockchain technology, data management applications, healthcare, interoperability, delegated proof of stake

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Authors: Jaimin Patel

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Cloud computing is one of the most sharp and important movement in various computing technologies. It provides flexibility to users, cost effectiveness, location independence, easy maintenance, enables multitenancy, drastic performance improvements, and increased productivity. On the other hand, there are also major issues like security. Being a common server, security for a cloud is a major issue; it is important to provide security to protect user’s private data, and it is especially important in e-commerce and social networks. In this paper, encryption algorithms such as Advanced Encryption Standard algorithms, their vulnerabilities, risk of attacks, optimal time and complexity management and comparison with other algorithms based on software implementation is proposed. Encryption techniques to improve the performance of AES algorithms and to reduce risk management are given. Secure Hash Algorithms, their vulnerabilities, software implementations, risk of attacks and comparison with other hashing algorithms as well as the advantages and disadvantages between hashing techniques and encryption are given.

Keywords: Cloud computing, encryption algorithm, secure hashing algorithm, brute force attack, birthday attack, plaintext attack, man in middle attack

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Authors: Sanjay Kumar Behera, Kanhu Charan Patra

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A GIS-based method has been applied for the determination of soil erosion and sediment yield in a small watershed in Ong River basin, Odisha, India. The method involves spatial disintegration of the catchment into homogenous grid cells to capture the catchment heterogeneity. The gross soil erosion in each cell was calculated using Universal Soil Loss Equation (USLE) by carefully determining its various parameters. The concept of sediment delivery ratio is used to route surface erosion from each of the discretized cells to the catchment outlet. The process of sediment delivery from grid cells to the catchment outlet is represented by the topographical characteristics of the cells. The effect of DEM resolution on sediment yield is analyzed using two different resolutions of DEM. The spatial discretization of the catchment and derivation of the physical parameters related to erosion in the cell are performed through GIS techniques.

Keywords: DEM, GIS, sediment delivery ratio, sediment yield, soil erosion

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Authors: Edvard P. G. Bruun

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One of the best ways of improving our understanding of reinforced concrete is through large-scale experimental testing. The gathered information is critical in making inferences about structural mechanics and deriving the mathematical models that are the basis for finite element analysis programs and design codes. An effective way of measuring the strains across a region of a specimen is by using a system of surface mounted Linear Variable Differential Transformers (LVDTs). While a single LVDT can only measure the linear strain in one direction, by combining several measurements at known angles a Mohr’s circle of strain can be derived for the whole region under investigation. This paper presents a method that can be used by researchers, which improves the accuracy and removes experimental bias in the calculation of the Mohr’s circle, using four rather than three independent strain measurements. Obtaining high quality strain data is essential, since knowing the angular deviation (shear strain) and the angle of principal strain in the region are important properties in characterizing the governing structural mechanics. For example, the Modified Compression Field Theory (MCFT) developed at the University of Toronto, is a rotating crack model that requires knowing the direction of the principal stress and strain, and then calculates the average secant stiffness in this direction. But since LVDTs can only measure average strains across a plane (i.e., between discrete points), localized cracking and spalling that typically occur in reinforced concrete, can lead to unrealistic results. To build in redundancy and improve the quality of the data gathered, the typical experimental setup for a large-scale shell specimen has four independent directions (X, Y, H, and V) that are instrumented. The question now becomes, which three should be used? The most common approach is to simply discard one of the measurements. The problem is that this can produce drastically different answers, depending on the three strain values that are chosen. To overcome this experimental bias, and to avoid simply discarding valuable data, a more rigorous approach would be to somehow make use of all four measurements. This paper presents the derivation of a method to draw what is effectively a Mohr’s circle of 'best-fit', which optimizes the circle by using all four independent strain values. The four-strain optimized Mohr’s circle approach has been utilized to process data from recent large-scale shell tests at the University of Toronto (Ruggiero, Proestos, and Bruun), where analysis of the test data has shown that the traditional three-strain method can lead to widely different results. This paper presents the derivation of the method and shows its application in the context of two reinforced concrete shells tested in pure torsion. In general, the constitutive models and relationships that characterize reinforced concrete are only as good as the experimental data that is gathered – ensuring that a rigorous and unbiased approach exists for calculating the Mohr’s circle of strain during an experiment, is of utmost importance to the structural research community.

Keywords: reinforced concrete, shell tests, Mohr’s circle, experimental research

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Authors: Mike Tsionas

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The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.

Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS

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Authors: Liu Yi, Bao Liyong

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Aiming at the problem of low efficiency of pipelined scheduling in periodic query-qualified service, this paper proposes a system service resource scheduling strategy with parallel optimized qualified service polling control. The paper constructs the polling queuing system and its mathematical model; firstly, the first-order and second-order characteristic parameter equations are obtained by partial derivation of the probability mother function of the system state variables, and the complete mathematical, analytical expressions of each system parameter are deduced after the joint solution. The simulation experimental results are consistent with the theoretical calculated values. The system performance analysis shows that the average captain and average period of the system have been greatly improved, which can better adapt to the service demand of delay-sensitive data in the dense data environment.

Keywords: polling, parallel scheduling, mean queue length, average cycle time

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Authors: Changhong Guo, Shaomei Fang, Yong He

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In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional g-Brownian motion, Taylor's series of fractional order, uncertain volatility

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Authors: Karima Djebaili, Lamine Melkemi

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Elgamal encryption is a fundamental public-key encryption in cryptography, which is based on the difficulty of discrete logarithm problem and the Diffie-Hellman problem. Supposing the Diffie–Hellman problem is computationally infeasible then Elgamal is secure under a chosen plaintext attack, where security indicates it is difficult for the attacker, given the ciphertext, to restore the whole of the plaintext. However, although it is secure against chosen plaintext attack, Elgamal is absolutely malleable i.e. is not secure against an adaptive chosen ciphertext attack, where the attacker can recover the plaintext. We present a extension on Elgamal encryption which result in non-malleability against adaptive chosen plaintext attack using concatenation and a cryptographic hash function, our evidence utilizes the device of plaintext aware. The algorithm proposed can be used in cryptography voting protocol given its level security. Our protocol protects the confidentiality of voters because each voter encrypts their choice before casting their vote, offers public verifiability using a signing algorithm, the final result is correctly computed using homomorphic property, and works even in the presence of an adversary due to the propriety of non-malleability. Moreover, the protocol prevents some parties colluding to fix the vote results.

Keywords: Elgamal encryption, non-malleability, plaintext aware, e-voting

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Authors: Ming-Jong Yao, Chin-Sum Shui, Chih-Han Wang

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This paper is developed based on a real-world decision scenario that an industrial gas company that applies the Vendor Managed Inventory model and supplies liquid oxygen with a self-operated heterogeneous vehicle fleet to hospitals in nearby cities. We name it as a Joint Replenishment and Heterogeneous Vehicle Routing Problem with Cyclical Schedule and formulate it as a non-linear mixed-integer linear programming problem which simultaneously determines the length of the planning cycle (PC), the length of the replenishment cycle and the dates of replenishment for each customer and the vehicle routes of each day within PC, such that the average daily operation cost within PC, including inventory holding cost, setup cost, transportation cost, and overtime labor cost, is minimized. A solution method based on genetic algorithm, embedded with an encoding and decoding mechanism and local search operators, is then proposed, and the hash function is adopted to avoid repetitive fitness evaluation for identical solutions. Numerical experiments demonstrate that the proposed solution method can effectively solve the problem under different lengths of PC and number of customers. The method is also shown to be effective in determining whether the company should expand the storage capacity of a customer whose demand increases. Sensitivity analysis of the vehicle fleet composition shows that deploying a mixed fleet can reduce the daily operating cost.

Keywords: cyclic inventory routing problem, joint replenishment, heterogeneous vehicle, genetic algorithm

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Authors: Asabe Ahmad Tijani, Y. A. Yahaya

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The paper considers the derivation of implicit Adams-Moulton type method, with k=4 and 5. We adopted the method of interpolation and collocation of power series approximation to generate the continuous formula which was evaluated at off-grid and some grid points within the step length to generate the proposed block schemes, the schemes were investigated and found to be consistent and zero stable. Finally, the methods were tested with numerical experiments to ascertain their level of accuracy.

Keywords: Adam-Moulton Type (AMT), off-grid, block method, consistent and zero stable

Procedia PDF Downloads 482