Search results for: computer security
833 Evaluation of State of the Art IDS Message Exchange Protocols
Authors: Robert Koch, Mario Golling, Gabi Dreo
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During the last couple of years, the degree of dependence on IT systems has reached a dimension nobody imagined to be possible 10 years ago. The increased usage of mobile devices (e.g., smart phones), wireless sensor networks and embedded devices (Internet of Things) are only some examples of the dependency of modern societies on cyber space. At the same time, the complexity of IT applications, e.g., because of the increasing use of cloud computing, is rising continuously. Along with this, the threats to IT security have increased both quantitatively and qualitatively, as recent examples like STUXNET or the supposed cyber attack on Illinois water system are proofing impressively. Once isolated control systems are nowadays often publicly available - a fact that has never been intended by the developers. Threats to IT systems don’t care about areas of responsibility. Especially with regard to Cyber Warfare, IT threats are no longer limited to company or industry boundaries, administrative jurisdictions or state boundaries. One of the important countermeasures is increased cooperation among the participants especially in the field of Cyber Defence. Besides political and legal challenges, there are technical ones as well. A better, at least partially automated exchange of information is essential to (i) enable sophisticated situational awareness and to (ii) counter the attacker in a coordinated way. Therefore, this publication performs an evaluation of state of the art Intrusion Detection Message Exchange protocols in order to guarantee a secure information exchange between different entities.
Keywords: Cyber Defence, Cyber Warfare, Intrusion Detection Information Exchange, Early Warning Systems, Joint Intrusion Detection, Cyber Conflict
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2293832 A Development of Personalized Edutainment Contents through Storytelling
Authors: Min Kyeong Cha, Ju Yeon Mun, Seong Baeg Kim
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Recently, ‘play of learning’ becomes important and is emphasized as a useful learning tool. Therefore, interest in edutainment contents is growing. Storytelling is considered first as a method that improves the transmission of information and learner's interest when planning edutainment contents. In this study, we designed edutainment contents in the form of an adventure game that applies the storytelling method. This content provides questions and items constituted dynamically and reorganized learning contents through analysis of test results. It allows learners to solve various questions through effective iterative learning. As a result, the learners can reach mastery learning.
Keywords: Storytelling, edutainment, mastery learning, computer operating principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1845831 Experimental and Computational Analysis of Hygrothermal Performance of an Interior Thermal Insulation System
Authors: Z. Pavlík, J. Kočí, M. Pavlíková, R. Černý
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Combined experimental and computational analysis of hygrothermal performance of an interior thermal insulation system applied on a brick wall is presented in the paper. In the experimental part, the functionality of the insulation system is tested at simulated difference climate conditions using a semi-scale device. The measured temperature and relative humidity profiles are used for the calibration of computer code HEMOT that is finally applied for a long-term hygrothermal analysis of the investigated structure.Keywords: Additional thermal insulation, hygrothermal analysis, semi-scale testing, long-term computational analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1736830 Two Spatial Experiments based on Computational Geometry
Authors: Marco Hemmerling
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The paper outlines the relevance of computational geometry within the design and production process of architecture. Based on two case studies, the digital chain - from the initial formfinding to the final realization of spatial concepts - is discussed in relation to geometric principles. The association with the fascinating complexity that can be found in nature and its underlying geometry was the starting point for both projects presented in the paper. The translation of abstract geometric principles into a three-dimensional digital design model – realized in Rhinoceros – was followed by a process of transformation and optimization of the initial shape that integrated aesthetic, spatial and structural qualities as well as aspects of material properties and conditions of production.Keywords: Architecture, Computer Aided Architectural Design, 3D-Modeling, Rapid Prototyping, CAD/CAM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1593829 The Role of Online Social Networks in Social Movements: Social Polarization and Violations against Social Unity and Privacy of Individuals in Turkey
Authors: Tolga Yazici
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As a matter of the fact that online social networks like Twitter, Facebook and MySpace have experienced an extensive growth in recent years. Social media offers individuals with a tool for communicating and interacting with one another. These social networks enable people to stay in touch with other people and express themselves. This process makes the users of online social networks active creators of content rather than being only consumers of traditional media. That’s why millions of people show strong desire to learn the methods and tools of digital content production and necessary communication skills. However, the booming interest in communication and interaction through online social networks and high level of eagerness to invent and implement the ways to participate in content production raise some privacy and security concerns. This presentation aims to open the assumed revolutionary, democratic and liberating nature of the online social media up for discussion by reviewing some recent political developments in Turkey. Firstly, the role of Internet and online social networks in mobilizing collective movements through social interactions and communications will be questioned. Secondly, some cases from Gezi and Okmeydanı Protests and also December 17-25 period will be presented in order to illustrate misinformation and manipulation in social media and violation of individual privacy through online social networks in order to damage social unity and stability contradictory to democratic nature of online social networking.
Keywords: Online, social media networks, democratic participation, social polarization, privacy of individuals, Turkey.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1855828 Evolutionary Search Techniques to Solve Set Covering Problems
Authors: Darwin Gouwanda, S. G. Ponnambalam
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Set covering problem is a classical problem in computer science and complexity theory. It has many applications, such as airline crew scheduling problem, facilities location problem, vehicle routing, assignment problem, etc. In this paper, three different techniques are applied to solve set covering problem. Firstly, a mathematical model of set covering problem is introduced and solved by using optimization solver, LINGO. Secondly, the Genetic Algorithm Toolbox available in MATLAB is used to solve set covering problem. And lastly, an ant colony optimization method is programmed in MATLAB programming language. Results obtained from these methods are presented in tables. In order to assess the performance of the techniques used in this project, the benchmark problems available in open literature are used.Keywords: Set covering problem, genetic algorithm, ant colony optimization, LINGO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3630827 Managing Handheld Devices in Ad-Hoc Collaborative Computing Environments
Authors: Alaa Alwani, Hassan Artail, Haidar Safa, Ayman Abi Abdallah, Bashir Basha, Tarek Abdel Khalek
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The noticeable advance in the area of computer technology has paved the way for the invention of powerful mobile devices. However, limited storage, short battery life, and relatively low computational power define the major problems of such devices. Due to the ever increasing computational requirements, such devices may fail to process needed tasks under certain constraints. One of the proposed solutions to this drawback is the introduction of Collaborative Computing, a new concept dealing with the distribution of computational tasks amongst several handhelds. This paper introduces the basics of Collaborative Computing, and proposes a new protocol that aims at managing and optimizing computing tasks in Ad-Hoc Collaborative Computing Environments.
Keywords: Handheld devices, Collaborative Computing, mainprocess, Collaboration Table.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1563826 A Generalized Coordination Setting Method for Distribution Systems with Closed-loop
Authors: Kang-Le Guan, Seung-Jae Lee, Myeon-Song Choi
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The protection issues in distribution systems with open and closed-loop are studied, and a generalized protection setting scheme based on the traditional over current protection theories is proposed to meet the new requirements. The setting method is expected to be easier realized using computer program, so that the on-line adaptive setting for coordination in distribution system can be implemented. An automatic setting program is created and several cases are taken into practice. The setting results are verified by the coordination curves of the protective devices which are plotted using MATLAB.
Keywords: protection setting, on-line system analysis, over current protection, closed-loop distribution system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2169825 Design and Fabrication of a Low Cost Heart Monitor using Reflectance Photoplethysmogram
Authors: Nur Ilyani Ramli, Mansour Youseffi, Peter Widdop
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This paper presents a low cost design of heart beat monitoring device using reflectance mode PhotoPlethysmography (PPG). PPG is known for its simple construction, ease of use and cost effectiveness and can provide information about the changes in cardiac activity as well as aid in earlier non-invasive diagnostics. The proposed device is divided into three phases. First is the detection of pulses through the fingertip. The signal is then passed to the signal processing unit for the purpose of amplification, filtering and digitizing. Finally the heart rate is calculated and displayed on the computer using parallel port interface. The paper is concluded with prototyping of the device followed by verification procedure of the heartbeat signal obtained in laboratory setting.
Keywords: Reflectance mode PPG, Heart beat detection, Circuitdesign, PCB design
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4562824 Reliability of Digital FSO Links in Europe
Authors: Zdenek Kolka, Otakar Wilfert, Viera Biolkova
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The paper deals with an analysis of visibility records collected from 210 European airports to obtain a realistic estimation of the availability of Free Space Optical (FSO) data links. Commercially available optical links usually operate in the 850nm waveband. Thus the influence of the atmosphere on the optical beam and on the visible light is similar. Long-term visibility records represent an invaluable source of data for the estimation of the quality of service of FSO links. The model used characterizes both the statistical properties of fade depths and the statistical properties of individual fade durations. Results are presented for Italy, France, and Germany.
Keywords: Computer networks, free-space optical links, meteorology, quality of service.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2148823 E-Learning Methodology Development using Modeling
Authors: Sarma Cakula, Maija Sedleniece
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Simulation and modeling computer programs are concerned with construction of models for analyzing different perspectives and possibilities in changing conditions environment. The paper presents theoretical justification and evaluation of qualitative e-learning development model in perspective of advancing modern technologies. There have been analyzed principles of qualitative e-learning in higher education, productivity of studying process using modern technologies, different kind of methods and future perspectives of e-learning in formal education. Theoretically grounded and practically tested model of developing e-learning methods using different technologies for different type of classroom, which can be used in professor-s decision making process to choose the most effective e-learning methods has been worked out.Keywords: E-learning, modeling, E-learning methods development, personal knowledge management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1990822 Simulation of Large Deformations of Rubbers by the RKPM Method
Authors: M. Foroutan, H. Dalayeli, M. Sadeghian
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In this paper processes including large deformations of a rubber with hyperelastic material behavior are simulated by the RKPM method. Due to the loss of kronecker delta properties in the mesh less shape functions, the imposition of essential boundary conditions consumes significant CPU time in mesh free computations. In this work transformation method is used for imposition of essential boundary conditions. A RKPM material shape function is used in this analysis. The support of the material shape functions covers the same set of particles during material deformation and hence the transformation matrix is formed only once at the initial stages. A computer program in MATLAB is developed for simulations.
Keywords: RKPM, large deformations, transformation, essentialboundary conditions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1893821 The U.S. and Western Europe Role in Resolving the Religious Conflicts in Central Asia
Authors: Zhanar Aldubasheva, Mukhtar Senggirbay, Elnura Assyltayeva
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The modern world is experiencing fundamental and dynamic changes. The transformation of international relations; the end of confrontation and successive overcoming of the Cold War consequences have expanded possible international cooperation. The global nuclear conflict threat has been minimized, while a tendency to establish a unipolar world structure with the U.S. economic and power domination is growing. The current world system of international relations, apparently is secular. However, the religious beliefs of one or another nations play a certain (sometimes a key) role, both in the domestic affairs of the individual countries and in the development of bilateral ties. Political situation in Central Asia has been characterized by new factors such as international terrorism; religious extremism and radicalism; narcotrafficking and illicit arms trade of a global character immediately threaten to peace and political stability in Central Asia. The role and influence of Islamic fundamentalism is increasing; political ethnocentrism and the associated aggravation of inter-ethnic relations, the ambiguity of national interests and objectives of major geo-political groups in the Central Asian region regarding the division the political influence, emerge. This article approaches the following issues: the role of Islam in Central Asia; destabilizing factors in Central Asia; Islamic movements in Central Asia, Western Europe and the United States; the United States, Western Europe and Central Asia: religion, politics, ideology, and the US-Central Asia antiterrorism and religious extremism cooperation.
Keywords: USA, Central Asia, religious conflict, terrorism, regional security.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1743820 Control Signal from EOG Analysis and Its Application
Authors: Myoung Ro Kim, Gilwon Yoon
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A game using electro-oculography (EOG) as control signal was introduced in this study. Various EOG signals are generated by eye movements. Even though EOG is a quite complex type of signal, distinct and separable EOG signals could be classified from horizontal and vertical, left and right eye movements. Proper signal processing was incorporated since EOG signal has very small amplitude in the order of micro volts and contains noises influenced by external conditions. Locations of the electrodes were set to be above and below as well as left and right positions of the eyes. Four control signals of up, down, left and right were generated. A microcontroller processed signals in order to simulate a DDR game. A LCD display showed arrows falling down with four different head directions. This game may be used as eye exercise for visual concentration and acuity. Our proposed EOG control signal can be utilized in many other applications of human machine interfaces such as wheelchair, computer keyboard and home automation.
Keywords: DDR game, EOG, eye movement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4795819 Computer-Aided Analysis of Flow in a Rotating Single Disk
Authors: Mohammad Shanbghazani, Vahid Heidarpour, Iraj Mirzaee
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In this study a two dimensional axisymmetric, steady state and incompressible laminar flow in a rotating single disk is numerically investigated. The finite volume method is used for solving the momentum equations. The numerical model and results are validated by comparing it to previously reported experimental data for velocities, angles and moment coefficients. It is demonstrated that increasing the axial distance increases the value of axial velocity and vice versa for tangential and total velocities. However, the maximum value of nondimensional radial velocity occurs near the disk wall. It is also found that with increase rotational Reynolds number, moment coefficient decreases.Keywords: Rotating disk, Laminar flow, Numerical, Momentum
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1584818 Working Mode and Key Technology of Thermal Vacuum Test Software for Spacecraft Test
Authors: Zhang Lei, Zhan Haiyang, Gu Miao
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A universal software platform is developed for improving the defects in the practical one. This software platform has distinct advantages in modularization, information management, and the interfaces. Several technologies such as computer technology, virtualization technology, network technology, etc. are combined together in this software platform, and four working modes are introduced in this article including single mode, distributed mode, cloud mode, and the centralized mode. The application area of the software platform is extended through the switch between these working modes. The software platform can arrange the thermal vacuum test process automatically. This function can improve the reliability of thermal vacuum test.
Keywords: Software platform, thermal vacuum test, control and measurement, work mode.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1299817 A Novel Approach of Multilevel Inverter with Reduced Power Electronics Devices
Authors: M. Jagabar Sathik, K. Ramani
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In this paper family of multilevel inverter topology with reduced number of power switches is presented. The proposed inverter can generate both even and odd level. The proposed topology is suitable for symmetric structure. The proposed symmetric inverter results in reduction of power switches, power diode and gate driver circuits and also it may further minimize the installation area and cost. To prove the superiority of proposed topology is compared with conventional topologies. The performance of this symmetric multilevel inverter has been tested by computer based simulation and prototype based experimental setup for nine-level inverter is developed and results are verified.
Keywords: Cascaded H- Bridge (CHB), Multilevel Inverter (MLI), Nearest Level Modulation (NLM), Total Harmonic Distortion (THD).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3147816 Challenges in Video Based Object Detection in Maritime Scenario Using Computer Vision
Authors: Dilip K. Prasad, C. Krishna Prasath, Deepu Rajan, Lily Rachmawati, Eshan Rajabally, Chai Quek
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This paper discusses the technical challenges in maritime image processing and machine vision problems for video streams generated by cameras. Even well documented problems of horizon detection and registration of frames in a video are very challenging in maritime scenarios. More advanced problems of background subtraction and object detection in video streams are very challenging. Challenges arising from the dynamic nature of the background, unavailability of static cues, presence of small objects at distant backgrounds, illumination effects, all contribute to the challenges as discussed here.Keywords: Autonomous maritime vehicle, object detection, situation awareness, tracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1329815 Identification of Configuration Space Singularities with Local Real Algebraic Geometry
Authors: Marc Diesse, Hochschule Heilbronn
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We address the question of identifying the configuration space singularities of linkages, i.e., points where the configuration space is not locally a submanifold of Euclidean space. Because the configuration space cannot be smoothly parameterized at such points, these singularity types have a significantly negative impact on the kinematics of the linkage. It is known that Jacobian methods do not provide sufficient conditions for the existence of CS-singularities. Herein, we present several additional algebraic criteria that provide the sufficient conditions. Further, we use those criteria to analyze certain classes of planar linkages. These examples will also show how the presented criteria can be checked using algorithmic methods.Keywords: Linkages, configuration space singularities, real algebraic geometry, analytic geometry, computer algebra.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 516814 Integrating Agents and Computational Intelligence Techniques in E-learning Environments
Authors: Konstantinos C. Giotopoulos, Christos E. Alexakos, Grigorios N. Beligiannis, Spiridon D.Likothanassis
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In this contribution a newly developed elearning environment is presented, which incorporates Intelligent Agents and Computational Intelligence Techniques. The new e-learning environment is constituted by three parts, the E-learning platform Front-End, the Student Questioner Reasoning and the Student Model Agent. These parts are distributed geographically in dispersed computer servers, with main focus on the design and development of these subsystems through the use of new and emerging technologies. These parts are interconnected in an interoperable way, using web services for the integration of the subsystems, in order to enhance the user modelling procedure and achieve the goals of the learning process.
Keywords: E-learning environments, intelligent agents, user modeling, Bayesian Networks, computational intelligence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1880813 Adaptive Motion Planning for 6-DOF Robots Based on Trigonometric Functions
Authors: Jincan Li, Mingyu Gao, Zhiwei He, Yuxiang Yang, Zhongfei Yu, Yuanyuan Liu
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Building an appropriate motion model is crucial for trajectory planning of robots and determines the operational quality directly. An adaptive acceleration and deceleration motion planning based on trigonometric functions for the end-effector of 6-DOF robots in Cartesian coordinate system is proposed in this paper. This method not only achieves the smooth translation motion and rotation motion by constructing a continuous jerk model, but also automatically adjusts the parameters of trigonometric functions according to the variable inputs and the kinematic constraints. The results of computer simulation show that this method is correct and effective to achieve the adaptive motion planning for linear trajectories.
Keywords: 6-DOF robots, motion planning, trigonometric function, kinematic constraints
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 924812 Blockchain for Decentralized Finance: Impact, Challenges and Remediation
Authors: Rishabh Garg
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Blockchain technology can allow remote, untrusted parties in the banking and financial sector to reach consensus on the state of databases without the involvement of gatekeepers. Like a bookkeeper, it can manage all financial transactions including payments, settlements, fundraising, securities management, loans, credits and trade finance. It can outperform existing systems in terms of identity verification, asset transfers, peer-to-peer transfers, hedge funds, security and auditability. Blockchain-based decentralized finance (DeFi) is a new financial protocol. Being open and programmable, it enables various DeFi use-cases, including asset management, tokenization, tokenized derivatives, decentralized autonomous organizations, data analysis and valuation, payments, lending and borrowing, insurance, margin trading, prediction market, gambling and yield-farming, etc. In addition, it can ease financial transactions, cash-flow, use of programmable currency, no-loss lotteries, etc. This paper aims to assess the potential of decentralized finance by leveraging the blockchain-enabled Ethereum platform as an alternative to traditional finance. The study also aims to find out the impact of decentralized finance on prediction markets, quadratic funding and crowd-funding, together with the potential challenges and solutions associated with its implementation.
Keywords: Advance trading, crowd funding, exchange tokens, fund aggregation, margin trading, quadratic funding, smart contracts, streaming money, token derivatives.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 343811 Modeling Concave Globoidal Cam with Swinging Roller Follower : A Case Study
Authors: Nguyen Van Tuong, Premysl Pokorny
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This paper describes a computer-aided design for design of the concave globoidal cam with cylindrical rollers and swinging follower. Four models with different modeling methods are made from the same input data. The input data are angular input and output displacements of the cam and the follower and some other geometrical parameters of the globoidal cam mechanism. The best cam model is the cam which has no interference with the rollers when their motions are simulated in assembly conditions. The angular output displacement of the follower for the best cam is also compared with that of in the input data to check errors. In this study, Pro/ENGINEER® Wildfire 2.0 is used for modeling the cam, simulating motions and checking interference and errors of the system.Keywords: Globoidal cam, sweep, pitch surface, modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3666810 Project and Module Based Teaching and Learning
Authors: Jingyu Hou
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This paper proposes a new teaching and learning approach-project and module based teaching and learning (PMBTL). The PMBTL approach incorporates the merits of project/problem based and module based learning methods, and overcomes the limitations of these methods. The correlation between teaching, learning, practice and assessment is emphasized in this approach, and new methods have been proposed accordingly. The distinct features of these new methods differentiate the PMBTL approach from conventional teaching approaches. Evaluation of this approach on practical teaching and learning activities demonstrates the effectiveness and stability of the approach in improving the performance and quality of teaching and learning. The approach proposed in this paper is also intuitive to the design of other teaching units.
Keywords: Computer science education, project and module based, software engineering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3453809 Cyber Fraud Schemes: Modus Operandi, Tools and Techniques, and the Role of European Legislation as a Defense Strategy
Authors: Papathanasiou Anastasios, Liontos George, Liagkou Vasiliki, Glavas Euripides
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The purpose of this paper is to describe the growing problem of various cyber fraud schemes that exist on the internet and are currently among the most prevalent. The main focus of this paper is to provide a detailed description of the modus operandi, tools, and techniques utilized in four basic typologies of cyber frauds: Business Email Compromise (BEC) attacks, investment fraud, romance scams, and online sales fraud. The paper aims to shed light on the methods employed by cybercriminals in perpetrating these types of fraud, as well as the strategies they use to deceive and victimize individuals and businesses on the internet. Furthermore, this study outlines defense strategies intended to tackle the issue head-on, with a particular emphasis on the crucial role played by European legislation. European legislation has proactively adapted to the evolving landscape of cyber fraud, striving to enhance cybersecurity awareness, bolster user education, and implement advanced technical controls to mitigate associated risks. The paper evaluates the advantages and innovations brought about by the European legislation while also acknowledging potential flaws that cybercriminals might exploit. As a result, recommendations for refining the legislation are offered in this study in order to better address this pressing issue.
Keywords: Business email compromise, cybercrime, European legislation, investment fraud, Network and Information Security, online sales fraud, romance scams.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 201808 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.
Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 585807 Multiple Regression based Graphical Modeling for Images
Authors: Pavan S., Sridhar G., Sridhar V.
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Super resolution is one of the commonly referred inference problems in computer vision. In the case of images, this problem is generally addressed using a graphical model framework wherein each node represents a portion of the image and the edges between the nodes represent the statistical dependencies. However, the large dimensionality of images along with the large number of possible states for a node makes the inference problem computationally intractable. In this paper, we propose a representation wherein each node can be represented as acombination of multiple regression functions. The proposed approach achieves a tradeoff between the computational complexity and inference accuracy by varying the number of regression functions for a node.
Keywords: Belief propagation, Graphical model, Regression, Super resolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1547806 Deep Learning Based 6D Pose Estimation for Bin-Picking Using 3D Point Clouds
Authors: Hesheng Wang, Haoyu Wang, Chungang Zhuang
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Estimating the 6D pose of objects is a core step for robot bin-picking tasks. The problem is that various objects are usually randomly stacked with heavy occlusion in real applications. In this work, we propose a method to regress 6D poses by predicting three points for each object in the 3D point cloud through deep learning. To solve the ambiguity of symmetric pose, we propose a labeling method to help the network converge better. Based on the predicted pose, an iterative method is employed for pose optimization. In real-world experiments, our method outperforms the classical approach in both precision and recall.
Keywords: Pose estimation, deep learning, point cloud, bin-picking, 3D computer vision.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1825805 Efficient Power-Delay Product Modulo 2n+1 Adder Design
Authors: Yavar Safaei Mehrabani, Mehdi Hosseinzadeh
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As embedded and portable systems were emerged power consumption of circuits had been major challenge. On the other hand latency as determines frequency of circuits is also vital task. Therefore, trade off between both of them will be desirable. Modulo 2n+1 adders are important part of the residue number system (RNS) based arithmetic units with the interesting moduli set (2n-1,2n, 2n+1). In this manuscript we have introduced novel binary representation to the design of modulo 2n+1 adder. VLSI realization of proposed architecture under 180 nm full static CMOS technology reveals its superiority in terms of area, power consumption and power-delay product (PDP) against several peer existing structures.
Keywords: Computer arithmetic, modulo 2n+1 adders, Residue Number System (RNS), VLSI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1801804 Recursive Path-finding in a Dynamic Maze with Modified Tremaux's Algorithm
Authors: Nien-Zheng Yew, Kung-Ming Tiong, Su-Ting Yong
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Number Link is a Japanese logic puzzle where pairs of same numbers are connected using lines. Number Link can be regarded as a dynamic multiple travelers, multiple entries and exits maze, where the walls and passages are dynamically changing as the travelers move. In this paper, we apply the Tremaux’s algorithm to solve Number Link puzzles of size 8x8, 10x10 and 15x20. The algorithm works well and produces a solution for puzzles of size 8x8 and 10x10. However, solving a puzzle of size 15x20 requires high computer processing power and is time consuming.
Keywords: Number Link, maze, puzzle, Tremaux’s algorithm
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4027