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Cornell University
(819 results)-
White Papers
Density Approximations For Multivariate Affine Jump-diffusion Processes
April 28, 2011, 12:00am PDT
The authors introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which they develop in...
Provided by Cornell University
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White Papers
Credit Contagion And Risk Management With Multiple Non-ordered Defaults
June 8, 2011, 12:00am PDT
The classical reduced-form and filtration expansion framework in credit risk is extended to the case of multiple, non-ordered defaults, assuming that conditional densities of the default times...
Provided by Cornell University
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White Papers
Semi-static Hedging Based On A Generalized Reflection Principle On A Multi Dimensional Brownian Motion
April 23, 2011, 12:00am PDT
On a multi-assets Black-Scholes economy, the authors introduce a class of barrier options. In this model, they apply a generalized reflection principle in a context of the finite reflection group...
Provided by Cornell University
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White Papers
A Sharp Analysis On The Asymptotic Behavior Of The Durbin-watson Statistic For The First-order Autoregressive Process
April 17, 2011, 12:00am PDT
The purpose of this paper is to provide a sharp analysis on the asymptotic behavior of the Durbin-Watson statistic. The authors focus the attention on the first-order autoregressive process where...
Provided by Cornell University
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White Papers
Collateralized CDS And Default Dependence
April 11, 2011, 12:00am PDT
In this paper, the authors have studied the pricing of a continuously collateralized CDS. They have made use of the "Survival measure" to derive the pricing formula in a straightforward way. As a...
Provided by Cornell University
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White Papers
Default Clustering In Large Portfolios: Typical And Atypical Events
April 10, 2011, 12:00am PDT
The authors develop a dynamic point process model of correlated default timing in a portfolio of firms, and analyze typical and atypical default profiles in the limit as the size of the pool...
Provided by Cornell University
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White Papers
If Entry Strategy And Money Go Together, What Is The Right Side Of The Coin?
April 4, 2011, 12:00am PDT
The goal of this paper is to determine which strategic model, either IO or RBV, allows firms to generate the highest performance on a competitive market. Contrasting with classical studies that...
Provided by Cornell University
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White Papers
Utility Maximization, Risk Aversion, And Stochastic Dominance
April 5, 2011, 12:00am PDT
Consider an investor trading dynamically to maximize expected utility from terminal wealth. The aim is to study the dependence between her risk aversion and the distribution of the optimal...
Provided by Cornell University
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White Papers
Nonanalytic Behaviour In A Log-normal Markov Functional Model
April 16, 2011, 12:00am PDT
In a previous paper it was shown that a Markov-functional model with log-normally distributed rates in the terminal measure displays nonanalytic behaviour as a function of the volatility, which is...
Provided by Cornell University
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White Papers
A Semi-Markov Model For Price Returns
April 1, 2011, 12:00am PDT
The authors study the high frequency price dynamics of traded stocks by a model of returns using a semi-Markov approach. More precisely they assume that the intraday returns are described by a...
Provided by Cornell University
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White Papers
Multidimensional Quasi-monte Carlo Malliavin Greeks
March 29, 2011, 12:00am PDT
The authors investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, they extend the formulas...
Provided by Cornell University
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White Papers
Spectral Risk Measures: Properties And Limitations
April 18, 2008, 12:00am PDT
Spectral Risk Measures (SRMs) are risk measures that take account of user risk-aversion, but to date there has been little guidance on the choice of utility function underlying them. This paper...
Provided by Cornell University
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White Papers
Intra-day Seasonality In Foreign Exchange Market Transactions
May 18, 2007, 12:00am PDT
This paper examines the intra-day seasonality of transacted limit and market orders in the DEM/USD foreign exchange market. Empirical analysis of completed transactions data based on the Dealing...
Provided by Cornell University
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White Papers
The Dual Optimizer For The Growth-optimal Portfolio Under Transaction Costs
October 11, 2010, 12:00am PDT
The authors consider the maximization of the long-term growth rate in the Black-Scholes model under proportional transaction costs as in Taksar, Klass and Assaf [Math. Oper. Res. 13, 1988]....
Provided by Cornell University
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White Papers
Robust Maximization Of Asymptotic Growth
December 27, 2010, 12:00am PST
This paper addresses the question of how to invest in a robust growth-optimal way in a market where the instantaneous expected return of the underlying process is unknown. The optimal investment...
Provided by Cornell University
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White Papers
A Dynamic Nonlinear Model For Saturation In Industrial Growth
March 2, 2009, 12:00am PST
A general nonlinear logistic equation has been proposed to model long-time saturation in industrial growth. An integral solution of this equation has been derived for any arbitrary degree of...
Provided by Cornell University
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White Papers
Consequences Of Increased Longevity For Wealth, Fertility, And Population Growth
December 3, 2008, 12:00am PST
The authors present, solve and numerically simulate a simple model that describes the consequences of increased longevity on fertility rates, population growth and the distribution of wealth in...
Provided by Cornell University
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White Papers
Balance, Growth And Diversity Of Financial Markets
December 3, 2008, 12:00am PST
A financial market comprising of a certain number of distinct companies is considered, and the following statement is proved: either a specific agent will surely beat the whole market...
Provided by Cornell University
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White Papers
Growth-optimal Portfolios Under Transaction Costs
December 8, 2008, 12:00am PST
This paper studies a portfolio optimization problem in a discrete-time Markovian model of a financial market, in which asset price dynamics depend on an external process of economic factors. There...
Provided by Cornell University
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White Papers
Fabric: A Platform for Secure Distributed Computation and Storage
August 23, 2009, 12:00am PDT
Fabric is a new system and language for building secure distributed information systems. It is a decentralized system that allows heterogeneous network nodes to securely share both information and...
Provided by Cornell University
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White Papers
Quantification of Integrity
May 1, 2010, 12:00am PDT
Two kinds of integrity measures - contamination and suppression - are introduced. Contamination measures how much untrusted information reaches trusted outputs; it is the dual of information-flow...
Provided by Cornell University
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White Papers
Tight Enforcement of Information-Release Policies for Dynamic Languages
April 29, 2009, 12:00am PDT
This paper studies the problem of securing information release in dynamic languages. The authors propose an intuitive framework for information-release policies expressing both what can be...
Provided by Cornell University
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White Papers
End-to-End Enforcement of Erasure and Declassification
April 7, 2008, 12:00am PDT
Declassification occurs when the confidentiality of information is weakened; erasure occurs when the confidentiality of information is strengthened, perhaps to the point of completely removing the...
Provided by Cornell University
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White Papers
Maelstrom: Transparent Error Correction for Communication Between Data Centers
June 15, 2010, 12:00am PDT
The global network of data centers is emerging as an important distributed systems paradigm - commodity clusters running high-performance applications, connected by high-speed 'Lambda' networks...
Provided by Cornell University
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White Papers
Beyond Power Proportionality: Designing Power-Lean Cloud Storage
June 16, 2011, 12:00am PDT
The authors present a power-lean storage system, where racks of servers, or even entire data center shipping containers, can be powered down to save energy. They show that racks and containers are...
Provided by Cornell University
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White Papers
Virtually Synchronous Methodology for Dynamic Service Replication
November 18, 2010, 12:00am PST
In designing and building distributed systems, it is common engineering practice to separate steady-state ("Normal") operation from abnormal events such as recovery from failure. This way the...
Provided by Cornell University
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White Papers
Man-in-the-Middle TCP Recovery
September 24, 2010, 12:00am PDT
When an application connects with a remote peer using TCP, its network stack encapsulates the state of that connection. As a consequence, even if the application is capable of recovering its own...
Provided by Cornell University
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White Papers
Empirical Characterization of Uncongested Optical Lambda Networks and 10GbE Commodity Endpoints
April 13, 2010, 12:00am PDT
High-bandwidth, semi-private optical lambda networks carry growing volumes of data on behalf of large data centers, both in cloud computing environments and for scientific, financial, defense, and...
Provided by Cornell University
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White Papers
A Middleware for Gossip Protocols
March 29, 2010, 12:00am PDT
Gossip protocols are known to be highly robust in scenarios with high churn, but if the data that is being gossiped becomes corrupted, a protocol's very robustness can make it hard to fix the...
Provided by Cornell University
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White Papers
Balancing Gossip Exchanges in Networks With Firewalls
March 24, 2010, 12:00am PDT
Gossip protocols are an important building block of many large-scale systems. They have inherent load-balancing properties as long as nodes are deployed over a network with a "Flat" topology that...
Provided by Cornell University
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White Papers
GO: Platform Support for Gossip Applications
October 21, 2009, 12:00am PDT
Gossip-based protocols are increasingly popular in large-scale distributed applications that disseminate updates to replicated or cached content. GO (Gossip Objects) is a per-node gossip platform...
Provided by Cornell University
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White Papers
Cloudifying Source Code Repositories: How Much Does It Cost?
October 28, 2009, 12:00am PDT
Cloud computing provides one with general purpose storage and server hosting platforms at a reasonable price. The authors explore the possibility of tapping these resources for the purpose of...
Provided by Cornell University
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White Papers
Storing and Accessing Live Mashup Content in the Cloud
June 10, 2009, 12:00am PDT
Today's Rich Internet Application (RIA) technologies such as Ajax, Flex, or Silverlight, are designed around the client-server paradigm and cannot easily take advantage of replication,...
Provided by Cornell University
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White Papers
Sharing Private Information Across Distributed Databases
May 20, 2009, 12:00am PDT
In industries such as healthcare, there is a need to electronically share privacy-sensitive data across distinct organizations. The authors show how this can be done while allowing organizations...
Provided by Cornell University
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White Papers
Ajil: Distributed Rate-Limiting for Multicast Networks
February 17, 2009, 12:00am PST
Multicast traffic patterns play a key role in dependable data centers, arising when data is replicated and distributed over multiple machines for fault-tolerance and availability. Such settings...
Provided by Cornell University
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White Papers
Efficient Reconciliation and Flow Control for Anti-Entropy Protocols
January 1, 2011, 12:00am PST
The paper shows that anti-entropy protocols can process only a limited rate of updates, and proposes and evaluates a new state reconciliation mechanism as well as a flow control scheme for...
Provided by Cornell University
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White Papers
Quicksilver Scalable Multicast (QSM)
May 8, 2008, 12:00am PDT
QSM is a multicast engine designed to support a style of distributed programming in which application objects are replicated among clients and updated via multicast. The model requires platforms...
Provided by Cornell University
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White Papers
Gossip-Based Distribution Estimation in Peer-to-Peer Networks
January 24, 2008, 12:00am PST
The authors propose a novel gossip-based technique that allows each node in a system to estimate the distribution of values held by other nodes. They observe that the presence of duplicate values...
Provided by Cornell University
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White Papers
Enforcing Fairness in a Live-Streaming System
April 7, 2008, 12:00am PDT
The authors describe a practical auditing approach designed to encourage fairness in peer-to-peer streaming. Auditing is employed to ensure that correct nodes are able to receive streams even in...
Provided by Cornell University
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White Papers
Declarative Reliable Multi-Party Protocols
July 10, 2007, 12:00am PDT
The authors propose a novel, declarative approach to implementing reliable multi-party protocols that enables efficient and scalable implementations. The Properties Framework (PF) is able to...
Provided by Cornell University
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Whitepapers
Multipath Routing With Novel Packet Scheduling Approach in Wireless Sensor Networks
October 1, 2011, 12:00am PDT
Wireless sensor networks sense and monitor real-time events. They supervise a geographic area where a phenomenon is to be monitored. The data in sensor networks have different levels of priority...
Provided by Cornell University
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Whitepapers
Design and Implementation of the Connectionless Network Protocol (CLNP) as Loadable Kernel Modules in Linux Kernel 2.6
April 19, 2012, 12:00am PDT
In this paper, the authors present an implementation of CLNP ground-to-ground packet processing for ATN in Linux kernel version 2.6. They present the big picture of CLNP packet processing, the...
Provided by Cornell University
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Whitepapers
An Intelligent Software Workflow Process Design for Location Management on Mobile Devices
November 12, 2010, 12:00am PST
Advances in the technologies of networking, wireless communication and trimness of computers lead to the rapid development in mobile communication infrastructure, and have drastically changed...
Provided by Cornell University
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Whitepapers
An Intelligent Location Management Approaches in GSM Mobile Network
March 31, 2012, 12:00am PDT
Location management refers to the problem of updating and searching the current location of mobile nodes in a wireless network. To make it efficient, the sum of update costs of location database...
Provided by Cornell University
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Whitepapers
The Outage Probability of a Finite Ad Hoc Network in Nakagami Fading
July 11, 2012, 12:00am PDT
An ad hoc network with a finite spatial extent and number of nodes or mobiles is analyzed. The mobile locations may be drawn from any spatial distribution, and interference-avoidance protocols or...
Provided by Cornell University
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Whitepapers
DoS & DDoS in Named-Data Networking
August 7, 2012, 12:00am PDT
With the growing realization that current Internet protocols are reaching the limits of their senescence, a number of on-going research efforts aim to design potential next-generation Internet...
Provided by Cornell University
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Whitepapers
Hatch-Sens: A Theoretical Bio-Inspired Model to Monitor the Hatching of Plankton Culture in the Vicinity of Wireless Sensor Network
July 15, 2012, 12:00am PDT
Plankton research has always been an important area of biology. Due to various environmental issues and other research interests, plankton hatching and harnessing has been extremely red-marked...
Provided by Cornell University
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Whitepapers
Optimal Distributed Power Allocation for Decode-and-Forward Relay Networks
January 4, 2012, 12:00am PST
This paper presents a fully distributed power allocation algorithm for Decode-and-Forward (DF) relay networks with a large number of sources, relays, and destination nodes. The well-known...
Provided by Cornell University
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Whitepapers
On Avoiding Collisions and Promoting Cooperation: Catching Two Birds With One Stone
June 4, 2008, 12:00am PDT
A cross-layer approach, called CoopMAC, has been proposed recently to integrate cooperation at the physical layer with the medium access control sub-layer, thereby achieving substantial throughput...
Provided by Cornell University
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Whitepapers
Maelstrom: Transparent Error Correction for Lambda Networks
February 19, 2008, 12:00am PST
The global network of datacenters is emerging as an important distributed systems paradigm - commodity clusters running high-performance applications, connected by high-speed 'Lambda' networks...
Provided by Cornell University
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Whitepapers
Gossiping Over Storage Systems Is Practical
October 22, 2007, 12:00am PDT
Gossip-based mechanisms are touted for their simplicity, limited resource usage, robustness to failures, and tunable system behavior. These qualities make gossiping an ideal mechanism for storage...
Provided by Cornell University
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Whitepapers
Scalability of Data Binding in ASP.NET Web Applications
February 16, 2012, 12:00am PST
Many, but not all, CS & IT academics tend to have a focus on theory and research and do not give much importance to the practice of software development. This is not an individual opinion. A...
Provided by Cornell University
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Whitepapers
Model-Based Testing of Safety Critical Real-Time Control Logic Software
February 29, 2012, 12:00am PST
The paper presents the experience of the authors in model based testing of safety critical real-time control logic software. It describes specifics of the corresponding industrial settings and...
Provided by Cornell University
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Whitepapers
Reusing Test-Cases on Different Levels of Abstraction in a Model Based Development Tool
February 29, 2012, 12:00am PST
Seamless model based development aims to use models during all phases of the development process of a system. During the development process in a component-based approach, components of a system...
Provided by Cornell University
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Whitepapers
Web Services-Enhanced Agile Modeling and Integrating Business Processes
February 7, 2012, 12:00am PST
In a global business context with continuous changes, the enterprises have to improve their productivity and their brand image according to a given strategy. The authors are expected to face big...
Provided by Cornell University
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Whitepapers
Novel Component-Based Development Model for SIP-Based Mobile Application (1202)
January 1, 2012, 12:00am PST
Universities and Institutions these days' deals with issues related to with assessment of large number of students. Various evaluation methods have been adopted by examiners in different...
Provided by Cornell University
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Whitepapers
An Improved XP Software Development Model
February 12, 2012, 12:00am PST
The concept of agile process models has attained great popularity in SoftWare (SW) development community in last few years. Agile models promote fast development. Fast development has certain...
Provided by Cornell University
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Whitepapers
Evaluation of the Improved XP Software Development Model
January 28, 2009, 12:00am PST
Agile process models stress on agility for software development. Agility signifies responding to changes quickly and efficiently. Possible changes required in software projects are in budget,...
Provided by Cornell University
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Whitepapers
Survey-Based Analysis of the Proposed Component-Based Development Process
February 12, 2012, 12:00am PST
The concept of Component-Based Development (CBD) is widely practiced in SoftWare (SW) development. CBD is based on reuse of the existing components with the new ones. The objective of this paper...
Provided by Cornell University
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Whitepapers
Building Sustainable Ecosystem-Oriented Architectures
January 1, 2012, 12:00am PST
Currently, organizations are transforming their business processes into e-services and service-oriented architectures to improve coordination across sales, marketing, and partner channels, to...
Provided by Cornell University
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Whitepapers
The Artifacts of Component-Based Development
February 11, 2012, 12:00am PST
Process model is a framework having standard procedures used in an organization to analyze, design and develop software. The goal of process models is to establish a relationship between quality...
Provided by Cornell University
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Whitepapers
Assessment of OGC Web Processing Services for REST principles
February 8, 2012, 12:00am PST
Recent distributed computing trends advocate the use of REpresentational State Transfer (REST) to alleviate the inherent complexity of the Web services standards in building service-oriented web...
Provided by Cornell University
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White Papers
Performance Analysis of Sequential Method for Handover in Cognitive Radio Networks
January 4, 2012, 12:00am PST
Powerful spectrum handover schemes enable Cognitive Radios (CRs) to use transmission opportunities in primary users' channels appropriately. In this paper, the authors consider the cognitive...
Provided by Cornell University
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White Papers
Near-Optimal Quantization and Linear Network Coding for Relay Networks
March 13, 2012, 12:00am PDT
The authors introduce a discrete network corresponding to any Gaussian wireless network that is obtained by simply quantizing the received signals and restricting the transmitted signals to a...
Provided by Cornell University
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White Papers
Minimum Cost Multicast With Decentralized Sources
March 11, 2012, 12:00am PST
In this paper, the authors study the multisource multicast problem where every sink in a given directed acyclic graph is a client and is interested in a common file. They consider the case where...
Provided by Cornell University
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White Papers
Accomplish the Application Area in Cloud Computing
February 21, 2012, 12:00am PST
In the cloud computing application area of accomplish, the authors find the fact that cloud computing covers a lot of areas are its main asset. At a top level, it is an approach to IT where many...
Provided by Cornell University
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White Papers
Design and Implementation of IEEE 802.15.4 Mac Protocol on FPGA
September 16, 2011, 12:00am PDT
The IEEE 802.15.4 is a wireless standard introduced for low power, low cost wireless communication with moderate data rates. In the next few years, it is expected that Low Rate Wireless Personal...
Provided by Cornell University
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White Papers
Secure and Reliable Routing in Mobile Adhoc Networks
February 1, 2012, 12:00am PST
The growing diffusion of wireless-enabled portable devices and the recent advances in Mobile Ad-hoc NETworks (MANETs) open new scenarios where users can benefit from anywhere and at any time for...
Provided by Cornell University
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White Papers
Optimal Control of End-User Energy Storage
March 8, 2012, 12:00am PST
An increasing number of retail energy markets exhibit price fluctuations and provide customers such as data centers and residential users the opportunity to buy energy at lower than average...
Provided by Cornell University
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White Papers
Analyzing the Performance of Probabilistic Algorithm in Noisy MANETs
August 1, 2010, 12:00am PDT
Probabilistic broadcast has been widely used as a flooding optimization mechanism to alleviate the effect of broadcast storm problem (BSP) in mobile ad hoc networks (MANETs). Many research studies...
Provided by Cornell University
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White Papers
A Comprehensive Approach to WSN-Based ITS Applications: A Survey
October 28, 2011, 12:00am PDT
In order to perform sensing tasks, most current Intelligent Transportation Systems (ITS) rely on expensive sensors, which offer only limited functionality. A more recent trend consists of using...
Provided by Cornell University
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White Papers
Malicious Data Attacks on the Smart Grid
August 1, 2011, 12:00am PDT
Malicious attacks against power systems are investigated, in which an adversary controls a set of meters and is able to alter the measurements from those meters. Two regimes of attacks are...
Provided by Cornell University
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White Papers
Securing Mobile Ad Hoc Networks
January 1, 2012, 12:00am PST
The vision of nomadic computing with its ubiquitous access has stimulated much interest in the Mobile Ad Hoc NETworking (MANET) technology. Those infrastructureless, self-organized networks that...
Provided by Cornell University
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White Papers
Group-Decodable Space-Time Block Codes With Code Rate > 1
November 18, 2010, 12:00am PST
High-rate space-time block codes (STBC with code rate > 1) in Multi-Input Multi-Output (MIMO) systems are able to provide both spatial multiplexing gain and diversity gain, but have high Maximum...
Provided by Cornell University
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White Papers
Stability of Networks Under General File Size Distribution With Alpha Fair Rate Allocation
September 18, 2009, 12:00am PDT
Convex optimization has been widely used to model bandwidth allocation policies among TCP flows in the Internet. When the offered load is less than capacity, stochastic stability of networks using...
Provided by Cornell University
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White Papers
Nearly Optimal Bounds for Distributed Wireless Scheduling in the SINR Model
April 27, 2011, 12:00am PDT
The authors study the wireless scheduling problem in the physically realistic SINR model. More specifically: they are given a set of n links, each a sender-receiver pair. They would like to...
Provided by Cornell University
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White Papers
Wireless MIMO Switching
April 20, 2011, 12:00am PDT
In a generic switching problem, a switching pattern consists of a one-to-one mapping from a set of inputs to a set of outputs (i.e., a permutation). The authors propose and investigate a wireless...
Provided by Cornell University
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White Papers
A Large Family of Multi-Path Dual Congestion Control Algorithms
April 19, 2011, 12:00am PDT
The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization...
Provided by Cornell University
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White Papers
Modeling Network Technology Deployment Rates With Different Network Models
April 6, 2011, 12:00am PDT
With a simple model for how new networking technologies get deployed throughout a network and applying it to different network models, the authors have seen how different network structures and...
Provided by Cornell University
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White Papers
Biometric Authentication Using Nonparametric Methods
August 10, 2010, 12:00am PDT
The physiological and behavioral trait is employed to develop biometric authentication systems. The proposed work deals with the authentication of iris and signature based on minimum variance...
Provided by Cornell University
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