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University of London
(266 results)-
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Malicious Attacks on Ad Hoc Network Routing Protocols
July 29, 2009, 12:00am PDT
The main purpose of an ad hoc network routing protocol is to enable the transport of data packets from one point to another. This paper examines the potential attacks on this transport service...
Provided by University of London
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White Papers
Security Consideration for Virtualization
April 23, 2008, 12:00am PDT
Virtualization is not a new technology, but has recently experienced a resurgence of interest among industry and research. New products and technologies are emerging quickly, and are being...
Provided by University of London
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White Papers
Clinical Benefits of an Embedded Decision Support System in Anticoagulant Control
June 17, 2009, 12:00am PDT
Computer-based Decision Support (CDSS) systems can deliver real patient care and increase chances of long-term survival in areas of chronic disease management prone to poor control. One such CDSS,...
Provided by University of London
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Price Discovery In Foreign Exchange Markets: A Comparison Of Indicative And Actual Transaction Prices
November 6, 2008, 12:00am PST
This paper compares four months of Reuters EFX high frequency indicative data with D2000-1 inter-dealer transaction data for DEM/USD and GBP/USD. Contrary to previous studies, this paper finds,...
Provided by City University of London (Cass)
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Do Futures lead Price Discovery in Electronic Foreign Exchange Markets?
August 1, 2008, 12:00am PDT
Using intra-day data, this paper investigates the contribution to the price discovery of Euro and Japanese Yen exchange rates in three foreign exchange markets based on electronic trading systems:...
Provided by City University of London (Cass)
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White Papers
"Fiscal Policy And Asset Markets: A Semiparametric Analysis"
August 29, 2007, 12:00am PDT
Using a flexible semiparametric varying coefficient model specification, this paper examines the role of fiscal policy on the U.S. asset markets (stocks, corporate and treasury bonds). This paper...
Provided by City University of London (Cass)
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The Greek Bank-Insurance Model: A Look At A Not-So-New Corporate Structure
November 17, 2008, 12:00am PST
One of the notable characteristics of modern financial markets is the convergence among financial institutions, which until recently preformed different tasks. To this end, the present study...
Provided by City University of London (Cass)
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White Papers
"US Monetary Policy Surprises And Currency Futures Markets: A New Look"
March 1, 2008, 12:00am PST
Intraday currency futures prices react to both surprises in the federal funds target rate (the target factor) and surprises in the anticipated future direction of Federal Reserve monetary policy...
Provided by City University of London (Cass)
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White Papers
European Integration, Productivity Growth, and Real Convergence
January 11, 2007, 12:00am PST
This paper derives a stochastic endogenous growth model to investigate the impact of European Union (EU) integration on convergence and productivity growth. The theoretical model implies both...
Provided by City University of London (Cass)
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White Papers
Innovation And Performance Of European Banks Adopting Internet
March 18, 2010, 12:00am PDT
Ebanking has been a bit of a fad. Virtual banks were believed to challenge traditional banks. The burst of the internet bubble brought down this first generation of internet banks. Traditional...
Provided by City University of London (Cass)
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White Papers
Does Securitization Reduce Credit Risk Taking? Empirical Evidence From US Bank Holding Companies
January 31, 2010, 12:00am PST
This paper investigates the impact of securitization on the credit-risk taking behavior of banks. Using US bank holding company data from 2001 to 2007 it is found that banks with a greater balance...
Provided by City University of London (Cass)
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White Papers
Bank Productivity Changes In Two Asian Giants
January 20, 2010, 12:00am PST
China and India have experienced rapid economic growth over the last two decades, and finance is central to growth. Banking is the dominant form of finance in both countries, so an interesting...
Provided by City University of London (Cass)
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Emerging Themes In Banking: Recent Literature And Directions For Future Research
November 10, 2009, 12:00am PST
This paper presents a review of the recent literature in banking around the core themes of performance, risk and governance of financial institutions. This paper backdrop of the recent financial...
Provided by City University of London (Cass)
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White Papers
The Profitability Of Banks in Japan: The Road To Recovery?
November 1, 2009, 12:00am PDT
This paper investigates the profitability of City, Trust, Regional, Second Association Regional, Shinkin and Credit Cooperative banks following the major financial crisis that affected Japan in...
Provided by City University of London (Cass)
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White Papers
Regulatory Reform And Productivity Change In Indian Banking
October 25, 2009, 12:00am PDT
This paper examines the impact of regulatory reform on TFP growth and its sources and on the relationship between ownership and cost efficiency for Indian banks in 1992-2004. The methodology...
Provided by City University of London (Cass)
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Securitization And Bank Performance
September 28, 2009, 12:00am PDT
Theory suggests that securitization provides financial institutions with an opportunity to lower the cost of funding; improve credit risk management and increase profitability. In practice,...
Provided by City University of London (Cass)
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White Papers
Competition And Risk Taking Incentives In The Lending Market: An Application To Indian Banking
September 1, 2009, 12:00am PDT
This paper develops a structural model of competition in the lending market to examine the impact of financial reforms both on competition and on banks' risk taking incentives. Drawing on the...
Provided by City University of London (Cass)
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White Papers
Does Competition Lead To Efficiency? The Case of EU Commercial Banks
January 1, 2009, 12:00am PST
Using bank level balance sheet data for commercial banks in the major EU banking markets, this paper aims to shed some light on the recent developments in competition, concentration and bank...
Provided by City University of London (Cass)
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White Papers
High And Low Frequency Correlations In Global Equity Markets
November 10, 2009, 12:00am PST
This study models high and low frequency variation in global equity correlations using a comprehensive sample of 43 countries that includes developed and emerging markets, during the period...
Provided by City University of London (Cass)
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White Papers
Practical Issues With State Space Models with Mixed Stationary And Non-Stationary Dynamics
November 20, 2009, 12:00am PST
State-space models, and the state-space representation of data, are an important tool for econometric modeling and computation. However, when applied to observed (rather than detrended) data, many...
Provided by City University of London (Cass)
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White Papers
Why Are We In A Recession?: The Financial Crisis Is The Symptom Not The Disease!
August 1, 2009, 12:00am PDT
Globalization has brought a sharp increase in the developed world's labor supply. Labor in developing countries - countries with vast pools of underemployed people - can now more easily augment...
Provided by City University of London (Cass)
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White Papers
Leverage, Value And Firm Scope
October 26, 2008, 12:00am PDT
This paper observes that holding-subsidiary structures (HS) provide a conditional guarantee to their lenders, and compares it to both the unconditional guarantee binding conglomerate divisions and...
Provided by City University of London (Cass)
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White Papers
The Fractional Merton Model: A New Approach To Credit Risk Pricing (Revised)
October 30, 2008, 12:00am PDT
Merton model is known to underestimate credit spreads. In this paper the authors develop the theoretical framework of the fractional Merton model, which allows to embed long memory properties of...
Provided by City University of London (Cass)
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White Papers
Testing For Instability In Factor Structure Of Yield Curves
May 30, 2008, 12:00am PDT
A widely relied upon but a formally untested consideration is the issue of stability in factors underlying the term structure of interest rates. In testing for stability, practitioners as well as...
Provided by City University of London (Cass)
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The Fractional Merton Model: A New Approach To Credit Risk Pricing
March 17, 2008, 12:00am PDT
In this paper the authors develop the theoretical framework of the fractional Merton model, which allows to embed long memory properties of spreads in a straightforward manner in a credit risk...
Provided by City University of London (Cass)
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White Papers
Theory Testing In Economics And The Error Statistical Perspective
April 1, 2008, 12:00am PDT
The main thesis of this paper is that the error statistical perspective can provide a coherent framework wherein the 'third way' can foster its twin goals of developing an adequate methodology and...
Provided by City University of London (Cass)
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White Papers
Philosophy Of Econometrics
December 1, 2007, 12:00am PST
The current state of applied econometrics, viewed as the empirical understructure of economics, calls for much greater attention to be paid to the philosophical foundations of empirical modeling....
Provided by City University of London (Cass)
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White Papers
Copula-Based Tests For Cross-Sectional Independence In Panel Models
January 30, 2008, 12:00am PST
This paper considers tests of cross-sectional dependence using copulas in panel models. It is important to test the cross-sectional dependence in panel models because the existence of...
Provided by City University of London (Cass)
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White Papers
Evaluating Value-At-Risk Models With Desk-Level Data
July 31, 2007, 12:00am PDT
This paper presents new evidence on disaggregated profit and loss (P/L) and Value-at-Risk (VaR) forecasts obtained from a large international commercial bank. The dataset includes daily P/L...
Provided by City University of London (Cass)
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White Papers
On The Relationship Between Cross-Section And Time Series Measures Of Uncertainty
June 29, 2007, 12:00am PDT
In this paper, the authors provide a coherent theoretical investigation of the relationship between cross-section and time series measures of uncertainty, which are often employed as perfect...
Provided by City University of London (Cass)
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White Papers
Investors Overconfidence: A Survey On The Tunisian Stock Market
September 18, 2009, 12:00am PDT
The aim of this paper is to check if investors in emergent markets, especially in the Tunisian stock market, suffer from the overconfidence bias. To achieve this purpose the authors adopted a...
Provided by City University of London (Cass)
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White Papers
Determinants Of Cross-Sectional Stock Return Variations In Emerging Markets
March 1, 2008, 12:00am PST
This paper extends the studies on the relative importance of country and industry effects in explaining cross-sectional stock return variations by exploring the fundamental sources of the country...
Provided by City University of London (Cass)
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White Papers
Robust Inference On Long Run Relationships: A Sieve Bootstrap Approach
February 2, 2007, 12:00am PST
In large N panels, pooled estimators can lessen the spurious regression problem by pro-viding consistent measures of a long-run relationship in the presence of I(1) errors. However, asymptotic t...
Provided by City University of London (Cass)
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White Papers
Asset Pricing With Spirit Of Capitalism In A Rare Disaster Framework
May 21, 2010, 12:00am PDT
The equity premium puzzle is celebrating its silver jubilee this year! And it is not because of lack of efforts on the part of economists. Diverse approaches - nonstandard preferences, transaction...
Provided by City University of London (Cass)
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White Papers
Time Varying Prospective Utility And Optimal Asset Allocation For Australasian Stocks And Bonds
May 21, 2010, 12:00am PDT
This paper presents evidence that the concept of the frequency of portfolio evaluation required to produce indifference between Stocks and Bonds is highly dependent upon the actual test sample...
Provided by City University of London (Cass)
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White Papers
Momentum, Book-To-Market Equity, And The 2003 Dividend Tax Cut
June 23, 2010, 12:00am PDT
The authors investigate market reactions and portfolio performance around the announcement of the January 2003 proposal to eliminate shareholder-level taxes on dividends. They examine portfolios...
Provided by City University of London (Cass)
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White Papers
Stock Market Valuation And Globalization
May 1, 2007, 12:00am PDT
The authors study the valuation of similar assets in different national markets and how the valuation differentials have evolved through time. They focus on the impact of globalization and propose...
Provided by City University of London (Cass)
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White Papers
Revenue Diversification And Insolvency Risk: Evidence From Banks In Emerging Economies
December 16, 2007, 12:00am PST
This paper investigates the impact of revenue diversification on insolvency risk in emerging economies as measured by the distance to default. Using a panel dataset of 322 listed banks across 22...
Provided by City University of London (Cass)
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White Papers
Unlocking the potential of The UK?s Hidden Innovators
April 1, 2008, 12:00am PDT
The Enterprise Strategy Whitepaper launched in March by the Department for Business, Enterprise and Regulatory Reform highlighted the need for the UK to create a culture of Enterprise, Innovation...
Provided by City University of London (Cass)
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White Papers
Dark Omens In The Sky: Do Superstitious Beliefs Affect Investment Decisions?
June 1, 2009, 12:00am PDT
Psychological research documents that individuals are more likely to resort to superstitious practices when operating in environments dominated by uncertainty, high stakes, and perceived lack of...
Provided by City University of London (Cass)
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White Papers
Audio-Assisted Trajectory Estimation in Non-Overlapping Multi-Camera Networks
April 1, 2009, 12:00am PDT
The authors present an algorithm to improve trajectory estimation in networks of non-overlapping cameras using audio measurements. The algorithm fuses audiovisual cues in each camera's field of...
Provided by University of London
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Multi-Camera Track-Before-Detect
September 1, 2009, 12:00am PDT
The authors present a novel multi-camera multi-target fusion and tracking algorithm for noisy data. Information fusion is an important step towards robust multi-camera tracking and allows them to...
Provided by University of London
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White Papers
Localization of Distributed Wireless Cameras
September 1, 2009, 12:00am PDT
Cooperative cameras enable monitoring wide areas and detecting actions and events on a large scale. Due to hardware advancements and economic factors, distributed networks are becoming widely used...
Provided by University of London
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White Papers
PFT: A Protocol for Evaluating Video Trackers
May 18, 2011, 12:00am PDT
The growing interest in developing video tracking algorithms has not been accompanied by the development of commonly used evaluation criteria to assess and to compare their performance....
Provided by University of London
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White Papers
WiSE-MNet: An Experimental Environment for Wireless Multimedia Sensor Networks
September 9, 2011, 12:00am PDT
The authors propose a simulation environment for networks for Wireless Multimedia Sensor Networks (WMSNs), i.e. networks with sensors capturing complex vectorial data, such as for example video...
Provided by University of London
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White Papers
Distributed Target Tracking Under Realistic Network Conditions
September 9, 2011, 12:00am PDT
Distributed target tracking has been a widely studied problem for different applications, more recently considering distributed particle filter techniques for Wireless Sensor Networks (WSNs)....
Provided by University of London
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White Papers
To Add or Not to Add: Privacy and Social Honeypots
January 6, 2010, 12:00am PST
Online Social Networks (OSNs) have become a mainstream cultural phenomenon in the past years, where million of people connect to each other and share memories, digital media and business...
Provided by University of London
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White Papers
Mixing Biases: Structural Changes in the AS Topology Evolution
February 16, 2010, 12:00am PST
In this paper, the authors study the structural evolution of the AS topology as inferred from two different datasets over a period of seven years. They use a variety of topological metrics to...
Provided by University of London
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White Papers
Footprint Analysis: A Shape Analysis That Discovers Preconditions
April 30, 2007, 12:00am PDT
Existing shape analysis algorithms infer descriptions of data structures at program points, starting from a given precondition. The authors describe an analysis that does not require any...
Provided by University of London
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White Papers
Local Action and Abstract Separation Logic
April 18, 2007, 12:00am PDT
Separation logic is an extension of Hoare's logic which supports a local way of reasoning about programs that mutate memory. The authors present a study of the semantic structures lying behind the...
Provided by University of London
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White Papers
Separation Logic Semantics for Communicating Processes
March 28, 2008, 12:00am PDT
This paper explores a unification of the ideas of Concurrent Separation Logic with those of Communicating Sequential Processes. It extends separation logic by an operator for separation in time as...
Provided by University of London
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White Papers
Practical Relay Attack on Contactless Transactions by Using NFC Mobile Phones
February 24, 2012, 12:00am PST
Contactless technology is widely used in security sensitive applications, including identification, payment and access-control systems. Near Field Communication (NFC) is a short-range contactless...
Provided by Royal Holloway, University of London
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White Papers
Model for a Common Notion of Privacy Leakage on Public Database
March 30, 2011, 12:00am PDT
Privacy is an increasingly important aspect of data publishing services. If personal private information is leaked from the data, the service will be regarded as unacceptable by the original...
Provided by Royal Holloway, University of London
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White Papers
Dynamic Energy Management for IP-Over-WDM Networks
June 2, 2011, 12:00am PDT
This paper proposes a new energy management framework for an IP over WDM network. A key constraint of the authors' architecture is to maintain the logical IP topology while saving energy by...
Provided by University of London
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White Papers
XML Structure Compression
January 21, 2010, 12:00am PST
XML is becoming the universal language for communicating information on the Web and has gained wide acceptance through its standardisation. As such XML plays an important enabling role for dynamic...
Provided by University of London
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White Papers
Key Refreshing in Identity-Based Cryptography and Its Application in MANETS
June 12, 2007, 12:00am PDT
This paper introduces a lightweight and secure framework enabling the refreshing of private keys in identity-based public key infrastructures. The framework is applied to enable secure...
Provided by University of London
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White Papers
Key Deactivation Strategies in MANETs - A Survey
May 9, 2008, 12:00am PDT
Mobile Adhoc NETworks (MANETs) are networks designed to operate in volatile and rapidly changing environments. Nodes within these networks are intended to be free-roaming, self-organising,...
Provided by University of London
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White Papers
Securing Information Flows With Trust-Based Encryption
April 29, 2008, 12:00am PDT
To maintain competitive advantage, streamline business processes, satisfy regulatory requirements and support informed decision making, organisations are increasingly sharing information across...
Provided by University of London
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White Papers
Security and Anonymity of Identity-Based Encryption With Multiple Trusted Authorities
June 13, 2008, 12:00am PDT
The authors consider the security of Identity-Based Encryption (IBE) in the setting of multiple Trusted Authorities (TAs). In this multi-TA setting, they envisage multiple TAs sharing some common...
Provided by University of London
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White Papers
Robust and Efficient Communication Overlays for Trust Authority Computations
January 30, 2009, 12:00am PST
This paper presents a novel algorithm for enhancing the efficiency and robustness of distributed trust authority protocols for Mobile Ad hoc NETworks (MANETs). The authors' algorithm determines a...
Provided by University of London
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White Papers
Building Key-Private Public-Key Encryption Schemes
April 23, 2009, 12:00am PDT
In the setting of identity-based encryption with multiple trusted authorities, TA anonymity formally models the inability of an adversary to distinguish two ciphertexts corresponding to the same...
Provided by University of London
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White Papers
Broadcast Encryption With Multiple Trust Centers and Dynamic Coalitions
July 21, 2009, 12:00am PDT
The authors demonstrate an extension of Hierarchical Identity-Based Encryption (HIBE) from the domain of a single Trusted Authority (TA) to a coalition of multiple independent Trusted Authorities...
Provided by University of London
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White Papers
Time-Specific Encryption
April 1, 2010, 12:00am PDT
This paper introduces and explores the new concept of Time-Specific Encryption (TSE). In (Plain) TSE, a Time Server broadcasts a key at the beginning of each time unit, a Time Instant Key (TIK)....
Provided by University of London
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White Papers
An Auto-Delegation Mechanism for Access Control Systems
August 5, 2010, 12:00am PDT
Delegation is a widely used and widely studied mechanism in access control systems. Delegation enables an authorized entity to nominate another entity as its authorized proxy for the purposes of...
Provided by University of London
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White Papers
Identity Crisis: Designing Namespaces for ID-PKC and MANETs
July 2, 2007, 12:00am PDT
In this paper, the authors explore the "Interface" between IDentity-based Public Key Cryptography (ID-PKC) and Mobile Ad-hoc NETworks (MANETs). In particular they examine the problem of naming and...
Provided by University of London
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White Papers
Abstraction for Concurrent Objects
January 12, 2009, 12:00am PST
Concurrent data structures are usually designed to satisfy correctness conditions such as sequential consistency and linearizability. In this paper, the authors consider the following fundamental...
Provided by University of London
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White Papers
Event-Condition-Action Rule Languages for the Semantic Web
January 1, 2012, 12:00am PST
The Semantic Web is based on XML and RDF as its fundamental standards for exchanging and storing information on the World Wide Web. Event-Condition-Action (ECA) rules are a natural candidate for...
Provided by University of London
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White Papers
Scalable RFID Pseudonym Protocol
July 13, 2009, 12:00am PDT
In this paper, the authors address the issue of scalability in RFID pseudonym protocols. Many previously proposed protocols suffer from scalability issues because they require a linear search to...
Provided by University of London
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White Papers
A Device Management Framework for Secure Ubiquitous Service Delivery
May 27, 2008, 12:00am PDT
In a mobile ubiquitous environment, service interactions between a user device and a service provider should be secure, regardless of the type of device used to access or consume a service. The...
Provided by University of London
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White Papers
On a Possible Privacy Flaw in Direct Anonymous Attestation (DAA)
March 26, 2008, 12:00am PDT
A possible privacy flaw in the TCG implementation of the Direct Anonymous Attestation (DAA) protocol has recently been discovered by Rudolph. This flaw allows a DAA Issuer to covertly include...
Provided by University of London
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White Papers
Using Non-Adaptive Group Testing to Construct Spy Agent Routes
January 2, 2008, 12:00am PST
The authors consider a network of remote agent platforms that are tested by roaming spy agents in order to identify those that are malicious, based on the outcome of each agent. It is shown that,...
Provided by University of London
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White Papers
Cryptanalysis of the EPBC Authenticated Encryption Mode
August 31, 2007, 12:00am PDT
A large variety of methods for using block ciphers, so called 'Modes of operation', have been proposed, including some designed to provide both confidentiality and integrity protection. Such...
Provided by University of London
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White Papers
Trusted Mobile Platforms
July 12, 2007, 12:00am PDT
This paper addresses two main topics. Firstly, the authors review the operation of trusted computing technology, which now appears likely to be implemented in future mobile devices (including...
Provided by University of London
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White Papers
Ninja : Non Identity Based, Privacy Preserving Authentication for Ubiquitous Environments
June 29, 2007, 12:00am PDT
Most of today's authentication schemes involve verifying the identity of a principal in some way. This process is commonly known as entity authentication. In emerging ubiquitous computing...
Provided by University of London
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White Papers
Security Vulnerabilities in DNS and DNSSEC
January 26, 2007, 12:00am PST
The authors present an analysis of security vulnerabilities in the Domain Name System (DNS) and the DNS SECurity Extensions (DNSSEC). DNS data that is provided by name servers lacks support for...
Provided by University of London
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White Papers
Modelling e-Business Security Using Business Processes
June 9, 2006, 12:00am PDT
Organisations (enterprises, businesses, government institutions, etc.) have changed their way of doing business from a traditional approach to embrace e-business processes. This change makes the...
Provided by University of London
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White Papers
A Service Discovery Threat Model for Ad Hoc Networks
June 2, 2006, 12:00am PDT
The dynamic yet vulnerable nature of an hoc network presents many new security and privacy challenges. Securing the process of service discovery is one of them. Novel solutions are therefore...
Provided by University of London
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White Papers
An Integration Architecture to 4TH Generation Wireless Networks
March 9, 2007, 12:00am PST
Integration architecture will play a key role in implementing the 4G network to provide the Always Best Connected services. This paper analysis the current communication business model, and get a...
Provided by Queen Mary, University of London
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White Papers
Call Admission Control Under QoS Constraints Using NeuroEvolution of Topologies
August 3, 2009, 12:00am PDT
In this paper, the authors solve the Call Admission Control (CAC) problem in a cellular network via a form of NeuroEvolution algorithm. The results are compared with Complete Sharing scheme, which...
Provided by Queen Mary, University of London
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White Papers
Cooperative Control of WCDMA System Under Geographically Congested Situations
September 20, 2011, 12:00am PDT
This paper extends recent developments in geographic load balancing techniques for cellular mobile communication systems using the Bubble Oscillation Algorithm (BOA), by investigating the...
Provided by Queen Mary, University of London
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