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ETH Zurich
(405 results)-
White Papers
Additive Habit Formation: Consumption In Incomplete Markets With Random Endowments
June 15, 2011, 12:00am PDT
The authors provide a detailed characterization of the optimal consumption stream for the additive habit-forming utility maximization problem, in a framework of general discrete-time incomplete...
Provided by ETH Zurich
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White Papers
Conservative Delta Hedging Under Transaction Costs
March 11, 2011, 12:00am PST
Explicit robust hedging strategies for convex or concave payoffs under a continuous semimartingale model with uncertainty and small transaction costs are constructed. In an asymptotic sense, the...
Provided by ETH Zurich
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White Papers
Hedging Of Game Options With The Presence Of Transaction Costs
March 6, 2011, 12:00am PST
The authors study the problem of super - replication for game options under proportional transaction costs. They consider a multidimensional model which is an extension of the usual Black -...
Provided by ETH Zurich
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White Papers
Inferring Fundamental Value And Crash Nonlinearity From Bubble Calibration
November 24, 2010, 12:00am PST
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in standard econometric and financial economic approaches. A large part of the problem is that the...
Provided by ETH Zurich
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White Papers
Superhedging And Dynamic Risk Measures Under Volatility Uncertainty
November 12, 2010, 12:00am PST
The authors consider dynamic sublinear expectations (i.e., time-consistent coherent risk measures) whose scenario sets consist of singular measures corresponding to a general form of volatility...
Provided by ETH Zurich
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White Papers
Censored Gamma Regression Models For Limited Dependent Variables With An Application To Loss Given Default
November 17, 2010, 12:00am PST
Regression models for limited continuous dependent variables having a non-negligible probability of attaining exactly their limits are presented. The models differ in the number of parameters and...
Provided by ETH Zurich
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White Papers
Simulation and Emulation of MIMO Wireless Baseband Transceivers
November 25, 2009, 12:00am PST
The development of state-of-the-art wireless communication transceivers in semiconductor technology is a challenging process due to complexity and stringent requirements of modern communication...
Provided by ETH Zurich
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White Papers
DISSense: An Adaptive Ultralow-Power Communication Protocol for Wireless Sensor Networks
May 6, 2011, 12:00am PDT
This paper presents DISSense, an adaptive, ultralow-power communication protocol for wireless sensor networks. DISSense is specifically designed for long-term environmental monitoring applications...
Provided by ETH Zurich
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White Papers
Compiling Business Process Models for Sensor Networks
April 19, 2011, 12:00am PDT
Wireless sensor networks are increasingly being used to improve business processes. The behavior of such a process is usually captured in models while its implementation is typically created...
Provided by ETH Zurich
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White Papers
Demo Abstract: Human-CoAP Interaction With Copper
June 2, 2011, 12:00am PDT
The authors introduce 'Copper,' a generic browser for the Internet of Things based on the Constrained Application Protocol (CoAP). Current estimates foresee that the number of networked embedded...
Provided by ETH Zurich
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White Papers
Opportunistic Sensing for Smart Heating Control in Private Households
March 24, 2011, 12:00am PDT
This position paper provides qualitative considerations on the design and implementation of a smart heating control system for private households. The authors envision the system to rely on the...
Provided by ETH Zurich
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White Papers
Balancing Load in Stream Processing With the Cloud
January 9, 2011, 12:00am PST
Stream processing systems must handle stream data coming from real-time, high-throughput applications, for example in financial trading. Timely processing of streams is important and requires...
Provided by ETH Zurich
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White Papers
The Impact of Network Topology on Collection Performance
December 10, 2010, 12:00am PST
The network topology has a significant impact on the performance of collection protocols in wireless sensor networks. In this paper, the authors introduce an unobtrusive methodology to quantify...
Provided by ETH Zurich
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White Papers
Using Adaptive Sensor Ranking to Reduce the Overhead of the Coverage Configuration Protocol
October 14, 2010, 12:00am PDT
Several application scenarios of wireless sensor networks require coverage of a given region of interest to be guaranteed. In order to establish a coverage preserving configuration, sensor nodes...
Provided by ETH Zurich
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White Papers
Evaluating Mobile Phones as Energy Consumption Feedback Devices
October 30, 2010, 12:00am PDT
With smart electricity meters being widely deployed, data on residential energy usage is increasingly becoming available. To make sensible use of these data, the authors investigated the...
Provided by ETH Zurich
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White Papers
A Real-Time Search Engine for the Web of Things
September 15, 2010, 12:00am PDT
The increasing penetration of the real world with embedded and globally networked sensors leads to the formation of the Internet of Things, offering global online access to the current state of...
Provided by ETH Zurich
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White Papers
Facilitating the Integration and Interaction of Real-World Services for the Web of Things
November 17, 2010, 12:00am PST
The "Web of Things" (WoT) is a vision of a World Wide Web that reaches into the physical world by providing a seamless integration of digitally augmented everyday objects. In this paper, the...
Provided by ETH Zurich
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White Papers
BIT - A Framework and Architecture for Providing Digital Services for Physical Products
September 15, 2010, 12:00am PDT
Mobile phones are increasingly able to read auto id labels, such as barcodes or RFID tags. As virtually all consumer products sold today are equipped with such a label, this opens the possibility...
Provided by ETH Zurich
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White Papers
Real-Time Search for Real-World Entities: A Survey
March 22, 2010, 12:00am PDT
People are observing an increasing trend of connecting embedded sensors and sensor networks to the Internet and publishing their output on the Web. They believe that this development is a...
Provided by ETH Zurich
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White Papers
Evaluation of 1D Barcode Scanning on Mobile Phones
September 29, 2010, 12:00am PDT
1D or linear barcodes are the black-and-white-striped codes that can be found on most consumer products. This paper evaluates existing 1D barcode scanners for mobile phones on their applicability...
Provided by ETH Zurich
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White Papers
Embedding Internet Technology for Home Automation
July 1, 2010, 12:00am PDT
As more and more digital appliances populate the homes, networking them to form a Home Automation (HA) system not only becomes an option, but almost a necessity. While comfort, security, and...
Provided by ETH Zurich
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White Papers
Influence of User Perception, Security Needs, and Social Factors on Device Pairing Method Choices
September 6, 2010, 12:00am PDT
With the increasing proliferation of mobile devices, the need to spontaneously connect two devices over a wireless link (to exchange business cards and appointments, send les to Bluetooth-enabled...
Provided by ETH Zurich
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White Papers
Mashing Up Your Web-Enabled Home
July 14, 2010, 12:00am PDT
Many efforts are currently going towards networking smart things from the physical world (e.g. RFID, wireless sensor and actuator networks, embedded devices) on a larger scale. Rather than...
Provided by ETH Zurich
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White Papers
BIT - A Browser for the Internet of Things
June 1, 2010, 12:00am PDT
Mobile phones are increasingly able to read auto-id labels, such as barcodes or RFID tags. As virtually all consumer products sold today are equipped with such a label, this opens the possibility...
Provided by ETH Zurich
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White Papers
ICT for Green - How Computers Can Help Us to Conserve Energy
February 16, 2010, 12:00am PST
Information and Communication Technology (ICT) consumes energy, but is also an important means of conserving energy. Conventionally, it has done so by optimizing the performance of energy-using...
Provided by ETH Zurich
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White Papers
WebPlug: A Framework for the Web of Things
January 30, 2010, 12:00am PST
The authors present WebPlug, a framework for the emerging Web of Things. It consists of several building blocks which ease integration of things, including their sensors and actuators with the...
Provided by ETH Zurich
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White Papers
OpenUAT: The Open Source Ubiquitous Authentication Toolkit
February 5, 2009, 12:00am PST
Authenticating spontaneous interactions between devices and users is challenging for several reasons: the wireless (and therefore invisible) nature of device communication, the heterogeneous...
Provided by ETH Zurich
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White Papers
From the Internet of Computers to the Internet of Things
July 15, 2010, 12:00am PDT
This paper discusses the vision, the challenges, possible usage scenarios and technological building blocks of the "Internet of Things". In particular, the authors consider RFID and other...
Provided by ETH Zurich
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White Papers
Deployment Techniques for Sensor Networks
June 10, 2009, 12:00am PDT
The prominent visions of wireless sensor networks that appeared about a decade ago have spurred enormous efforts in research and development of this new class of wireless networked embedded...
Provided by ETH Zurich
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White Papers
SPARK Rapid Prototyping Environment - Mobile Phone Development Made Easy
August 21, 2009, 12:00am PDT
Over the past few years mobile phones have evolved into attractive platforms for novel types of applications. However, compared to the design and prototyping of desktop software, mobile phone...
Provided by ETH Zurich
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White Papers
Adaptive Random Sensor Selection for Field Reconstruction in Wireless Sensor Networks
August 24, 2009, 12:00am PDT
Wireless Sensor Networks (WSNs) allow for the sampling of a physical phenomenon over long periods of time and across extended geographical areas. Once reported to a central collecting unit, the...
Provided by ETH Zurich
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White Papers
SOA-Based Integration of the Internet of Things in Enterprise Services
August 26, 2009, 12:00am PDT
Advances in the areas of embedded systems, computing, and networking are leading to an infrastructure composed of millions of heterogeneous devices. These devices will not simply convey...
Provided by ETH Zurich
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White Papers
Discovery and On-Demand Provisioning of Real-World Web Services
June 10, 2009, 12:00am PDT
The increasing usage of smart embedded devices is blurring the line between the virtual and real worlds. This creates new opportunities for applications to better integrate the real-world,...
Provided by ETH Zurich
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White Papers
BurstMAC - An Efficient MAC Protocol for Correlated Traffic Bursts
May 11, 2009, 12:00am PDT
Many sensor network applications feature correlated traffic bursts: after a period of idle time with almost no network traffic, many nodes have to transmit large amounts of data simultaneously....
Provided by ETH Zurich
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White Papers
Improving Location Fingerprinting Through Motion Detection and Asynchronous Interval Labeling
March 6, 2009, 12:00am PST
Wireless signal strength fingerprinting has become an increasingly popular technique for realizing indoor localization systems using existing WiFi infrastructures. However, these systems typically...
Provided by ETH Zurich
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White Papers
Usable Security and Privacy for Spontaneous Interactions and Data Sharing Systems
March 19, 2009, 12:00am PDT
A core property of pervasive computing is smooth data flow with continuous availability across heterogeneous devices. In this paper, the multitude of devices, the spontaneous nature of...
Provided by ETH Zurich
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White Papers
A Mobile Product Recommendation System Interacting With Tagged Products
December 15, 2008, 12:00am PST
This paper presents a concept that enables consumers to access and share product recommendations using their mobile phone. Based on a review of current product recommendation mechanisms it devises...
Provided by ETH Zurich
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White Papers
Building RFID-Based Augmented Dice With Perfect Recognition Rates
July 9, 2008, 12:00am PDT
The authors report on the construction of real-world dice equipped with Radio Frequency IDdentification (RFID) technology that support the automated readout and processing of rolled results. Such...
Provided by ETH Zurich
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White Papers
Using a Movable RFID Antenna to Automatically Determine the Position and Orientation of Objects on a Tabletop
September 25, 2008, 12:00am PDT
Augmented tabletop games support players by sensing the context of game figures (i.e., position and/or orientation) and then using this information to display additional game information, or to...
Provided by ETH Zurich
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White Papers
MobileIoT Toolkit: Connecting the EPC Network to Mobile Phones
June 23, 2008, 12:00am PDT
In this paper, the authors discuss the MobileIoT Toolkit. This software framework offers a number of tools to ease the design and implementation of Java Mobile application prototypes interacting...
Provided by ETH Zurich
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White Papers
Reflective Parallel Programming Extensible and High-Level Control of Runtime, Compiler, and Application Interaction
April 14, 2010, 12:00am PDT
Thread support in most languages is opaque and low-level. Primitives like wait and signal do not allow users to determine the relative ordering of statements in different threads in advance. In...
Provided by ETH Zurich
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White Papers
A Framework for the Evaluation of Specification Miners Based on Finite State Machines
August 10, 2010, 12:00am PDT
Software maintenance tasks, such as testing and program understanding, can benefit from formal specifications that describe how a program should use an API. Recently, there has been increasing...
Provided by ETH Zurich
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White Papers
Supporting Application-Specific Speculation With Competitive Parallel Execution
June 5, 2010, 12:00am PDT
Parallel systems allow sequential programs that demand the highest possible performance or output quality to execute different versions of program parts in parallel to dynamically select the best...
Provided by ETH Zurich
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White Papers
Exploiting Task Order Information for Optimizing Sequentially Consistent Java Programs
August 8, 2011, 12:00am PDT
Java was designed as a secure language that supports running untrusted code as part of trusted applications. For safety reasons, Java therefore defines a memory model that prevents undefined...
Provided by ETH Zurich
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White Papers
String Oriented Programming
December 21, 2011, 12:00am PST
The protection landscape is changing and exploits are getting more and more sophisticated. Exploit generation toolkits can be used to construct exploits for specific applications using...
Provided by ETH Zurich
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White Papers
Performance Evaluation of Adaptivity in Software Transactional Memory
February 22, 2011, 12:00am PST
Transactional Memory (TM) is an attractive platform for parallel programs, and several Software Transactional Memory (STM) designs have been presented. The authors explore and analyze several...
Provided by ETH Zurich
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White Papers
I Control Your Code: Attack Vectors Through the Eyes of Software-Based Fault Isolation
December 23, 2010, 12:00am PST
Exploits are an interesting way to extend the functionality of programs. This paper presents and explains different attack vectors, namely stack-based and heap-based code injection, arc attacks on...
Provided by ETH Zurich
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White Papers
IvyNet: A Testbed for Multi-Hop Wireless Network Research
July 31, 2007, 12:00am PDT
This paper describes IvyNet, a miniaturised 802.11-based multi-hop wireless network testbed, that is currently being developed for controllable wireless testing and evaluation of wireless...
Provided by ETH Zurich
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White Papers
CellVM: A Homogeneous Virtual Machine Runtime System for a Heterogeneous Single-Chip Multiprocessor
June 10, 2008, 12:00am PDT
The Cell Broadband Engine Architecture (Cell) is a hardware platform for high performance parallel computing. Due to its architectural features and programming model, efficiently programming the...
Provided by ETH Zurich
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White Papers
A Case Study for Aspect-Based Updating
August 13, 2008, 12:00am PDT
Rather than upgrading a software system to the next version by installing a new binary, software systems could be updated "On-the-fly" during their execution. The authors are developing a software...
Provided by ETH Zurich
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White Papers
Optimization Strategies for a Java Virtual Machine Interpreter on the Cell Broadband Engine
February 26, 2008, 12:00am PST
Virtual Machines (VMs) such as the Java VM are a popular format for running architecture-neutral code in a managed run-time. Such VMs are typically implemented using a combination of...
Provided by ETH Zurich
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White Papers
Objects in Context: An Empirical Study of Object Relationships
May 27, 2008, 12:00am PDT
Object collaborations are at the core of all object-oriented programming, yet current class-based object-oriented programming languages do not provide an explicit construct to capture the...
Provided by ETH Zurich
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White Papers
Matching Memory Access Patterns and Data Placement for NUMA Systems
January 16, 2012, 12:00am PST
Many recent multi-core multiprocessors are based on a Non-Uniform Memory Architecture (NUMA). A mismatch between the data access patterns of programs and the mapping of data to memory incurs a...
Provided by ETH Zurich
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White Papers
A Resource-Aware Program Logic for a JVM-Like Language
January 1, 2012, 12:00am PST
Guaranteeing bounded resource consumption of mobile code is one important facet of improving the security of distributed, decentralised systems. To achieve an independent verification of resource...
Provided by University of Zurich
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White Papers
Using the Spec# Language, Methodology, and Tools to Write Bug-Free Programs
September 17, 2009, 12:00am PDT
Spec# is a programming system for the development of correct programs. It consists of a programming language, a verification methodology, and tools. The Spec# language extends C# with contracts,...
Provided by ETH Zurich
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White Papers
Considerate Reasoning and the Composite Design Pattern
October 30, 2009, 12:00am PDT
The authors propose Considerate Reasoning, a novel specification and verification technique based on object invariants. This technique supports succinct specifications of implementations which...
Provided by ETH Zurich
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White Papers
Proving Consistency and Completeness of Model Classes Using Theory Interpretation
January 4, 2010, 12:00am PST
Abstraction is essential in the formal specification of programs. A common way of writing abstract specifications is to specify implementations in terms of basic mathematical structures....
Provided by ETH Zurich
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White Papers
Efficient Runtime Assertion Checking of Assignable Clauses With Datagroups
January 5, 2010, 12:00am PST
Run-time assertion checking is useful for debugging programs and specifications. Existing tools check invariants as well as method pre- and post-conditions, but mostly ignore assignable (or...
Provided by ETH Zurich
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White Papers
Deadlock-Free Channels and Locks
January 6, 2010, 12:00am PST
The combination of message passing and locking to protect shared state is a useful concurrency pattern. However, programs that employ this pattern are susceptible to deadlock. That is, the...
Provided by ETH Zurich
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White Papers
Specification and Verification of Closures
December 15, 2009, 12:00am PST
Closures, first-class citizen procedures that are able to capture their lexical environment, increase the expressiveness of object-oriented languages such as C#, Scala, and various dynamic...
Provided by ETH Zurich
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White Papers
Reasoning About Function Objects
April 19, 2010, 12:00am PDT
Modern object-oriented languages support higher-order implementations through function objects such as delegates in C#, agents in Eiffel, or closures in Scala. Function objects bring a new level...
Provided by ETH Zurich
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White Papers
The Relationship Between Separation Logic and Implicit Dynamic Frames
January 10, 2011, 12:00am PST
Separation logic is a concise method for specifying programs that manipulate dynamically allocated storage. Partially inspired by separation logic, Implicit Dynamic Frames has recently been...
Provided by ETH Zurich
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White Papers
Using Debuggers to Understand Failed Verification Attempts
January 10, 2011, 12:00am PST
Automatic program verification allows programmers to detect program errors at compile time. When an attempt to automatically verify a program fails the reason for the failure is often difficult to...
Provided by ETH Zurich
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White Papers
Modular Specification and Verification of Delegation With SMT Solvers
July 18, 2011, 12:00am PDT
Delegation is a very common programming idiom, whereby a task is carried out by a statically unknown part of the program. Delegation enhances the modularity and the extensibility of a program,...
Provided by ETH Zurich
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White Papers
SAILS: Static Analysis of Information Leakage With Sample
November 6, 2011, 12:00am PDT
In this paper, the authors introduce Sails, a new tool that combines Sample, a generic static analyzer, and a sophisticated domain for leakage analysis. This tool does not require to modify the...
Provided by ETH Zurich
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White Papers
Comparing Veri Cation Condition Generation With Symbolic Execution: An Experience Report
November 18, 2011, 12:00am PST
There are two dominant approaches for the construction of automatic program verifiers, Verification Condition Generation (VCG) and Symbolic Execution (SE). Both techniques have been used to...
Provided by ETH Zurich
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White Papers
Record-Replay Debugging for Concurrent SCOOP Programs
November 4, 2011, 12:00am PDT
The authors report on the implementation of a record-replay tool for programs written in SCOOP, an object-oriented programming model for concurrency. The tool enables developers to re-produce the...
Provided by ETH Zurich
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White Papers
Specifying Reusable Components
May 21, 2010, 12:00am PDT
Reusable software components need expressive specifications. This paper outlines a rigorous foundation of model-based contracts, a method to equip classes with strong contracts that support...
Provided by ETH Zurich
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White Papers
What's Decidable About Sequences?
February 10, 2011, 12:00am PST
The authors present a first-order theory of (finite) sequences with integer elements, Presburger arithmetic, and regularity constraints, which can model significant properties of data structures...
Provided by ETH Zurich
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White Papers
Automated Translation of Java Source Code to Eiffel
April 11, 2011, 12:00am PDT
Re-usability is an important software engineering concept actively advocated for the last forty years. While re-usability has been addressed for systems implemented using the same programming...
Provided by ETH Zurich
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White Papers
On Relaxing Metric Information in Linear Temporal Logic
June 17, 2011, 12:00am PDT
Metric LTL formulas rely on the next operator to encode time distances, whereas qualitative LTL formulas use only the until operator. This paper shows how to transform any metric LTL formula M...
Provided by ETH Zurich
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White Papers
Usable Verification of Object-Oriented Programs by Combining Static and Dynamic Techniques
July 18, 2011, 12:00am PDT
With formal techniques becoming more and more powerful, the next big challenge is making software verification practical and usable. The Eve verification environment contributes to this goal by...
Provided by ETH Zurich
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White Papers
Code-Based Automated Program Fixing
August 22, 2011, 12:00am PDT
Initial research in automated program fixing has generally limited itself to specific areas, such as data structure classes with carefully designed interfaces, and relied on simple approaches. To...
Provided by ETH Zurich
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White Papers
Stateful Testing: Finding More Errors in Code and Contracts
August 22, 2011, 12:00am PDT
Automated random testing has shown to be an effective approach to finding faults but still faces a major unsolved issue: how to generate test inputs diverse enough to find many faults and find...
Provided by ETH Zurich
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White Papers
SecNav: Secure Broadcast Localization and Time Synchronization in Wireless Networks
June 8, 2007, 12:00am PDT
The authors propose SecNav, a new protocol for securing wireless navigation systems. This protocol secures localization and time-synchronization in wireless networks by relying on devices'...
Provided by ETH Zurich
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White Papers
Privacy-Preserving Clone Detection for RFID-Enabled Supply Chains
April 15, 2010, 12:00am PDT
Counterfeit products cause financial losses and represent a health risk. Within RFID-enabled supply chains, where products are equipped with RFID tags, clone detection mechanisms based on tag...
Provided by ETH Zurich
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White Papers
On Physical-Layer Identification of Wireless Devices
December 9, 2011, 12:00am PST
Physical-layer device identification aims at identifying wireless devices during radio communication by exploiting unique characteristics of their analog (radio) circuitry. This paper systematizes...
Provided by ETH Zurich
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White Papers
The SAC Gateway: Federating the Future Internet of Wireless Clouds
July 18, 2010, 12:00am PDT
The Internet is becoming increasingly mobile and evolving further away from its initial monolithic wired host-centric design. Many novel networking paradigms are proposed to overcome the...
Provided by ETH Zurich
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White Papers
On the Practicality of UHF RFID Fingerprinting: How Real is the RFID Tracking Problem?
May 9, 2011, 12:00am PDT
In this paper, the authors demonstrate the practicality of people tracking by means of physical-layer fingerprints of RFID tags that they carry. They build a portable low-cost USRP-based RFID...
Provided by ETH Zurich
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White Papers
XTC: A Practical Topology Control Algorithm for Ad-Hoc Networks
January 1, 2011, 12:00am PST
The XTC ad-hoc network topology control algorithm introduced in this paper shows three main advantages over previously proposed algorithms. First, it is extremely simple and strictly local....
Provided by ETH Zurich
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