Imperial College London

Displaying 1-40 of 170 results

  • White Papers // Jun 2014

    Self-Adaptive Containers: Functionality Extensions and Further Case Study

    As the number of execution environments and application contexts rises exponentially, ever-changing non-functional requirements can lead to repeated code refactoring. In addition, scaling up software to support large input sizes may require major modification of code. To address these challenges, the authors have previously proposed a framework of self-adaptive containers...

    Provided By Imperial College London

  • White Papers // Mar 2014

    Separation Logic-Assisted Code Transformations for Efficient High-Level Synthesis

    The capabilities of modern FPGAs permit the mapping of increasingly complex applications into reconfigurable hardware. High-Level Synthesis (HLS) promises a significant shortening of the FPGA design cycle by raising the abstraction level of the design entry to high-level languages such as C/C++. Applications using dynamic, pointer-based data structures and dynamic...

    Provided By Imperial College London

  • White Papers // Mar 2014

    GPU Vs FPGA : A Comparative Analysis for Non-Standard Precision

    FPGAs and GPUs are increasingly used in a range of high performance computing applications. When implementing numerical algorithms on either platform, the authors can choose to represent operands with different levels of accuracy. A trade-off exists between the numerical accuracy of arithmetic operators and the resources needed to implement them....

    Provided By Imperial College London

  • White Papers // Feb 2014

    Learning-Based Optimization of Cache Content in a Small Cell Base Station

    Optimal cache content placement in a wireless small cell Base Station (sBS) with limited backhaul capacity is studied. The sBS has a large cache memory and provides content-level selective offloading by delivering high data rate contents to users in its coverage area. The goal of the sBS Content Controller (CC)...

    Provided By Imperial College London

  • White Papers // Jan 2014

    Simulation and Modelling of RAID 0 System Performance

    RAID systems are fundamental components of modern storage infrastructures. It is therefore important to model their performance effectively. This paper describes a simulation model which predicts the cumulative distribution function of I/O request response time in a RAID 0 system consisting of homogeneous zoned disk drives. The model is constructed...

    Provided By Imperial College London

  • White Papers // Jan 2014

    Preconditioners for Inexact Interior Point Methods for Predictive Control

    In this paper the authors presents a new method for solving a linear discrete-time Finite Horizon Optimal Control Problem (FHOCP) with quadratic cost and linear constraints on the states and inputs. Such a FHOCP needs to be solved online, at each sampling instant, in predictive control. In order to solve...

    Provided By Imperial College London

  • White Papers // Oct 2013

    High-Level Synthesis of Dynamic Data Structures: A Case Study Using Vivado HLS

    High-level synthesis promises a significant shortening of the FPGA design cycle when compared with design entry using Register Transfer Level (RTL) languages. Recent evaluations report that C-to-RTL flows can produce results with a quality close to hand-crafted designs. Algorithms which use dynamic, pointer-based data structures, which are common in software,...

    Provided By Imperial College London

  • White Papers // Oct 2013

    Managing Emergencies Optimally Using a Random Neural Network-Based Algorithm

    Emergency rescues require that first responders provide support to evacuate injured and other civilians who are obstructed by the hazards. In this case, the emergency personnel can take actions strategically in order to rescue people maximally, efficiently and quickly. The paper studies the effectiveness of a Random Neural Network (RNN)-based...

    Provided By Imperial College London

  • White Papers // Oct 2013

    SOAP: Structural Optimization of Arithmetic Expressions for High-Level Synthesis

    In this paper the authors introduce SOAP, a new tool to automatically optimize the structure of arithmetic expressions for FPGA implementation as part of a high level synthesis flow, taking into account axiomatic rules derived from real arithmetic, such as distributivity, associativity and others. They explicitly target an optimized area/accuracy...

    Provided By Imperial College London

  • White Papers // Jul 2013

    Embedded Predictive Control on an FPGA using the Fast Gradient Method

    Model Predictive Control (MPC) in resource constrained embedded platforms requires faster, cheaper and more power-efficient solvers for convex programs than is currently offered by software-based solutions. In this paper the authors present the first Field Programmable Gate Array (FPGA) implementation of a fast gradient solver for linear-quadratic MPC problems with...

    Provided By Imperial College London

  • White Papers // Jun 2013

    SQOWL2: Transactional Type Inference for OWL 2 DL in an RDBMS

    SQOWL2 is a compiler which allows an RDBMS to support sound reasoning of SROIQ(D) description logics, by implementing ontologies expressed in the OWL 2 DL language as a combination of tables and triggers in the RDBMS. The reasoning process is divided into two phases of classification of the T-Box and...

    Provided By Imperial College London

  • White Papers // Jun 2013

    FPGA-Based K-Means Clustering Using Tree-Based Data Structures

    K-means clustering is a popular technique for partitioning a data set into subsets of similar features. Due to their simple control flow and inherent fine-grain parallelism, K-means algorithms are well suited for hardware implementations, such as on Field Programmable Gate Arrays (FPGAs), to accelerate the computationally intensive calculation. However, the...

    Provided By Imperial College London

  • White Papers // May 2013

    PEPERCORN: Inferring Performance Models from Location Tracking Data

    Stochastic performance models are widely used to analyze the performance of systems that process customers and resources. However, the construction of such models is traditionally manual and therefore expensive, intrusive and prone to human error. In this paper, the authors introduce PEPERCORN, a Petri Net Performance Model (PNPM) construction tool,...

    Provided By Imperial College London

  • White Papers // May 2013

    Mobile Network Anomaly Detection and Mitigation: The NEMESYS Approach

    Mobile malware and mobile network attacks are becoming a significant threat that accompanies the increasing popularity of smart phones and tablets. Thus in this paper, the authors present their research vision that aims to develop a network-based security solution combining analytical modeling, simulation and learning, together with billing and control-plane...

    Provided By Imperial College London

  • White Papers // Apr 2013

    Low-Complexity Scheduling Policies for Energy Harvesting Communication Networks

    A time-slotted multiple access wireless system with N transmitting nodes, each equipped with an Energy Harvesting (EH) device and a rechargeable battery of finite capacity, is studied. The energy arrival process at each node is modeled as an independent two-state Markov process, such that a node either harvests one unit...

    Provided By Imperial College London

  • White Papers // Apr 2013

    Energy-Aware MPC Co-Design for DC-DC Converters

    In this paper, the authors propose an integrated controller design methodology for the implementation of energy-aware explicit Model Predictive Control (MPC) algorithms, illustrating the method on a DC-DC converter model. The power consumption of control algorithms is becoming increasingly important for low-power embedded systems, especially where complex digital control techniques,...

    Provided By Imperial College London

  • White Papers // Apr 2013

    Bayesian Service Demand Estimation with Gibbs Sampling

    Performance modeling of web applications involves the task of estimating service demands of requests at physical resources, such as CPUs. In this paper, the authors propose a service demand estimation algorithm based on a Markov Chain Monte Carlo (MCMC) technique, Gibbs sampling. Their methodology is widely applicable as it requires...

    Provided By Imperial College London

  • White Papers // Apr 2013

    An Offline Demand Estimation Method for Multi-Threaded Applications

    Parameterizing performance models for multithreaded enterprise applications requires finding the service rates offered by worker threads to the incoming requests. Statistical inference on monitoring data is here helpful to reduce the overheads of application profiling and to infer missing information. While linear regression of utilization data is often used to...

    Provided By Imperial College London

  • White Papers // Apr 2013

    A Predictive Control Solver for Low-Precision Data Representation

    The authors propose a method to efficiently exploit the nonstandard number representation of some embedded computer architectures for the solution of constrained LQR problems. The resulting quadratic programming problem is formulated to include auxiliary decision variables as well as the inputs and states. The new formulation introduces smaller round-off errors...

    Provided By Imperial College London

  • White Papers // Apr 2013

    Fitting Second-Order Acyclic Marked Markovian Arrival Processes

    Markovian Arrival Processes (MAPs) are a tractable class of point-processes useful to model correlated time series, such as those commonly found in network traces and system logs used in performance analysis and reliability evaluation. Marked MAPs (MMAPs) generalize MAPs by further allowing the modeling of multi-class traces, possibly with cross-correlation...

    Provided By Imperial College London

  • White Papers // Mar 2013

    Application Composition and Communication Optimization in Iterative Solvers Using FPGAs

    The authors consider the problem of minimizing communication with off-chip memory and composition of multiple linear algebra kernels in iterative solvers for solving large-scale eigen-value problems and linear systems of equations. While GPUs may offer higher throughput for individual kernels, overall application performance is limited by the inability to support...

    Provided By Imperial College London

  • White Papers // Mar 2013

    Accuracy-Performance Tradeoffs on an FPGA Through Overclocking

    Embedded applications can often demand stringent latency requirements. While high degrees of parallelism within custom FPGA-based accelerators may help to some extent, it may also be necessary to limit the precision used in the datapath to boost the operating frequency of the implementation. However, by reducing the precision, the engineer...

    Provided By Imperial College London

  • White Papers // Mar 2013

    Modelling Exogenous Variability in Cloud Deployments

    Describing exogenous variability in the resources used by a cloud application leads to stochastic performance models that are difficult to solve. In this paper, the authors describe the blending algorithm, a novel approximation for queuing network models immersed in a random environment. Random environments are Markov chain-based descriptions of time-varying...

    Provided By Imperial College London

  • White Papers // Nov 2012

    OFBench: an Enterprise Application Benchmark for Cloud Resource Management Studies

    The authors introduce OFBench, a new research benchmark for enterprise applications. OFBench is a load generator for the demo e-commerce component of the Apache OFBiz Enterprise Resource Planning (ERP) framework. ERP applications are increasingly important in the cloud market due to the growing popularity of Software-as-a-Service (SaaS) solutions; hence OFBench...

    Provided By Imperial College London

  • White Papers // Oct 2012

    WikiSensing: An Online Collaborative Approach for Sensor Data Management

    This paper presents a new methodology for collaborative sensor data management known as WikiSensing. It is a novel approach that incorporates online collaboration with sensor data management. The authors introduce the work on this research by describing the motivation and challenges of designing and developing an online collaborative sensor data...

    Provided By Imperial College London

  • White Papers // Jun 2012

    Lightweight Resource Scaling for Cloud Applications

    Elastic resource provisioning is a key feature of cloud computing, allowing users to scale up or down resource allocation for their applications at run-time. To date, most practical approaches to managing elasticity are based on allocation/de-allocation of the Virtual Machine (VM) instances to the application. This VM-level elasticity typically incurs...

    Provided By Imperial College London

  • White Papers // Jun 2012

    Resilient Emergency Evacuation Using Opportunistic Communications

    The authors describe an emergency Evacuation Support System (ESS) that employs short-range wireless communications among mobile devices carried by civilians. Emergency information is disseminated via opportunistic contacts between Communication Nodes (CNs), and each CN provides adaptive step-by-step navigation directions for its user during evacuation. Using mobile devices and opportunistic communications...

    Provided By Imperial College London

  • White Papers // Jun 2012

    FASTER: Facilitating Analysis and Synthesis Technologies for Effective Reconfiguration

    The FASTER project aims to ease the definition, implementation and use of dynamically changing hardware systems. The authors' motivation stems from the promise reconfigurable systems hold for achieving better performance and extending product functionality and lifetime via the addition of new features that work at hardware speed. This is a...

    Provided By Imperial College London

  • White Papers // Jun 2012

    Modelling Reconfigurable Systems in Event Driven Simulation

    Reconfigurable platforms allow hardware developers to customize their designs for specific applications. However, their adoption involves challenges in understanding and estimating the impact of various design parameters and approaches. This paper proposes a unified framework to model behavior of reconfigurable systems using an event driven simulation approach. This provides an...

    Provided By Imperial College London

  • White Papers // May 2012

    Privacy-Preserving Location and Mobility Management to Support Tether-Free Patients in Ad-Hoc Networks

    A major driver of healthcare cost is the inefficiencies associated keeping less-critical patients overnight in the hospital when these patients could be treated as outpatients and received comparable quality of care. To this end, the authors propose the concept of tether-free patient to support patient mobility and ensure privacy-preserving healthcare....

    Provided By Imperial College London

  • White Papers // May 2012

    Reconfigurable Design Automation by High-Level Exploration

    In this paper the authors describe a novel approach for design automation of general-purpose reconfigurable computing applications, which combines design space exploration with transformation-based high-level feedback of performance results obtained from a detailed implementation. This approach enhances effectiveness of high-level exploration by using performance estimates to guide the selection of...

    Provided By Imperial College London

  • White Papers // May 2012

    A Reconfigurable Computing Approach for Efficient and Scalable Parallel Graph Exploration

    In many application domains, data are represented using large graphs involving millions of vertices and billions of edges. Graph exploration algorithms, such as Breadth-First Search (BFS), are largely dominated by memory latency and are challenging to process efficiently. In this paper, the authors present a reconfigurable hardware methodology for efficient...

    Provided By Imperial College London

  • White Papers // Mar 2012

    MODACLOUDS: A Model-Driven Approach for the Design and Execution of Applications on Multiple Clouds

    Cloud computing is emerging as a major trend in the ICT industry. While most of the attention of the research community is focused on considering the perspective of the cloud providers, offering mechanisms to support scaling of resources and interoperability and federation between clouds, the perspective of developers and operators...

    Provided By Imperial College London

  • White Papers // Mar 2012

    MODACLOUDS, a Model-Driven Approach for the Design and Execution of Applications on Multiple Clouds

    Cloud computing is emerging as a major trend in the ICT industry. While most of the attention of the research community is focused on considering the perspective of the Cloud providers, offering mechanisms to support scaling of resources and interoperability and federation between Clouds, the perspective of developers and operators...

    Provided By Imperial College London

  • White Papers // Mar 2012

    NaaS: Network-as-a-Service in the Cloud

    Cloud computing realises the vision of utility computing. Tenants can benefit from on-demand provisioning of computational resources according to a pay-per-use model and can outsource hardware purchases and maintenance. Tenants, however, have only limited visibility and control over network resources. Even for simple tasks, tenants must resort to inefficient overlay...

    Provided By Imperial College London

  • White Papers // Mar 2012

    Pervasive Emergency Support Systems for Building Evacuation

    An emergency situation taking place inside a confined space, such as a building, is a challenging task due to the presence of dynamic conditions. Pervasive systems can prove beneficial for the evacuation procedure, as they can provide directions to the evacuees regarding the best available exit. In this paper, the...

    Provided By Imperial College London

  • White Papers // Mar 2012

    WIQ:Work-Intensive Query Scheduling for In-Memory Database Systems

    The authors propose a novel admission control policy for database queries. Their methodology uses system measurements of CPU utilization and query backlogs to determine interference between queries in execution on the same database server. Query interference may arise due to the concurrent access of hardware and software resources and can...

    Provided By Imperial College London

  • White Papers // Jan 2012

    Towards a Program Logic for JavaScript

    JavaScript has become the most widely used language for client-side web programming. The dynamic nature of JavaScript makes understanding its code notoriously difficult, leading to buggy programs and a lack of adequate static-analysis tools. The authors believe that logical reasoning has much to offer JavaScript: a simple description of program...

    Provided By Imperial College London

  • White Papers // Dec 2011

    FPGA Paranoia: Testing Numerical Properties of FPGA Floating Point IP-Cores

    In the early days of computing, hardware platforms were developed independently and created their own conventions for floating point to suit their underlying hardware architecture, but this meant computer programmers had to understand these conventions when designing their algorithms, and adapt their algorithms when porting to new platforms. As a...

    Provided By Imperial College London

  • White Papers // Dec 2011

    Migrating Auctioneers on Internet Auctions for Improved Utility and Performance

    The paper studies a technique to improve the utility and performance of an automated auction application where the auctioneer and bidders communicate through the Internet. The lack of quality-of-service guarantees from site to site can severely influence the results of an auction by affecting the seller's income rate, auction fairness,...

    Provided By Imperial College London

  • White Papers // May 2011

    Rule-Based Verification of Network Protocol Implementations Using Symbolic Execution

    The secure and correct implementation of network protocols for resource discovery, device configuration and network management is complex and error-prone. Protocol specifications contain ambiguities, leading to implementation flaws and security vulnerabilities in network daemons. Such problems are hard to detect because they are often triggered by complex sequences of packets...

    Provided By Imperial College London

  • White Papers // Apr 2011

    PHP Aspis: Using Partial Taint Tracking to Protect Against Injection Attacks

    Web applications are increasingly popular victims of security attacks. Injection attacks, such as Cross Site Scripting or SQL Injection, are a persistent problem. Even though developers are aware of them, the suggested best practices for protection are error prone: unless all user input is consistently filtered, any application may be...

    Provided By Imperial College London

  • White Papers // Nov 2010

    Multiplicity Computing: A Vision of Software Engineering for Next-Generation Computing Platform Applications

    New technologies have recently emerged to challenge the very nature of computing: multicore processors, virtualized operating systems and networks, and data-center clouds. One can view these technologies as forming levels within a new, global computing platform. The authors aim to open a new area of research, called multiplicity computing, that...

    Provided By Imperial College London

  • White Papers // Apr 2010

    Enforcing User Privacy in Web Applications Using Erlang

    Social networking applications on the web handle the personal data of a large number of concurrently active users. These applications must comply with complex privacy requirements, while achieving scalability and high performance. Applying constraints to the flow of data through such applications to enforce privacy policy is challenging because individual...

    Provided By Imperial College London

  • White Papers // Jan 2010

    Towards Automated Verification of Autonomous Networks: A Case Study in Self-Configuration

    In autonomic networks, the self-configuration of network entities is one of the most desirable properties. In this paper, the authors show how formal verification techniques can verify the correctness of self-configuration. As a case study, they describe the configuration of Physical Cell Identifiers (PCIs), a radio configuration parameter in cellular...

    Provided By Imperial College London

  • White Papers // May 2010

    A Decentralised, Measurement-Based Admission Control Mechanism for Self-Aware Networks

    This paper presents a decentralised Admission Control (AC) algorithm. The authors' algorithm is a multiple criteria AC algorithm, where each user can specify the QoS metrics that interest him/her, and decides whether a new call should be allowed to enter the network based on measurements of the QoS metrics on...

    Provided By Imperial College London

  • White Papers // Jun 2009

    Queueing Performance Under Network Coding

    Network Coding (NC) was initially introduced, where its utility for multicast networks was shown. NC allows the algebraic combination of packets at nodes of a multi-hop network, for example by a bit-by-bit XOR operation of two packets, before forwarding them towards their destination. NC can reduce the maximum bandwidth needed...

    Provided By Imperial College London

  • White Papers // Jan 2012

    Towards a Program Logic for JavaScript

    JavaScript has become the most widely used language for client-side web programming. The dynamic nature of JavaScript makes understanding its code notoriously difficult, leading to buggy programs and a lack of adequate static-analysis tools. The authors believe that logical reasoning has much to offer JavaScript: a simple description of program...

    Provided By Imperial College London

  • White Papers // Jun 2010

    Abstraction and Refinement for Local Reasoning

    Local reasoning has become a well-established technique in program verification, which has been shown to be useful at many different levels of abstraction. In separation logic, the authors use a low-level abstraction that is close to how the machine sees the program state. In context logic, they work with high-level...

    Provided By Imperial College London

  • White Papers // Jul 2010

    Activity Related Biometrics Based on Motion Trajectories

    This paper contributes to the concept of activity-related biometric authentication in ambient Intelligence environments. The motivation behind the proposed approach derives from activity-related biometrics and is mainly focusing on everyday activities. The activity sequence is captured by a stereoscopic camera and the resulting 2.5D data are processed to extract valuable...

    Provided By Imperial College London

  • White Papers // Sep 2009

    An Overview of Low-Power Techniques for Field-Programmable Gate Arrays

    This paper provides an overview of low-power techniques for Field-Programmable Gate Arrays (FPGAs). It covers system-level design techniques and device-level design techniques that have targeted current commercial devices. It also describes current research on circuit-level and architecture-level design techniques. Recent studies on power modelling and on low-power Computer-Aided Design (CAD)...

    Provided By Imperial College London

  • White Papers // Apr 2009

    Context-Aware Publish-Subscribe: Model, Implementation, and Evaluation

    Complex communication patterns often need to take into account the situation in which the information to be communicated is produced or consumed. Publish-subscribe, and particularly its content-based incarnation, is often used to convey this information by encoding the "Context" of the publisher into the published messages. In this paper, the...

    Provided By Imperial College London

  • White Papers // Apr 2009

    Improving Federation Executions With Migrating HLA/RTI Central Runtime Components

    Simulation tools are popular in the design and study of communication systems and networks. The implementation of analytic distributed simulations commonly requires a central entity to support certain tasks (e.g., time management). The HLA/RTI uses a Central Runtime Component (CRC) to this end. Because of network variability, the location of...

    Provided By Imperial College London

  • White Papers // Sep 2011

    Energy Efficient Resource Allocation Strategy for Cloud Data Centres

    Cloud computing data centres are emerging as new candidates for replacing traditional data centres. Cloud data centres are growing rapidly in both number and capacity to meet the increasing demands for highly-responsive computing and massive storage. Making the data centre more energy efficient is a necessary task. In this paper,...

    Provided By Imperial College London

  • White Papers // Aug 2011

    A New Distributed Optimization Framework for Hybrid Ad-Hoc Networks

    The continuously increasing demand for resources in modern networks urges for more efficient resource allocation. Such an allocation of resources to network users can be formulated as an optimization problem. However, the existence of wireless links in modern networks and the competition for resources by multimedia applications turn the optimization...

    Provided By Imperial College London

  • White Papers // Apr 2013

    Low-Complexity Scheduling Policies for Energy Harvesting Communication Networks

    A time-slotted multiple access wireless system with N transmitting nodes, each equipped with an Energy Harvesting (EH) device and a rechargeable battery of finite capacity, is studied. The energy arrival process at each node is modeled as an independent two-state Markov process, such that a node either harvests one unit...

    Provided By Imperial College London

  • White Papers // May 2013

    Mobile Network Anomaly Detection and Mitigation: The NEMESYS Approach

    Mobile malware and mobile network attacks are becoming a significant threat that accompanies the increasing popularity of smart phones and tablets. Thus in this paper, the authors present their research vision that aims to develop a network-based security solution combining analytical modeling, simulation and learning, together with billing and control-plane...

    Provided By Imperial College London

  • White Papers // Jul 2010

    An Empirical Study of the Scalability of Performance Analysis Tools in the Cloud

    Calculation of performance metrics such as steady state probabilities and response time distributions in large Markov and semi-Markov models can be accomplished using parallel implementations of well-known numerical techniques. In this paper the authors investigate the scalability of two existing parallel performance analysis tools (one based on Laplace transform inversion...

    Provided By Imperial College London

  • White Papers // Jun 2012

    Lightweight Resource Scaling for Cloud Applications

    Elastic resource provisioning is a key feature of cloud computing, allowing users to scale up or down resource allocation for their applications at run-time. To date, most practical approaches to managing elasticity are based on allocation/de-allocation of the Virtual Machine (VM) instances to the application. This VM-level elasticity typically incurs...

    Provided By Imperial College London

  • White Papers // Jun 2009

    Data Acquisition and Error Analysis for Pepperpot Emittance Measurements

    The pepperpot provides a unique and fast method of measuring emittance, providing four dimensional correlated beam measurements for both transverse planes. In order to make such a correlated measurement, the pepperpot must sample the beam at specific intervals. Such discontinuous data, and the unique characteristics of the pepperpot assembly, requires...

    Provided By Imperial College London

  • White Papers // Sep 2009

    Route Capacity Estimation Based Admission Control and QoS Routing for Mesh Networks

    Wireless Mesh Networks (WMNs) is a promising key technology for next generation wireless backhauling that is expected to support various types of applications with different Quality-of-Service (QoS) demands. Advanced antenna techniques, novel scheduling algorithms and routing schemes have attracted increased research interests aiming to optimize the performance of WMNs and...

    Provided By Imperial College London

  • White Papers // Oct 2009

    Creating a Digital Ecosystem: Service-Oriented Architectures With Distributed Evolutionary Computing

    The authors start with a discussion of the relevant literature, including Nature Inspired Comuting as a framework in which to understand this work, and the process of biomimicry to be used in mimicking the necessary biological processes to create Digital Ecosystems. They then consider the relevant theoretical ecology in creating...

    Provided By Imperial College London

  • White Papers // Jun 2011

    The Emergence Of Leadership In Social Networks

    The authors study a networked version of the minority game in which agents can choose to follow the choices made by a neighbouring agent in a social network. They show that for a wide variety of networks a leadership structure always emerges, with most agents following the choice made by...

    Provided By Imperial College London

  • White Papers // Mar 2011

    Noise, Risk Premium, And Bubble

    The existence of the pricing kernel is shown to imply the existence of an ambient information process that generates market filtration. This information process consists of a signal component concerning the value of the random variable X that can be interpreted as the timing of future cash demand, and an...

    Provided By Imperial College London

  • White Papers // Mar 2011

    Constrained Mixture Models For Asset Returns Modelling

    The estimation of asset return distributions is crucial for determining optimal trading strategies. In this paper, the authors describe the constrained mixture model, based on a mixture of Gamma and Gaussian distributions, to provide an accurate description of price trends as being clearly positive, negative or ranging while accounting for...

    Provided By Imperial College London

  • White Papers // Oct 2010

    Conditional Density Models For Asset Pricing

    The authors model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the asset is driven by Brownian motion, an associated "Master equation"...

    Provided By Imperial College London

  • White Papers // Oct 2010

    Constrained Nonsmooth Utility Maximization On The Positive Real Line

    The authors maximize the expected utility of terminal wealth in an incomplete market where there are cone constraints on the investor's portfolio process and the utility function is not assumed to be strictly concave or differentiable. They establish the existence of the optimal solutions to the primal and dual problems...

    Provided By Imperial College London

  • White Papers // Oct 2010

    Information-Based Models For Finance And Insurance

    In financial markets, the information that traders have about an asset is reflected in its price. The arrival of new information then leads to price changes. The 'Information-based framework' of Brody, Hughston and Macrina (BHM) isolates the emergence of information, and examines its role as a driver of price dynamics....

    Provided By Imperial College London

  • White Papers // Sep 2010

    Asset Pricing With Random Information Flow

    In the information-based approach to asset pricing the market filtration is modeled explicitly as a superposition of signals concerning relevant market factors and independent noise. The rate at which the signal is revealed to the market then determines the overall magnitude of asset volatility. By letting this information flow rate...

    Provided By Imperial College London

  • White Papers // Jan 2011

    UKAIRO: Internet-Scale Bandwidth Detouring

    The performance of content distribution on the Internet is crucial for many services. While popular content can be delivered efficiently to users by caching it using content delivery networks, the distribution of less popular content is often constrained by the bandwidth of the Internet path between the content server and...

    Provided By Imperial College London

  • White Papers // Nov 2009

    Distributed Fault Tolerant Controllers

    Distributed applications are often built from sets of distributed components that must be co-ordinated in order to achieve some global behaviour. The common approach is to use a centralised controller for co-ordination, or occasionally a set of distributed entities. Centralised co-ordination is simpler but introduces a single point of failure...

    Provided By Imperial College London

  • White Papers // Mar 2011

    Network Routing Control With G-Networks

    G-Networks are queueing networks in which the novel idea of 'Negative customers' has been introduced. In contrast with the regular customers, called positive customers and treated in the normal way by a server, negative customers are also included. "Negative customers" and "Signals" can act in the network in several ways:...

    Provided By Imperial College London

  • White Papers // Apr 2010

    QoI-Aware Wireless Sensor Network Management for Dynamic Multi-Task Operations

    QoI-aware WSN O&M represents a broad area of research challenges that this paper only begins to address. Contrary to other research focusing on the network utility maximization problem with predefined utility functions, this paper employs a novel runtime design perspective where the WSN learns and optimizes the network utility by...

    Provided By Imperial College London

  • White Papers // Apr 2010

    Utility-Based Gateway Deployment for Supporting Multi-Domain DTNs

    Due to technology or policy constraints, communications across network domains usually require the intervention of gateways, and their proper deployment is crucial to the overall performance. In this paper, the authors study the problem of placing static gateways in mobile DTNs consisting of multiple domains. Given a limited gateway budget,...

    Provided By Imperial College London

  • White Papers // Jul 2009

    Enabling Inter-Domain DTN Communications by Networked Static Gateways

    Due to technology or policy constraints, communications across domains usually require the intervention of gateways, and their proper deployment is crucial to the overall system. This paper addresses the placement of static gateways in mobile DTNs. Given a limited gateway budget, the problem is to allocate this budget among selected...

    Provided By Imperial College London

  • White Papers // Jul 2009

    On the Application of Network Coding With Diversity to Opportunistic Scheduling

    In this paper, the authors study the application of network coding to opportunistic scheduling for wireless uplink channels. The key idea proposed in this paper is to always schedule the user with best channel gain for transmission, and meantime the use of network coding encourages the scheduled users to help...

    Provided By Imperial College London

  • White Papers // Feb 2010

    Public Support For Innovation, Intangible Investment And Productivity Growth In The UK Market Sector

    Pressure on public finances has increased scrutiny of public support for innovation. The authors examine two particular issues. First, there have been many recent calls for the (relatively new) UK R&D subsidy to be extended to other "Research" activities, such as software. Second, argument still rages about the efficacy of...

    Provided By Imperial College London

  • White Papers // Nov 2009

    Portfolio Decisions With Higher Order Moments

    In this paper, the authors address the global optimization of two interesting nonconvex problems in finance. They relax the normality assumption underlying the classical Markowitz mean-variance portfolio optimization model and consider the incorporation of skewness (third moment) and kurtosis (fourth moment). The investor seeks to maximize the expected return and...

    Provided By Imperial College London

  • White Papers // Mar 2009

    Cross-Layer Design for QoS in Wireless Mesh Networks

    Cross-layer design for Quality of Service (QoS) in Wireless Mesh Networks (WMNs) has attracted much research interest recently. Such networks are expected to support various types of applications with different and multiple QoS and Grade-of-Service (GoS) requirements. In order to achieve this, several key technologies spanning all layers, from physical...

    Provided By Imperial College London

  • White Papers // Jan 2010

    Dynamic Control of Data Ferries Under Partial Observations

    Controlled mobile helper nodes called data ferries have recently been proposed to bridge communications between disconnected nodes in a delay-tolerant manner. While existing work has explored various trajectory designs for the data ferry by assuming either static nodes or full observations at the data ferry, the problem remains open when...

    Provided By Imperial College London