pinecone/core-2020-05-10-deduplication huggingface dataset:
Causality from dynamical symmetry: an example from local
  scale-invariance

Physical ageing phenomena far from equilibrium naturally lead to dynamical
scaling. It has been proposed to consider the consequences of an extension to a
larger Lie algebra of local scale-transformation. The best-tested applications
of this are explicitly computed co-variant two-point functions which have been
compared to non-equilibrium response functions in a large variety of
statistical mechanics models. It is shown that the extension of the
Schr\"odinger Lie algebra $\mathfrak{sch}(1)$ to a maximal parabolic
sub-algebra, when combined with a dualisation approach, is sufficient to derive
the causality condition required for the interpretation of a two-point function
as a physical response function. The proof is presented for the recent
logarithmic extension of the differential operator representation of the
Schr\"odinger algebra.Comment: 20 pages, Latex2e, 2 figures, final form (some references updated
  from v2
Realizations of Affine Lie Algebra A_^(1) at Negative Levels

A realization of the affine Lie algebra ${A^{(1)}_1}$ and the relevant
$Z$-algebra at negative level $-k$ is given in terms of parafermions. This
generalizes the recent work on realization of the affine Lie algebra at the
critical level.Comment: 12 pages. Paper presented at Conference on Algebra, Geometry and
  Mathematical Physics held at the University of Haute Alsace, France, October
  2011. A. Makhlouf et al. (eds.), Algebra, Geometry and Mathematical Physics,
  Springer Proceedings in Mathematics & Statistics 85, Springer-Verlag, Berlin
  Heidelberg, 201
Pricing Futures and Options in Electricity Markets

In this paper we derive power futures prices from a two-factor spot model being a generalization of the classical Schwartz–Smith commodity dynamics. We include non-Gaussian effects by introducing Lévy processes as the stochastic drivers, and estimate the model to data observed at the European Electricity Exchange in Germany. The spot and futures price models are fitted jointly, including the market price of risk parameterized from an Esscher transform. We apply this model to price call and put options on power futures. It is argued theoretically that the pricing measure for options may be different to the pricing measure of futures from spot in power markets due to the non-storability of the electricity spot. Empirical evidence pointing to this fact is found from option prices observed at the European Electricity Exchange.

The definitive version is available at springerlink.co
Evaluating the Security of a DNS Query Obfuscation Scheme for Private
  Web Surfing

The Domain Name System (DNS) does not provide query privacy. Query
obfuscation schemes have been proposed to overcome this limitation, but, so
far, they have not been evaluated in a realistic setting. In this paper we
evaluate the security of a random set range query scheme in a real-world web
surfing scenario. We demonstrate that the scheme does not sufficiently
obfuscate characteristic query patterns, which can be used by an adversary to
determine the visited websites. We also illustrate how to thwart the attack and
discuss practical challenges. Our results suggest that previously published
evaluations of range queries may give a false sense of the attainable security,
because they do not account for any interdependencies between queries.Comment: ICT Systems Security and Privacy Protection. Springer Berlin
  Heidelberg, 2014. 205-21
Game theory meets information security management

This work addresses the challenge “how do we make better security decisions?” and it develops techniques to support human decision making and algorithms which enable well-founded cyber security decisions to be made. In this paper we propose a game theoretic model which optimally allocates cyber security resources such as administrators’ time across different tasks. We first model the interactions between an omnipresentattackerand a team of system administrators seen as thedefender, and we have derived themixed Nash Equilibria (NE) in such games. We have formulated general-sum games that represent our cyber security environment, and we have proven that the defender’sNash strategyis alsominimax. This result guarantees that independently from the attacker’s strategy the defender’s solution is optimal. We also proposeSingular Value Decomposition(SVD) as an efficient technique to compute approximate equilibria in our games. By implementing and evaluating aminimax solver with SVD, we have thoroughly investigated the improvement that Nash defense introduces compared to other strategies chosen by common sense decision algorithms. Our key finding is that a particular NE, which we callweighted NE, provides the most effective defense strategy. In order to validate this model we have used real-life statistics from Hackmageddon, the Verizon 2013 Data Breach Investigation report, and the Ponemon report of 2011. We finally compare the game theoretic defense method with a method which implements astochastic optimization algorithm
New Algorithmic Approaches to Point Constellation Recognition

Point constellation recognition is a common problem with many pattern matching applications. Whilst useful in many contexts, this work is mainly motivated by fingerprint matching. Fingerprints are traditionally modelled as constellations of oriented points called minutiae. The fingerprint verifier's task consists in comparing two point constellations. The compared constellations may differ by rotation and translation or by much more involved transforms such as distortion or occlusion. This paper presents three new constellation matching algorithms. The first two methods generalize an algorithm by Bringer and Despiegel. Our third proposal creates a very interesting analogy between mechanical system simulation and the constellation recognition problem
Expansive Motions and the Polytope of Pointed Pseudo-Triangulations

We introduce the polytope of pointed pseudo-triangulations of a point set in
the plane, defined as the polytope of infinitesimal expansive motions of the
points subject to certain constraints on the increase of their distances. Its
1-skeleton is the graph whose vertices are the pointed pseudo-triangulations of
the point set and whose edges are flips of interior pseudo-triangulation edges.
  For points in convex position we obtain a new realization of the
associahedron, i.e., a geometric representation of the set of triangulations of
an n-gon, or of the set of binary trees on n vertices, or of many other
combinatorial objects that are counted by the Catalan numbers. By considering
the 1-dimensional version of the polytope of constrained expansive motions we
obtain a second distinct realization of the associahedron as a perturbation of
the positive cell in a Coxeter arrangement.
  Our methods produce as a by-product a new proof that every simple polygon or
polygonal arc in the plane has expansive motions, a key step in the proofs of
the Carpenter's Rule Theorem by Connelly, Demaine and Rote (2000) and by
Streinu (2000).Comment: 40 pages, 7 figures. Changes from v1: added some comments (specially
  to the "Further remarks" in Section 5) + changed to final book format. This
  version is to appear in "Discrete and Computational Geometry -- The
  Goodman-Pollack Festschrift" (B. Aronov, S. Basu, J. Pach, M. Sharir, eds),
  series "Algorithms and Combinatorics", Springer Verlag, Berli
Bayesian space-time analysis of health insurance data

Generalized linear models (GLMs) and semiparametric extensions provide a flexible framework for analyzing the claims process in non-life insurance. Currently, most applications are still based on traditional GLMs, where covariate effects are modelled in form of a linear predictor. However, these models may already be too restrictive if nonlinear effects of metrical covariates are present. Moreover, although data are often collected within longer time periods and come from different geographical regions, effects of space and time are usually totally neglected. We provide a Bayesian semiparametric approach, which allows to simultaneously incorporate effects of space, time and further covariates within a joint model. The method is applied to analyze costs of hospital treatment and accommodation for a large data set from a German health insurance company.
Numerical Simulation of Acoustic Waveguides for Webster-Lokshin Model Using Diffusive Representations

This paper deals with the numerical simulation of acoustic wave propagation in axisymmetric waveguides with varying cross-section using a Webster-Lokshin model. Splitting the pipe into pieces on which the model coefficients are nearly constant, analytical solutions are derived in the Laplace domain, enabling for the realization of the propagation by concatenating scattering matrices of transfer functions (§2). These functions involve standard differential and delay operators, as well as pseudo-differential operators of diffusive type, induced by both the viscothermal losses and the curvature. These operators are explicitly decomposed thanks to an asymptotic expansion, and the diffusive ones may be defined and classified (§3). Various equivalent diffusive realizations may be proposed, that are deeply linked to choices of cuts in the complex analysis of the transfer functions. Then, finite order approximations are given for their simulation (§4)
Some Basic Results on the Extension of Quasi-Likelihood Based Measurement Error Correction to Multivariate and Flexible Structural Models

Quasi-score equations derived from corrected mean and variance functions allow for consistent parameter estimation under measurement error. However, the practical use of some approaches relying on this general methodo\-logical principle was strongly limited by the assumptions underlying them: only one covariate was allowed to be measured with non-negligible error, and, additionally, this covariate had to be conditionally independent of the other covariates. This paper extends basic principles of this method to multivariate and flexible models in a way that, on the one hand, retains the neat statistical properties, but on the other hand, manages to do without the restrictive assumptions needed up to now.
Cooperation, adaptation and the emergence of leadership

A generic property of biological, social and economical networks is their
ability to evolve in time, creating and suppressing interactions. We approach
this issue within the framework of an adaptive network of agents playing a
Prisoner's Dilemma game, where each agent plays with its local neighbors,
collects an aggregate payoff and imitates the strategy of its best neighbor. We
allow the agents to adapt their local neighborhood according to their
satisfaction level and the strategy played. We show that a steady state is
reached, where the strategy and network configurations remain stationary. While
the fraction of cooperative agents is high in these states, their average
payoff is lower than the one attained by the defectors. The system
self-organizes in such a way that the structure of links in the network is
quite inhomogeneous, revealing the occurrence of cooperator ``leaders'' with a
very high connectivity, which guarantee that global cooperation can be
sustained in the whole network. Perturbing the leaders produces drastic changes
of the network, leading to global dynamical cascades. These cascades induce a
transient oscillation in the population of agents between the nearly
all-defectors state and the all-cooperators outcome, before setting again in a
state of high global cooperation.Comment: 14 pages; to appear in ``Economics with Heterogeneous Interacting
  Agents'', Alan Kirman and Jean-Benoit Zimmermann (Eds.), forthcoming,
  Springer (2001
Job Rents in a Stylized Labor Market

Wage formation is often analyzed by assuming that wage differentials reflect productivity differentials intrinsic to the workers, like differences in skill or qualification. Observed industry and firm effects on wages suggests, however, that wage differentials may result from causes rather unrelated to intrinsic productivity. This paper considers the polar case of homogeneous labor. The wage differentials emerging here are, thus, unrelated to individual differences. The model used is of an economy with a segmented labor market in which the primary sector industries are characterized by high turnover costs. This induces firms to pay efficiency wages reflecting turnover costs. The turnover case offers some rather surprising yet straightforward conclusions regarding efficiency, discrimination and taxation: Workers capture job rents; wage dispersion is too high; considerable wage differentials may arise from infinitesimally small differences in productivity; and a progressive wage tax will be welfare-enhancing.
The Distribution of Income of Self-employed, Entrepreneurs and Professions as Revealed from Micro Income Tax Statistics in Germany

As simple as it is, results describing the world are heavily dependent on the quality of the
underlying data. One of the very crucial variables in microanalytical analyses of well-being and
human resources is income. The more, when the situation of the self-employed is regarded.
This paper focus on the distribution of income based on very sound data: the German Income
Tax Statistic (Einkommensteuerstatistik) 1992. New is the actual possibility to use for the first
time such a sound microdatabase to analyze the self-employed in particular: a 100.000
microdata sample of the population wide German Income Tax Statistic. New is the comparison
between income from dependent and self-employed work with emphasis on the entrepreneurs
and professions, and new is the indepth decomposition inequality analysis of the aggregated
groups and of the single professions based on an inequality generalized entropy decomposition
approach.
One overall striking result is: the occupational status as an employee, entrepreneur or as a
profession with its connected low between inequality share is by far not the overall driving
factor to ‘explain’ the overall income distribution and inequality picture of the re-unified
Germany; it is the within group inequality which counts in particular.
An economic assessment of the Kyoto Protocol using a global model based on the marginal abatement costs of 12 regions

The Kyoto Protocol incorporates emissions trading, joint implementation and the clean development mechanism to help Annex 1 countries to meet their Kyoto targets at a lower overall cost. Using a global model based on the marginal abatement costs of 12 countries and regions, this paper estimates the contributions of the three Kyoto flexibility mechanisms to meet the total greenhouse gas emissions reductions required of Annex 1 countries under the three trading scenarios respectively. Our results clearly demonstrate that the fewer the restrictions on the use of flexibility mechanisms the gains from their use are greater. The gains are unevenly distributed, however, with Annex 1 countries that have the highest autarkic marginal abatement costs tending to benefit the most. Our results also indicate that restrictions on the use of flexibility mechanisms not only reduce potential of the Annex 1 countries’ efficiency gains, but also are not beneficial to developing countries because they restrict the total financial flows to developing countries under the clean development mechanism.
Successive Trade Liberalization and Wage Inequality

This paper examines the implications of initial conditions in terms of the levels of tariff protection from which countries liberalize their trade regimes on the wage inequality in trading nations. The discussion is confined to the standard two-country Heckscher-Ohlin-Samuelson model to see whether there can be channels, other than those discussed in the recent literature, through which the observed phenomena can be theoretically predicted. The initial conditions are observed to matter in the sense that for countries lowering their tariff levels successively than once and for all, intra-country wage inequality may change asymmetrically at different stages of liberalization.
Bayesian Geoadditive Seemingly Unrelated Regression

Parametric seemingly unrelated regression (SUR) models are a common tool for multivariate regression analysis when error variables are reasonably correlated, so that separate univariate analysis may result in inefficient estimates of covariate effects. A weakness of parametric models is that they require strong assumptions on the functional form of possibly nonlinear effects of metrical covariates. In this paper, we develop a Bayesian semiparametric SUR model, where the usual linear predictors are replaced by more flexible additive predictors allowing for simultaneous nonparametric estimation of such covariate effects and of spatial effects. The approach is based on appropriate smoothness priors which allow different forms and degrees of smoothness in a general framework. Inference is fully Bayesian and uses recent Markov chain Monte Carlo techniques.
Detection of outliers in multivariate data: a method based on clustering and robust estimators

Outlier identification is important in many applications of multivariate analysis. Either because there is some specific interest in finding anomalous observations or as a pre-processing task before the application of some multivariate method, in order to preserve the results from possible harmful effects of those observations. It is also of great interest in supervised classification (or discriminant analysis) if, when predicting group membership, one wants to have the possibility of labelling an observation as ¿does not belong to any of the available groups¿. The identification of outliers in multivariate data is usually based on Mahalanobis distance. The use of robust estimates of the mean and the covariance matrix is advised in order to avoid the masking effect (Rousseeuw and Leroy, 1985; Rousseeuw and von Zomeren, 1990; Rocke and Woodruff, 1996; Becker and Gather, 1999). However, the performance of these rules is still highly dependent of multivariate normality of the bulk of the data. The aim of the method here described is to remove this dependence
Imputation of continuous variables missing at random using the method of simulated scores

For multivariate datasets with missing values, we present a procedure of statistical inference and state its "optimal" properties. Two main assumptions are needed: (1) data are missing at random (MAR); (2) the data generating process is a multivariate normal linear regression. Disentangling the problem of convergence of the iterative estimation/imputation procedure, we show that the estimator is a "method of simulated scores" (a particular case of McFadden's "method of simulated moments"); thus the estimator is equivalent to maximum likelihood if the number of replications is conveniently large, and the whole procedure can be considered an optimal parametric technique for imputation of missing data.
Locally Adaptive Function Estimation for Binary Regression Models

In this paper we present a nonparametric Bayesian approach for fitting unsmooth or highly oscillating functions in regression models with binary responses. The approach extends previous work by Lang et al. (2002) for Gaussian responses. Nonlinear functions are modelled by first or second order random walk priors with locally varying variances or smoothing parameters. Estimation is fully Bayesian and uses latent utility representations of binary regression models for efficient block sampling from the full conditionals of nonlinear functions.
Foreign banks are branching out: changing geographies of Hungarian banking, 1987-1999

This is a chapter from the book Transformations in Hungary: Essays in Economy and Society. The definitive version is available at: http://link.springer.com/chapter/10.1007/978-3-642-57584-6_3# . The original publication is available at www.springerlink.comWalking through the streets of Budapest in spring 1999 could have given you the following impression: the supermarkets (Spar), the milk products sold there (Danone, Müller), and the property markets (OBI) come from different Western European countries such as the Netherlands, France and Germany. Almost all fast food restaurants (McDonalds, Pizza Hut, KFC) and many hotels (Hilton, Mariott) have their origins in the US; shoes and clothes offered in downtown are designed in Italy or France (Benetton, Marco Polo); medicine is predominantly produced in Switzerland (Novartis, Roche) and the banks as well as the car dealerships have their roots everywhere in the so-called Western world - usually including Japan and other Asian countries with major (car) companies - but not in Hungary itself...
Optimization of an n-person game under linear side conditions

This paper is concerned with n-person games which typically occur in mathematical conflict models [cf. cite{4}, cite{7},cite{9}]. These games are so called cost-games, in which every actor tries to minimize his own costs and the costs are interlinked by a system of linear inequalities. It is shown that, if the players cooperate, i.e., minimize the sum of all the costs, they achieve a Nash Equilibrium. In order to determine Nash Equilibria, the simplex method can be applied with respect to the dual problem. An important special case is discussed and numerical examples are presented
Remediation and Management of Degraded River Basins with Emphasis on Central and Eastern Europe

Leading experts present methodologies for basinwide approaches to water quality restoration. In 15 chapters the identification of pollution sources, definition of standards and their attainability, surface and groundwater modeling, remediation of contaminated soils and sediments, development and implementation of low cost treatment technologies, basinwide water quality management and remediation, and economic and institutional issues are covered. The book focuses on the situation in central and eastern European countries; however, the topics and solutions are of general interest and have worldwide applications
Trade regimes and Gatt: resource intensive vs. knowledge intensive growth, Chapter 10

Trading blocks can help or hinder the liberalization of world trade. A determining factor is whether trade within the block is organized around traditional comparative advantages, or around economies of scale. Regional free trade agreements such as NAFTA can be a substitutes for global free trade when they are based on traditional comparative advantages; then each regional market develops market power and incentives to impose tariffs on the rest of the world. Alternatively, regional trade agreements can be complementary to global free trade. This occurs when the blocks are organized around the exploitation of economies of scale and based on knowledge-intensive sectors. I establish that external economies of scale produce incentives for expanded trade; they can defeat the standard arguments for "optimal tariffs" and mitigate another negative feature of trading blocks: their tendency to divert trade from efficient to inefficient sources. The emergence of regional blocks organized around economies of scale can therefore lead to increasingly open international markets. I discuss policy implications for the EU and for free trade in the Americas.