ppxscal/embedding_network huggingface dataset:
Methods for the rapid solution of the pricing PIDEs in exponential and Merton models
Authors: Anita Mayo
Venue: Journal of Computational and Applied Mathematics (2008)

The pricing equations for options on assets that follow jump-diffusion processes contain integrals in addition to the usual differential terms. These integrals usually make such equations expensive to solve numerically. Although Fast Fourier Transform methods can be used to to evaluate the integrals at all mesh points simultaneously, they are costly since the computational region must be extended in order to avoid problems with wrap around. Other numerical difficulties arise when the density function for the jump size is not smooth, as in the Kou double exponential model. We present new solution methods which are based on the fact that even when the problems contain time-dependent parameters the integrals often satisfy easily solved ordinary or parabolic partial differential equations. In particular, we show that by using the operator splitting method proposed by Andersen and Andreasen it is possible to reduce the solution of the pricing equation in the Kou and similar models to a sequence of ordinary differential equations at each time step. We discuss the methods and present results of numerical experiments.
Process Construction and Analysis for Workflows Modelled by Adhesive HLR Systems with Application Conditions
Authors: Frank Hermann
Venue: Proceedings of the 4th international conference on Graph Transformations (2008)

Graph transformation systems (gts) are suitable for modelling concurrent and distributed behaviour of systems and in particular of workflows. Analysis of the behaviour of these models is in general highly complex, but it is of main interest, especially for optimizing the system execution. Main focus of the PhD project is a formal approach for constructing the process of a workflow scenario to support possibilities of efficient analysis and execution. Based on the abstract framework of adhesive high level replacement systems the developed techniques will be applied on two levels. First, the framework is instantiated to different kinds of graph as well as Petri net transformation systems, which are key ingredient for modelling mobile networks in [1]. In the second level, the modelling techniques are used to specify the production of industrial products, which can involve several thousands of production steps. A case study will show how a chain of production steps taken from a real production facility can be modelled as gts derivation. Formal techniques for process construction and analysis known for basic cases only have to be extended in various dimensions in order to be applied to the model and in general to the domain of workflows. A practical evaluation will compare the results with those derived by standard techniques for process analysis.
An Architecture for Hybrid P2P Free-Text Search
Authors: Avi Rosenfeld, Claudia V. Goldman, Gal A. Kaminka, Sarit Kraus
Venue: Proceedings of the 11th international workshop on Cooperative Information Agents XI (2007)

Recent advances in peer to peer (P2P) search algorithms have presented viable structured and unstructured approaches for full-text search. We posit that these existing approaches are each best suited for different types of queries. We present PHIRST, the first system to facilitate effective full-text search within P2P networks. PHIRST works by effectively leveraging between the relative strengths of these approaches. Similar to structured approaches, agents first publish terms within their stored documents. However, frequent terms are quickly identified and not exhaustively stored, resulting in a significantly reduction in the system's storage requirements. During query lookup, agents use unstructured searches to compensate for the lack of fully published terms. Additionally, they explicitly weigh between the costs involved with structured and unstructured approaches, allowing for a significant reduction in query costs. We evaluated the effectiveness of our approach using both real-world and artificial queries. We found that in most situations our approach yields near perfect recall. We discuss the limitations of our system, as well as possible compensatory strategies.
Blur Insensitive Texture Classification Using Local Phase Quantization
Authors: Ville Ojansivu, Janne Heikkilä
Venue: Proceedings of the 3rd international conference on Image and Signal Processing (2008)

In this paper, we propose a new descriptor for texture classification that is robust to image blurring. The descriptor utilizes phase information computed locally in a window for every image position. The phases of the four low-frequency coefficients are decorrelated and uniformly quantized in an eight-dimensional space. A histogram of the resulting code words is created and used as a feature in texture classification. Ideally, the low-frequency phase components are shown to be invariant to centrally symmetric blur. Although this ideal invariance is not completely achieved due to the finite window size, the method is still highly insensitive to blur. Because only phase information is used, the method is also invariant to uniform illumination changes. According to our experiments, the classification accuracy of blurred texture images is much higher with the new method than with the well-known LBP or Gabor filter bank methods. Interestingly, it is also slightly better for textures that are not blurred.
Adapting BitTorrent to Wireless Ad Hoc Networks
Authors: Mohamed Karim Sbai, Chadi Barakat, Jaeyoung Choi, Anwar Al Hamra, Thierry Turletti
Venue: Proceedings of the 7th international conference on Ad-hoc, Mobile and Wireless Networks (2008)

BitTorrent is one of the Internet's most efficient content distribution protocols. It is known to perform very well over the wired Internet where end-to-end performance is almost guaranteed. However, in wireless ad hoc networks, many constraints appear as the scarcity of resources and their shared nature, which make running BitTorrent with its default configuration not lead to best performances. To these constraints it adds the fact that peers are both routers and end-users and that TCP-performance drops seriously with the number of hops. We show in this work that the neighbor selection mechanism in BitTorrent plays an important role in determining the performance of the protocol when deployed over a wireless ad hoc network. It is no longer efficient to choose and treat with peers independently of their location. A first solution is to limit the scope of the neighborhood. In this case, TCP connections are fast but there is no more diversity of pieces in the network: pieces propagate in a unique direction from the seed to distant peers. This prohibits peers from reciprocating data and leads to low sharing ratios and suboptimal utilization of network resources. To recover from these impairments, we propose an enhancement to BitTorrent which aims to minimize the time to download the content and at the same time to enforce cooperation among peers. Our solution considers a restricted neighborhood to reduce routing overhead and to improve throughput, while establishing few connections to remote peers to improve diversity of pieces. With the help of extensive NS-2 simulations, we show that these enhancements to BitTorrent significantly improve the file completion time while fully profiting from the incentives implemented in BitTorrent to enforce fair sharing.
New Control Strategy for Multiphase Matrix Converter
Authors: Jerzy Szczepanik, Tomasz Sienko
Venue: Proceedings of the 2008 19th International Conference on Systems Engineering (2008)

The paper shows a new control strategy for the matrix converter, witch can be applied to the multiphase device. Multiphase converters (12x12 structures) do not require costly and non effective filters and show much better over all performance than three phase ones, thus they can be utilized on a large scale. The task to be carried out by the MC, is to transform an N-phase, symmetric system of voltages of certain frequency to the N-phase symmetric system of voltages with different frequency and shifted by an arbitrary initial angle. The research includes detailed development of the converter's control procedure and its initial evaluation and describes the properties of the MC working under proposed algorithm. The evaluation of the proposed procedure is done using Matlab Simulink programming.
On clustering RSS fingerprints for improving scalability of performance prediction of indoor positioning systems
Authors: Nattapong Swangmuang, Prashant V. Krishnamurthy
Venue: Proceedings of the first ACM international workshop on Mobile entity localization and tracking in GPS-less environments (2008)

We previously developed an analytical model in [8] to predict the precision and accuracy performance of indoor positioning systems using location fingerprints. A by-product of the model is the ability to eliminate unnecessary fingerprints to reduce the number of fingerprints in a radio map for comparison without loss in performance. This model enables computation of an approximate probability distribution of location selection, by employing a proximity graph to extract neighbor and non-neighbor sets of a given fingerprint. However, employing the model 'as is' in a system with many location fingerprints requires determining a single large proximity graph derived from all location fingerprints which may involve significant computational effort. In this paper, we consider two techniques to divide location fingerprints into smaller clusters. Separate proximity graphs for each cluster are now used to predict performance and eliminate unnecessary location fingerprints. Results show that the computational effort can be reduced, creating a more scalable analytical model, while still predicting and enabling good precision performance.
Eye Knowledge Network: A Social Network for the Eye Care Community
Authors: Rudi Verago, Fabian Chatwin Cedrati, Fabio D'Alessi, Arrigo Zanette
Venue: Proceedings of the 1st world summit on The Knowledge Society: Emerging Technologies and Information Systems for the Knowledge Society (2008)

Eye Knowledge Network (EKN) aims at creating a complete framework for collaboration and interaction between eye care professionals. EKN exploits resources and concepts of Web 2.0 to set up a continuously growing "virtual library" of multimedia data (images, videos, animations) and an interacting set of tools for supporting the discussion. Being the clinical case media the pinning point for the medical research and application, the social network is oriented to the creation of specific discussion threads and to develop connections based on similarity and analogies. All the media and the discussions are tagged by the system which incorporates an ontology specialized in medical and eye care field and that provides smart search and a recommendation system. An hybrid recommendation approach, both content-based and collaborative, builds a multicriteria ranking system of objects and users. The media upload to the library allows the flexibility to dynamically interact with the data representations pointing out regions and highlighting areas of interest.
On the Efficiency of Impact Based Heuristics
Authors: Marco Correia, Pedro Barahona
Venue: Proceedings of the 14th international conference on Principles and Practice of Constraint Programming (2008)

Recently proposed impact based heuristics have been shown to outperform other instances of the first-fail policy such as the common dom and dom/deg heuristics. This paper compares the behaviour of a constraint and a variable centered impact based heuristic and relates it to the amount of constraint propagation inherent to the model of the problem. Additionally, it presents results which suggest that a lookahead impact heuristic we recently proposed might be the best choice for problems with low locality and where constraint propagation plays an important role.
The capacity and distance constrained plant location problem
Authors: Maria Albareda-Sambola, Elena Fernández, Gilbert Laporte
Venue: Computers and Operations Research (2009)

This article introduces a new problem called the Capacity and Distance Constrained Plant Location Problem. It is an extension of the discrete capacitated plant location problem, where the customers assigned to each plant have to be packed in groups that will be served by one vehicle each. The constraints include two types of capacity. On the one hand plants are capacitated, and the demands of the customers are indivisible. On the other hand, the total distance traveled by each vehicle to serve its assigned customers in round trips plant-customer-plant is also limited. The paper addresses different modeling aspects of the problem. It describes a tabu search algorithm for its solution. Extensive computational tests indicate that the proposed heuristic consistently yields optimal or near-optimal solutions.
Learning in Friedberg Numberings
Authors: Sanjay Jain, Frank Stephan
Venue: Proceedings of the 18th international conference on Algorithmic Learning Theory (2007)

In this paper we consider learnability in some special numberings, such as Friedberg numberings, which contain all the recursively enumerable languages, but have simpler grammar equivalence problem compared to acceptable numberings. We show that every explanatorily learnable class can be learnt in some Friedberg numbering. However, such a result does not hold for behaviourally correct learning or finite learning. One can also show that some Friedberg numberings are so restrictive that all classes which can be explanatorily learnt in such Friedberg numberings have only finitely many infinite languages. We also study similar questions for several properties of learners such as consistency, conservativeness, prudence, iterativeness and non U-shaped learning. Besides Friedberg numberings, we also consider the above problems for programming systems with K-recursive grammar equivalence problem.
Domain Axioms for a Family of Near-Semirings
Authors: Jules Desharnais, Georg Struth
Venue: Proceedings of the 12th international conference on Algebraic Methodology and Software Technology (2008)

Axioms for domain operations in several variants of Kleene algebras and their semiring reducts are presented. They provide abstract enabledness conditions for algebras designed for the verification and refinement of action systems, probabilistic protocols, basic processes and games. The axiomatisations are simpler, more uniform and more flexible than previous attempts; they are especially suited for automated deduction. This is further demonstrated through the automated verification of some classical refinement laws for action systems.
Public Signs Sight Assessment for Low Vision through Eye Tracking
Authors: Hisayuki Tatsumi, Yasuyuki Murai, Iwao Sekita, Masahiro Miyakawa
Venue: Proceedings of the 11th international conference on Computers Helping People with Special Needs (2008)

Using eye tracking technique we examine experimentally ease of finding out public signs in the streets and indoor of public buildings by low vision people. We found that they are hardly noticing the public signs while walking around such places under clear weather condition. We suggest that eye tracking is helpful for the further visibility study of low vision.
CG-Guided Signature of Polygon
Authors: Hina Jain, Laxmi Gewali
Venue: Proceedings of the 2008 19th International Conference on Systems Engineering (2008)

The notion of signature has been useful in measuring similarity between shapes. The standard signature of all convex polygons are identical. We propose a variation of standard signature which is capable of distinguishing different convex shapes.
Enhancing Micro-Aggregation Technique by Utilizing Dependence-Based Information in Secure Statistical Databases
Authors: B. John Oommen, Ebaa Fayyoumi
Venue: Proceedings of the 13th Australasian conference on Information Security and Privacy (2008)

We consider the Micro-Aggregation Problem (MAP) in secure statistical databases which involves partitioning a set of individual records in a micro-data file into a number of mutually exclusive and exhaustive groups. This problem, which seeks for the best partition of the micro-data file, is known to be NP-hard, and has been tackled using many heuristic solutions. In this paper, we would like to demonstrate that in the process of developing Micro-Aggregation Techniques (MATs), it is expedient to incorporate information about the dependence between the random variables in the micro-data file. This can be achieved by pre-processing the micro-data before invoking any MAT, in order to extract the useful dependence information from the joint probability distribution of the variables in the micro-data file, and then accomplishing the micro-aggregation on the "maximally independent" variables. Our results, on real life data sets, show that including such information will enhance the process of determining how many variables are to be used, and which of them should be used in the micro-aggregation process.
Model-based diagnosis of controllers for data risk overflow
Authors: Calin Ciufudean, Constantin Filote, Dumitru Amarandei
Venue: Proceedings of the 10th WSEAS International Conference on Automatic Control, Modelling & Simulation (2008)

An important characteristic of data transmission systems (DTS's) is modularity. Since high transfer lines are widely used and constitute an important subclass of DTS's, in this paper we focus on formal analysis of logic controllers for high volume transfer lines. We propose a systematic approach to model and to verify the space size of the logic controllers using Petri nets. We consider that Petri net models of DTS's can be decomposed in a few typical modules and the analysis of the entire system is made following a bottom-up algorithm. We have chosen to model the logic controllers with Petri nets, in order to take advantage of well developed theories for analysis and verification.
An agent-based electrical power market
Authors: Jaime Cerda Jacobo, David De Roure, Enrico H. Gerding
Venue: Proceedings of the 7th international joint conference on Autonomous agents and multiagent systems: demo papers (2008)

This demonstration shows an agent-based model for the electricity power market, in which the optimal power flow is determined in a bottom-up fashion. Here, each agent controls a single electrical node consisting of several power generators, loads (consumer demand), and is connected to neighbouring nodes through transmission lines. Furthermore, each of the components has associated physical constraints, such as the line and generators' capacities. Through a process resembling tatonnement in markets, the optimal system solution which maximises social welfare is reached within a few iterations. The demonstrator visualises this process and also shows how the various constraints affect the system behaviour and how this changes with different settings.
Cloudy weather
Authors: Lynn Greiner
Venue: netWorker (2008)

Like the soggy summer just past, the climate in the computing cloud is, shall we say, less than ideal these days.
Dynamic Optical Path Switching for Ultra-Low Energy Consumption and Its Enabling Device Technologies
Authors: S. Namiki, T. Hasama, M. Mori, M. Watanabe, H. Ishikawa
Venue: Proceedings of the 2008 International Symposium on Applications and the Internet (2008)

A serious limitation of energy consumption will prevent the current network technologies from scaling up their capacity to the constantly increasing network traffic, and completely novel network technologies should therefore be sought circumventing the energy ceiling so as to allow the ever-increasing traffic. The potential of dynamic optical path switching is pointed out, and some of the enabling device technologies along with associated challenges are discussed.
Investigation of Research towards Efficient Social Peer-to-Peer Networks
Authors: Lu Liu, Nick Antonopoulos, Jie Xu, Duncan Russell
Venue: Proceedings of the 2008 The Third International Multi-Conference on Computing in the Global Information Technology (iccgi 2008) (2008)

Peer-to-peer (P2P) networks attract attentions worldwide with their great success in file sharing networks (e.g. Napster, Gnutella, BitTorrent, and Kazaa). In the last decade, numerous studies have been devoted to the problem of resource discovery in P2P networks. However, efficient resource discovery remains a key challenge for large-scale P2P networks. An investigation of existing research on resource discovery towards efficient social P2P networks will be given in this paper.
An Ontology-Driven Agent-Based Clinical Guideline Execution Engine
Authors: David Isern, David Sànchez, Antonio Moreno
Venue: Proceedings of the 11th conference on Artificial Intelligence in Medicine (2007)

One of the hardest tasks in any healthcare application is the management of knowledge. Organisational information as well as medical concepts should be represented in an appropriate way in order to improve interoperability among existing systems, to allow the implementation of knowledge-based intelligent systems, or to provide high level support to healthcare professionals. This paper proposes the inclusion of an especially designed ontology into an agent-based medical platform called HeCaSe2. The ontology has been constructed as an external resource, allowing agents to coordinate complex activities defined in any clinical guideline.
Multi-agent search using sensors with heterogeneous capabilities
Authors: K. R. Guruprasad
Venue: Proceedings of the 7th international joint conference on Autonomous agents and multiagent systems: doctoral mentoring program (2008)

In this thesis we address the problem of multi-agent search. We formulate two deploy and search strategies based on optimal deployment of agents in search space so as to maximize the search effectiveness in a single step. We show that a variation of centroidal Voronoi configuration is the optimal deployment. When the agents have sensors with different capabilities, the problem will be heterogeneous in nature. We introduce a new concept namely, generalized Voronoi partition in order to formulate and solve the heterogeneous multi-agent search problem. We address a few theoretical issues such as optimality of deployment, convergence and spatial distributedness of the control law and the search strategies. Simulation experiments are carried out to compare performances of the proposed strategies with a few simple search strategies.
Bookmap --- A Topic Maps Based Web Application for Organising Bookmarks
Authors: Tobias Hofmann, Martin Pradella
Venue: Scaling Topic Maps: Third International Conference on Topic Maps Research and Applications, TMRA 2007 Leipzig, Germany, October 11-12, 2007 Revised Selected Papers (2008)

This paper proposes a basic ontology for use in topic maps storing semantic information on bookmark collections. Furthermore, we introduce a data model allowing to implement such a system on a LAMP (Linux, Apache, MySQL, PHP) platform, extended with the Cake-PHP framework. A prototype has been developed as proof of concept, where the use of AJAX and drag and drop capabilities in the browser resulted in a good user experience during a preliminary user evaluation.
Taiwan: Focus on the Information Security Market
Authors: Chin-Chen Chang, Wei-Bin Lee
Venue: IT Professional (2003)

Taiwan's government intends to grow its information security market at an average of 29.8 percent over six years.
Improving Software Development Process Implemented in Team Project Course
Authors: Iwona Dubielewicz, Bogumiła Hnatkowska
Venue: Proceedings of the 8th international conference on Computational Science, Part II (2008)

The paper presents an assessment approach to software development process used within students' team project. The assessment is based on exemplary Process Assessment Model given in ISO/IEC 15504-5 standard. The results of the assessment suggest the area of improvement in our software development process realization. The history, context and basic assumptions established and proposed for the future improvements in the course are given.