ppxscal/embedding_network huggingface dataset:
Portfolio Selection with Robust Estimation
Authors: Victor DeMiguel, Francisco J. Nogales
Venue: Operations Research (2009)

Mean-variance portfolios constructed using the sample mean and covariance matrix of asset returns perform poorly out of sample due to estimation error. Moreover, it is commonly accepted that estimation error in the sample mean is much larger than in the sample covariance matrix. For this reason, researchers have recently focused on the minimum-variance portfolio, which relies solely on estimates of the covariance matrix, and thus usually performs better out of sample. However, even the minimum-variance portfolios are quite sensitive to estimation error and have unstable weights that fluctuate substantially over time. In this paper, we propose a class of portfolios that have better stability properties than the traditional minimum-variance portfolios. The proposed portfolios are constructed using certain robust estimators and can be computed by solving a single nonlinear program, where robust estimation and portfolio optimization are performed in a single step. We show analytically that the resulting portfolio weights are less sensitive to changes in the asset-return distribution than those of the traditional portfolios. Moreover, our numerical results on simulated and empirical data confirm that the proposed portfolios are more stable than the traditional minimum-variance portfolios, while preserving (or slightly improving) their relatively good out-of-sample performance.
The Real Cost of a CPU Hour
Authors: Edward Walker
Venue: Computer (2009)

IT organizations can now outsource computer hardware by leasing CPU time through cloud computing services. A proposed modeling tool can quantitatively compare the cost of leasing CPU time from these online services to that of purchasing and using a server cluster of equivalent capability.
A multi-agent system of adaptive production networks
Authors: Samir Hamichi, Zahia Guessoum, Diana Mangalagiu
Venue: Proceedings of The 8th International Conference on Autonomous Agents and Multiagent Systems - Volume 2 (2009)

Production networks of firms linked by supply-customer relationships embedded in a geographical space are among the phenomena not yet well understood by practitioners and scientists. A production network can be defined as a network of autonomous or semiautonomous business entities collectively responsible for procurement, manufacturing and distribution activities associated with one or more families of related products. Such networks are highly non-linear and exhibit complex behavior through the interplay of their structure, environment and function, this complexity making it difficult to manage, control or even predict them. Production networks, supply chains and their management have received considerable attention from researchers in various disciplines over the past two decades. Agent-based modeling (ABM) and simulation are regarded as one of the best candidates for addressing different aspects of these networks. Indeed, ABMs allow the study of complex systems such as production networks, from a micro-macro evolutionary modeling perspective. They are able to take into account both the issue of heterogeneity and autonomy of the agents, the relevance of their temporal-spatial dynamic relations and the emergent evolutionary nature of collective phenomena.
Automated control in cloud computing: challenges and opportunities
Authors: Harold C. Lim, Shivnath Babu, Jeffrey S. Chase, Sujay S. Parekh
Venue: Proceedings of the 1st workshop on Automated control for datacenters and clouds (2009)

With advances in virtualization technology, virtual machine services offered by cloud utility providers are becoming increasingly powerful, anchoring the ecosystem of cloud services. Virtual computing services are attractive in part because they enable customers to acquire and release computing resources for guest applications adaptively in response to load surges and other dynamic behaviors. ``Elastic'' cloud computing APIs present a natural opportunity for feedback controllers to automate this adaptive resource provisioning, and many recent works have explored feedback control policies for a variety of network services under various assumptions. This paper addresses the challenge of building an effective controller as a customer add-on outside of the cloud utility service itself. Such external controllers must function within the constraints of the utility service APIs. It is important to consider techniques for effective feedback control using cloud APIs, as well as how to design those APIs to enable more effective control. As one example, we explore proportional thresholding, a policy enhancement for feedback controllers that enables stable control across a wide range of guest cluster sizes using the coarse-grained control offered by popular virtual compute cloud services.
From dynamic influence nets to dynamic Bayesian networks: A transformation algorithm
Authors: Sajjad Haider
Venue: International Journal of Intelligent Systems (2009)

This paper presents an algorithm to transform a dynamic influence net (DIN) into a dynamic Bayesian network (DBN). The transformation aims to bring the best of both probabilistic reasoning paradigms. The advantages of DINs lie in their ability to represent causal and time-varying information in a compact and easy-to-understand manner. They facilitate a system modeler in connecting a set of desired effects and a set of actionable events through a series of dynamically changing cause and effect relationships. The resultant probabilistic model is then used to analyze different courses of action in terms of their effectiveness to achieve the desired effect(s). The major drawback of DINs is their inability to incorporate evidence that arrive during the execution of a course of action (COA). Several belief-updating algorithms, on the other hand, have been developed for DBNs that enable a system modeler to insert evidence in dynamic probabilistic models. Dynamic Bayesian networks, however, suffer from the intractability of knowledge acquisition. The presented transformation algorithm combines the advantages of both DINs and DBNs. It enables a system analyst to capture a complex situation using a DIN and pick the best (or close-to-best) COA that maximizes the likelihood of achieving the desired effect. During the execution, if evidence becomes available, the DIN is converted into an equivalent DBN and beliefs of other nodes in the network are updated. If required, the selected COA can be revised on the basis of the recently received evidence. The presented methodology is applicable in domains requiring strategic level decision making in highly complex situations, such as war games, real-time strategy video games, and business simulation games. &copy; 2009 Wiley Periodicals, Inc. The ACM Portal is published by the Association for Computing Machinery. Copyright © 2010 ACM, Inc. Terms of Usage Privacy Policy Code of Ethics Contact Us Useful downloads: Adobe Acrobat QuickTime Windows Media Player Real Player
Towards Compositional Safety Analysis via Semantic Representation of Component Failure Behaviour
Authors: Konstantinos Mokos, Panagiotis Katsaros, Nick Bassiliades, Vangelis Vassiliadis, Maxime Perrotin
Venue: Proceeding of the 2008 conference on Knowledge-Based Software Engineering: Proceedings of the Eighth Joint Conference on Knowledge-Based Software Engineering (2008)

In dependable systems engineering safety assessment of complex designs that involve software and hardware components is one of the most difficult tasks required. Due to the different modelling languages and models that are used for complementary tasks, the model and specification artefacts are not easily shared by the experts involved in the design process. Moreover, the structural and semantic differences of the used language representations open a possibility for inconsistencies between the corresponding models. This work explores the role of an ontology representation of component failure behaviour as a basis for automated model transformations, as well as a library of reusable knowledge artefacts to be used in different modelling languages and models. The presented approach was motivated by recent findings and requirements derived from European industrial-driven research and development projects This work is partly funded by the European Space Agency (ESA) Contract Ref: RFQ3-12080/07/NL/FM/na.
Video JET: packet loss-resilient video joint encryption and transmission based on media-hash-embedded residual data
Authors: Jian-Ru Chen, Shih-Wei Sun, Chun-Shien Lu, Pao-Chi Chang
Venue: Multimedia Tools and Applications (2009)

Media encryption technologies actively play the first line of defense in securing the access of multimedia data. Traditional cryptographic encryption can achieve provable security but is unfortunately sensitive to a single bit error, which will cause an unreliable packet to be dropped creating packet loss. In order to achieve robust media encryption, the requirement of error resilience can be achieved with error-resilient media transmission. This study proposes a video joint encryption and transmission (video JET) scheme by exploiting media hash-embedded residual data to achieve motion estimation and compensation for recovering lost packets, while maintaining format compliance and cryptographic provable security. Interestingly, since video block hash preserves the condensed content to facilitate search of similar blocks, motion estimation is implicitly performed through robust media hash matching --- which is the unique characteristic of our method. We analyze and compare the performance of resilience to (bursty) packet loss between the proposed method and forward error correction (FEC), which has been extensively employed to protect video packets over error-prone networks. The feasibility of our packet loss-resilient video JET approach is further demonstrated through experimental results.
Development of remote control and monitoring of web-based distributed OPC system
Authors: Cihan Şahin, Emine Doğru Bolat
Venue: Computer Standards Interfaces (2009)

This paper focuses on implementing remote control and monitoring of a web-based distributed OLE for Process Control (OPC) system. Remote monitoring and control of OPC-based systems realized at N different local control points on the Internet are achieved by using a distributed OPC (DOPC) architecture. In this proposed architecture, every local control center can control and monitor every other control point. DOPC architecture is developed by using an OPC standard created for the automation industry. This OPC was developed as an industrial standard using Microsoft's Object Linking and Embedding (OLE) technology. OPC enables different control devices to communicate with each other by exchanging data. This proposed architecture permits different OPC-based process control architectures from a wide range of fields to communicate with each other. Thus, OPC-based local control systems located in different places can communicate with each other on the Internet without using bus architecture. The basic functions of the proposed system were implemented using the Delphi software package. Local control architectures developed at N points can communicate with each other and a remote control point on a dynamic web page constructed using Active Server Pages (ASP). Consequently, the proposed DOPC architecture allows the user to control and monitor local systems from any location with internet access, and to implement data exchange between N OPC points.
Timestepped stochastic simulation of 802.11 wlans
Authors: A. Udaya Shankar
Venue:  (2008)

Performance evaluation of computer networks is primarily done using packet-level simulation because analytical methods typically cannot adequately capture the combination of state-dependent control mechanisms (such as TCP congestion control) and stochastic behavior exhibited by networks. However, packet-level simulation becomes prohibitively expensive as link speeds, workloads, and network size increase. Timestepped Stochastic Simulation (TSS) overcomes scalability problems of packet-level simulation by generating a sample path of the system state S(t) at time t = &delta;,2&delta;,&middot;&middot;&middot;, rather than at each packet transmission. In each timestep [t,t + &delta;], the distribution Pr[S(t + &delta;)| S(t)] is obtained analytically, and S( t + &delta;) is sampled from it. This dissertation presents TSS for shared links, specifically, 802.11 WLAN links. Our method computes sample paths of instantaneous goodput Ni(t) for all stations "i" in a WLAN over timesteps of length &delta;. For accurate modeling of higher layer protocols, &delta; should be lesser than their control timescales (e.g., TCP's round-trip time). At typical values of &delta; (e.g., 50ms), Ni(t)'s are correlated across timesteps (e.g., a station with high contention window has low goodput for several timesteps) as well as across stations (since they share the same media). To model these correlations, we obtain, jointly with the Ni( t)'s, sample paths of the WLAN's state, which consists of a contention window and a backoff counter at each station. Comparisons with packet level simulations show that TSS is accurate and provides up to two orders of magnitude improvement in simulation runtime.
Strict bounds for computed stress intensity factors
Authors: J. Panetier, P. Ladevèze, F. Louf
Venue: Computers and Structures (2009)

This paper addresses the subject of local error estimators for finite element methods involving local enrichment. More precisely, we focus on the extended finite element method, which was developed in the last decade for fracture mechanics. We present a method for the calculation of accurate strict bounds of mixed-mode stress intensity factors associated with an extraction operator and the theory of error in constitutive relation. This method has already been shown to be effective for standard finite elements. The objective of this paper is to show that it can easily be adapted to the extended finite element method.
Point/Counterpoint
Authors: Les Hatton, Michiel van Genuchten
Venue: IEEE Software (2009)

Les Hatton ("Embedded versus Application—They're Much the Same") and Michiel van Genuchten ("Embedded Software Isn't Future Proof") discuss whether significant differences exist between embedded and application software.
A proposed encoder design scheme for turbo-encoded OCDMA-BPPM system
Authors: Muralidhar Kulkarni
Venue: Proceedings of the 7th WSEAS international conference on System science and simulation in engineering (2008)

An application specific design process has been proposed to implement a Turbo-encoded Optical Code Division Multiple Access system modulated using Binary Pulse Position Modulation (BPPM) for transmission over optical fiber channels. The design process follows a modular approach and consists of four distinct modules RSC encoder, Pseudorandom Interleaver, Parallely to Serial Converter, BPPM circuit. A reference system has been designed for a frame size of 16 bits. Bit error rates were calculated for this reference design, assuming 10 simultaneous users using 5 iterations of the MAP decoding algorithm at various values of SNR for the two obtainable code rates (1/2; 1/3).
Technical Note---A Multiperiod Model of Inventory Competition
Authors: Mahesh Nagarajan, S. Rajagopalan
Venue: Operations Research (2009)

This paper explores when it is important for firms to consider stockout-based substitution and competitor's inventory levels in making inventory decisions in the context of a duopoly model. To address this question, we consider a model where two newsvendors sell substitutable products in a market with aggregate market demand D. The two firms get a proportion p and (1-p) of this demand, where p is random. We characterize the equilibrium inventory levels of the two firms in a single-period model and show the striking property that, under certain reasonable conditions on the cost parameters, the two firms ignore their competitor's inventory levels and potential substitution demand, i.e., their inventory decisions are decoupled. Furthermore, we show under slightly more restrictive conditions on the cost parameters that the single-period results can be extended to the case where D is random. Finally, we extend the decoupling property to a multiperiod periodic review scenario and show that the resulting Nash equilibrium can be characterized simply as the solution to a single-product dynamic newsvendor problem that ignores substitution demand.
Investigating mobile wireless technology adoption: An extension of the technology acceptance model
Authors: Sanghyun Kim, Gary Garrison
Venue: Information Systems Frontiers (2009)

This research represents a theoretical extension of the Technology Acceptance Model (TAM), which IS researchers have used to explain technologies' perceived usefulness and individuals intention to use it. The authors developed a model, referred to as the Mobile Wireless Technology Acceptance Model (MWTAM), to test the relationship between theoretical constructs spanning technological influence processes (Perceived Ubiquity, and Perceived Reachability) and cognitive influence processes (Job Relevance, Perceived Usefulness, and Perceived Ease of Use) and their impact on Behavioral Intention. MWTAM is assessed using data collected from an online survey and analyzed using AMOS 5.0. Results provide evidence to support MWTAM as both the technological and cognitive influence processes accounted for 58.7% of the variance explained in an individual's Behavioral Intention toward using mobile wireless technology. Additionally, the path coefficients between constructs ranged from 0.241 to 0.572 providing further evidence to support the theoretical extension of TAM.
Perl Scripting for Windows Security: Live Response, Forensic Analysis, and Monitoring
Authors: Harlan Carvey, Jeremy Faircloth
Venue:  (2007)

I decided to write this book for a couple of reasons. One was that I've now written a couple of books that have to do with incident response and forensic analysis on Windows systems, and I used a lot of Perl in both books. Okay.I'll come clean.I used nothing but Perl in both books! What I've seen as a result of this is that many readers want to use the tools, but don't know how.they simply aren't familiar with Perl, with interpreted (or scripting) languages in general, and may not be entirely comfortable with running tools at the command line. This book is intended for anyone who has an interest in useful Perl scripting, in particular on the Windows platform, for the purpose of incident response, and forensic analysis, and application monitoring. While a thorough grounding in scripting languages (or in Perl specifically) is not required, it helpful in fully and more completely understanding the material and code presented in this book. This book contains information that is useful to consultants who perform incident response and computer forensics, specifically as those activities pertain to MS Windows systems (Windows 2000, XP, 2003, and some Vista). My hope is that not only will consultants (such as myself) find this material valuable, but so will system administrators, law enforcement officers, and students in undergraduate and graduate programs focusing on computer forensics. *Perl Scripting for Live ResponseUsing Perl, there's a great deal of information you can retrieve from systems, locally or remotely, as part of troubleshooting or investigating an issue. Perl scripts can be run from a central management point, reaching out to remote systems in order to collect information, or they can be "compiled" into standalone executables using PAR, PerlApp, or Perl2Exe so that they can be run on systems that do not have ActiveState's Perl distribution (or any other Perl distribution) installed.*Perl Scripting for Computer Forensic AnalysisPerl is an extremely useful and powerful tool for performing computer forensic analysis. While there are applications available that let an examiner access acquired images and perform some modicum of visualization, there are relatively few tools that meet the specific needs of a specific examiner working on a specific case. This is where the use of Perl really shines through and becomes apparent.*Perl Scripting for Application MonitoringWorking with enterprise-level Windows applications requires a great deal of analysis and constant monitoring. Automating the monitoring portion of this effort can save a great deal of time, reduce system downtimes, and improve the reliability of your overall application. By utilizing Perl scripts and integrating them with the application technology, you can easily build a simple monitoring framework that can alert you to current or future application issues.
Plenary lecture 1: on some properties of fuzzy systems
Authors: Constantin Volosencu
Venue: Proceedings of the 8th WSEAS international conference on Signal processing, robotics and automation (2009)

The paper presents a short review of some main properties of fuzzy systems useful in control. Fuzzy rule bases and fuzzy systems may be seen as applications between real or fuzzy sets. They have algebraic properties as commutative law, neutral element and symmetric elements. The fuzzy systems, implemented using different rule bases, fuzzy values, membership functions, fuzzyfication and defuzzification methods have sector property. The paper is emphasising a spatial sector property, useful in stability analysis with Lyapunov techniques. The fuzzy systems may be characterised with SISO and MIMO transfer characteristics. These transfer characteristics are used in the pseudo-equivalence of the fuzzy PI controllers with linear PI controllers. The paper presents a way to use translated SISO transfer characteristics and gain characteristics of fuzzy blocks in the design of fuzzy control systems and stability analysis. Based on transient characteristics of fuzzy control systems some quality criteria are presented.
Upper Facial Action Unit Recognition
Authors: Cemre Zor, Terry Windeatt
Venue: Proceedings of the Third International Conference on Advances in Biometrics (2009)

This paper concentrates on the comparisons of systems that are used for the recognition of expressions generated by six upper face action units (AUs) by using Facial Action Coding System (FACS). Haar wavelet, Haar-Like and Gabor wavelet coefficients are compared, using Adaboost for feature selection. The binary classification results by using Support Vector Machines (SVM) for the upper face AUs have been observed to be better than the current results in the literature, for example 96.5% for AU2 and 97.6% for AU5. In multi-class classification case, the Error Correcting Output Coding (ECOC) has been applied. Although for a large number of classes, the results are not as accurate as the binary case, ECOC has the advantage of solving all problems simultaneously; and for large numbers of training samples and small number of classes, error rates are improved.