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This paper looks at both the prepayment risks of housing mortgage loan credit default swaps (LCDS) as well as the fuzziness and hesitation of investors as regards prepayments by borrowers. It further discusses the first default pricing of a basket of LCDS in a fuzzy environment by using stochastic analysis and triangular intuition-based fuzzy set theory. Through the ‘fuzzification’ of the sensitivity...
In wireless sensor networks (WSNs), sensors' locations play a critical role in many applications. In this paper, we propose a distributed scheme to detect localization anomaly based on clustering hierarchy for the WSN. The scheme could reduce the communication traffic between sensor nodes, and bring down the risk that single point is invalid. This scheme doesn't need any known deployment information...
As the band of networks increases, the process speed of network-based intrusion detection system (NIDS) hardly keeps up with the speed of networks. By arranging several sensors to deal with the traffic in parallel, the intrusion detection system's speed can be significantly increased. How to split the traffic to the sensors is the key problem of a parallel intrusion detection system. To resolve the...
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