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Many researchers have studied the multi-period shortfall-risk minimizing hedging problem under jump-diffusion settings, however, up to now, there has not been many literatures to directly present the analytic solution for such a hedging problem. In this paper, defining the terminal shortfall as hedging risk, we research the minimal shortfall-risk hedging problem of European option by means of MCMC...
This paper proposed a chaotic image scrambling scheme based on sorting transformation. The algorithm calculates the permuting address codes by sorting the chaotic sequence. Therefore, the scheme does not require knowing the probability density function of the chaotic orbits in advance, thus not only facilitating the choice of chaotic systems but also reducing the complexity of the scheme. The paper...
WPP(Wind Power Penetration) is an important indicator to ensure wind power system security. It is with great practical significance for knowing probability distribution of WPP. There were two types of method to calculate probability distribution of WPP in the past. One type of method which used statistic theory to calculate were fast but had to know simple function relationship between WPP and load...
SOA have been deployed as a mean to offer a better flexibility, to increase efficiency through reuse of services and also to improve interoperability by providing new opportunities to connect heterogeneous platforms. However, those benefits make security more difficult to control. Fortunately, new standards are proposed to treat this issue, but their current use makes the architecture much more complex...
This paper proposes an approach to locate the patched vulnerability by analyzing the differences between two versions of an executable file. The approach comprises two parts: finding the differences and auditing the differences. To find the differences, a heuristically method is presented to compute an isomorphism between two callgraphs, based on the definitions of similarity between functions, and...
Random key graphs form a class of random graphs naturally associated with the random key predistribution scheme of Eschenauer and Gligor. We compute the clustering coefficients of random key graphs, and then compare them with Erdos-Renyi graphs in the many node regime when the expected average degrees are asymptotically equivalent. On the parameter range of practical relevance in wireless sensor networks,...
In recent decade, DRM (digital rights management) has focused on security techniques for solving the issues as the malicious copy, free dissemination and unrestricted abuse of digital contents or assets. Whereas some increasingly enhanced security policies, which were implemented at contents provider-side or user-side, have not brought about optimal utilities for participants in the contents value...
Validating function pointers dynamically is very useful for intrusion detection since many runtime attacks exploit function pointer vulnerabilities. Most current solutions tackle this problem through checking whether function pointers target the addresses within the code segment or, more strictly, valid function entries. However, they cannot detect function entry attacks that manipulate function pointers...
It was pointed out that the simple authenticated key agreement (SAKA) protocol suffered three weaknesses. Several improved protocols, such as improved Lin protocol, E-SAKA protocol, then were proposed as claimed being free of these three weaknesses. After reviewing of these protocols, proofs are given that these protocols still suffer from the password guessing attack. Besides, the weakness that the...
We study randomized fingerprinting codes that achieve the fundamental capacity limits subject to the so-called Boneh-Shaw marking assumption. Two decoding schemes are studied in particular: the joint decoder is capacity-achieving but computationally intense, while the simple decoder is suboptimal but efficient. We provide tight bounds as well as numerical results for capacities and study the difference...
This paper presents a field study on Web security vulnerabilities from the programming language type system perspective. Security patches reported for a set of 11 widely used Web applications written in strongly typed languages (Java, C#, VB.NET) were analyzed in order to understand the fault types that are responsible for the vulnerabilities observed (SQL injection and XSS). The results are analyzed...
Portable Document Format (PDF) is used for representing two-dimensional documents independent of the application software and hardware. PDF is now a published ISO standard. This article presents the idea of implementing a plug-in for PDF based on Digital Rights Management (DRM) technology. In this system, the issuer can encrypt the PDF files with its issue license awarded by authentication server...
Model based intrusion detection mechanisms have produced encouraging results for reduced false alarms. This paper extends our earlier work, where we reported for sandboxing Linux 2.6 using code generated from policies. Here we pursue the problem of code generation from a set of policies extracted from a domain model. Such a technique can support the safeguarding of system resources. We also present...
The relationship between clothing and the wearer has always been a focal point of cultural perspectives. As a communicated media in non-verbal forms, clothing and adornment not only can show an illusionary selfhood, but also hide the characteristics of ontology, form a new self-image. This paper based on the cultural point of view of clothing, and placed the clothing symbol on the aesthetics, sociology...
Network covert channels can be used to transfer secret information in network protocols. For a kind of network covert channels hidden in overt sources with fixed probability distribution, we propose a modified Pearson chi-square test which improves detection accuracy. We incorporated adjacent probability values and divided the new distribution into two partitions sensitive to different hidden sections...
Key management in sensor networks is the core security protocols for wireless sensor networks (WSNs) in the hostile environment. Sensor nodes have highly constrained resource like limited battery power, memory, processing capabilities, etc. These limitations make infeasible to apply traditional key management techniques such as public key cryptography in the WSNs. For the existing key pre-distribution...
In order to synthetically utilize the multi-steganalysis algorithms, and ulteriorly enhance the detection accuracy, the united-judgment methods based on parameter-estimation were proposed for image steganalysis. According to two types of universal blind detection and specific steganalysis, a united-judgment method based on weight and threshold, and also a method based on segment were proposed in this...
Based on the researches of LSB (least significant bit, i.e. the last bit of a binary pixel value) matching steganographic method and the steganalytic method which aims at histograms of cover images, this paper proposes a new LSB matching steganographic method. A steganographic information table is defined to record the changes which are introduced by the embedded secrete bits. According to the table,...
In Internet-based e-commerce, the transaction entities' trust levels provided by e-commerce platform can be viewed as a key indicator for users selecting transaction partners. The trust of transaction entities objectively and comprehensively represents the integrated influence of various trust attributes. Aiming at uncertainty and ambiguity of trust in e-commerce, the concept of membership degree...
Many basic key distribution schemes specifically tuned to wireless sensor networks have been proposed in the literature. Recently, several researchers have proposed schemes in which they have used group-based deployment models and assumed predeployment knowledge of the expected locations of nodes. They have shown that these schemes achieve better performance than the basic schemes, in terms of connectivity,...
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