The model is based on the forward shooting grid method where the volatility process, as the primary state variable, is discretized by means of a recombining binomial tree. Then, the interest rate, as the auxiliary state variable, is discretized by attaching a subset of representative realizations...
The Bell-LaPadula (BLP) model Applications of BLP Mandatory Access Control (MAC) policies goal: prevent the illegitimate flow (leakage) of information idea: attach security labels to subject and objects Makes a distinction between users and subjects acting on their behalf we can tru...
This thesis demonstrates a correct, scalable and automated method to infer semantic concepts using lattice-based ontologies, given relatively few manual annotations. Semantic concepts and their relationships are formalized as a lattice, and relationships within and between program elements are expressed as...
In this work, we constructed a lattice-based signcryption scheme associated with a capacity of equality testing in the standard model. To the best of our knowledge, this scheme is the first post-quantum signcryption with equality test in the literature. The proposed scheme satisfies confidentiality...
Due to the generality of the proposed model, existing approaches can be considered a subset of the solution space identified by this work. Morover, we propose three theorems that are the key for the design of lattice-based routing algorithms. In particular, the second theorem gives a necessary...
Also, blood vessel growth can be simulated explicitly in this model with the inclusion of the endothelial cells. Further study is needed to provide additional insights to understand coupled phenomena at different scales in the cell鈥搕issue interactions. However this work provides a first preliminary...
A balanced perspective on lattice-based access control models is provided. Information flow policies, the military lattice, access control models, the Bell-LaPadula model, the Biba model and duality, and the Chinese Wall lattice are reviewed. The limitations of the models are identified.< 展开 ...
A lattice-based model is used to value derivatives by employing abinomial treeto compute the various paths the price of an underlying asset, such as a stock, might take over the derivative's life. A binomial tree plots out the possible values graphically that option prices can have over diff...
Of the several models introduced for the modelling of electricity prices, the one proposed by Geman and Roncoroni, that we will refer to as the 'threshold model', has exhibited significant success in both its statistical properties and ability to accurately replicate trajectories of electricity ...
Unsupervised acoustic model training has been successfully used to improve the performance of automatic speech recognition systems when only a small amount of manually transcribed data is available for the target domain. The most common approach is use automatic transcriptions to guide acoustic model esti...