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Computational Finance Models, Michael Gene Hilgers Jan 2000

Computational Finance Models, Michael Gene Hilgers

Business and Information Technology Faculty Research & Creative Works

The author discusses his involvement in developing computational finance software. These computational finance models attempt to model the randomness of a stock's price. At a fixed future time, a stock's price is modeled as a random variable with a normal distribution centered about the current price adjusted with a simple growth multiplier. The standard deviation of this normal distribution depends on the length of time into the future one peers and the volatility of the market. As the market becomes more volatile and we look further ahead, the less likely the stock will have a price near the adjusted current …

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Adaptive Information Filtering: Evolutionary Computation And N-Gram Representation, Daniel R. Tauritz, Ida G. Sprinkhuizen-Kuyper Jan 2000

Adaptive Information Filtering: Evolutionary Computation And N-Gram Representation, Daniel R. Tauritz, Ida G. Sprinkhuizen-Kuyper

Computer Science Faculty Research & Creative Works

Adaptive Information Filtering (AIF) is concerned with filtering information streams in changing environments. The changes may occur both on the transmission side (the nature of the streams can change) and on the reception side (the interests of a user can change). The research described in this paper details the progress made in a prototype AIF system based on weighted n-gram analysis and evolutionary computation. A major advance is the design and implementation of an n-gram class library allowing experimentation with different values of n instead of solely with 3-grams as in the past. The new prototype system was tested on …

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Search For R-Parity Violating Decays Of Supersymmetric Particles In E+E- Collisions At Centre-Of-Mass Energies Near 183 Gev, R. Barate, M. Thulasidas Jan 2000

Search For R-Parity Violating Decays Of Supersymmetric Particles In E+E- Collisions At Centre-Of-Mass Energies Near 183 Gev, R. Barate, M. Thulasidas

Research Collection School Of Computing and Information Systems

Searches for pair-production of supersymmetric particles under the assumption that R-parity is violated via a single dominant LLE¯LLE¯, LQD¯LQD¯ or U¯D¯D¯U¯D¯D¯ coupling are performed using the data collected by the ALEPH collaboration at centre-of-mass energies of 181–184 GeV. The observed candidate events in the data are in agreement with the Standard Model expectations. Upper limits on the production cross-sections and lower limits on the masses of charginos, sleptons, squarks and sneutrinos are derived.

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Study Of Charm Production In Z Decays, R. Barate, M. Thulasidas Jan 2000

Study Of Charm Production In Z Decays, R. Barate, M. Thulasidas

Research Collection School Of Computing and Information Systems

The production rates of D∗±D∗±, D∗±sDs∗±, D±D±, D0/D¯0D0/D¯0, D±sDs±, and Λ+c/Λ¯−cΛc+/Λ¯c− in Z→cc¯Z→cc¯ decays are measured using the LEP I data sample recorded by the ALEPH detector. The fractional energy spectrum of the D∗±D∗± is well described as the sum of three contributions: charm hadronisation, b hadron decays and gluon splitting into a pair of heavy quarks. The probability for a c quark to hadronise into a D∗+D∗+ is found to be f(c→D∗+)=0.233±0.010(stat.)±0.011(syst.)f(c→D∗+)=0.233±0.010(stat.)±0.011(syst.). The average fraction of the beam energy carried by D∗±D∗± mesons in Z→cc¯Z→cc¯ events is measured to be ⟨XE(D∗±)⟩cc¯=0.4878±0.0046(stat.)±0.0061(syst.).⟨XE(D∗±)⟩cc¯=0.4878±0.0046(stat.)±0.0061(syst.). The D∗±D∗± energy and the hemisphere mass imbalance …

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Mobile Agents: Motivations And State-Of-The-Art Systems, Robert S. Gray, George Cybenko, David Kotz, Daniela Rus Jan 2000

Mobile Agents: Motivations And State-Of-The-Art Systems, Robert S. Gray, George Cybenko, David Kotz, Daniela Rus

Dartmouth Scholarship

A mobile agent is an executing program that can migrate, at times of its own choosing, from machine to machine in a heterogeneous network. On each machine, the agent interacts with stationary service agents and other resources to accomplish its task. In this chapter, we first make the case for mobile agents, discussing six strengths of mobile agents and the applications that benefit from these strengths. Although none of these strengths are unique to mobile agents, no competing technique shares all six. In other words, a mobile-agent system provides a single general framework in which a wide range of distributed …

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Supervised Adaptive Resonance Theory And Rules, Ah-Hwee Tan Jan 2000

Supervised Adaptive Resonance Theory And Rules, Ah-Hwee Tan

Research Collection School Of Computing and Information Systems

Supervised Adaptive Resonance Theory is a family of neural networks that performs incremental supervised learning of recognition categories (pattern classes) and multidimensional maps of both binary and analog patterns. This chapter highlights that the supervised ART architecture is compatible with IF-THEN rule-based symbolic representation. Specifi­cally, the knowledge learned by a supervised ART system can be readily translated into rules for interpretation. Similarly, a priori domain knowl­edge in the form of IF-THEN rules can be converted into a supervised ART architecture. Not only does initializing networks with prior knowl­edge improve predictive accuracy and learning efficiency, the inserted symbolic knowledge can also …

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A Systolic Image Difference Algorithm For Rle-Compressed Images, Fikret Erçal, Mark Allen, Hao Feng Jan 2000

A Systolic Image Difference Algorithm For Rle-Compressed Images, Fikret Erçal, Mark Allen, Hao Feng

Computer Science Faculty Research & Creative Works

A new systolic algorithm which computes image differences in run-length encoded (RLE) format is described. The binary image difference operation is commonly used in many image processing applications including automated inspection systems, character recognition, fingerprint analysis, and motion detection. The efficiency of these operations can be improved significantly with the availability of a fast systolic system that computes the image difference as described in this paper. It is shown that for images with a high similarity measure, the time complexity of the systolic algorithm is small and, in some cases, constant with respect to the image size. A formal proof …

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Teleradiology As A Foundation For An Enterprise-Wide Health Care Delivery System, John David N. Dionisio, Ricky K. Taira, Usha Sinha, David B. Johnson, Benjamin Y. Dai, Gregory H. Tashima, Stephen Blythe, Richard Johnson, Hooshang Kangarloo Jan 2000

Teleradiology As A Foundation For An Enterprise-Wide Health Care Delivery System, John David N. Dionisio, Ricky K. Taira, Usha Sinha, David B. Johnson, Benjamin Y. Dai, Gregory H. Tashima, Stephen Blythe, Richard Johnson, Hooshang Kangarloo

Computer Science Faculty Works

An effective, integrated telemedicine system has been developed that allows (a) teleconsultation between local primary health care providers (primary care physicians and general radiologists) and remote imaging subspecialists and (b) active patient participation related to his or her medical condition and patient education. The initial stage of system development was a traditional teleradiology consultation service between general radiologists and specialists; this established system was expanded to include primary care physicians and patients. The system was developed by using a well-defined process model, resulting in three integrated modules: a patient module, a primary health care provider module, and a specialist module. …

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An Architectural Framework For Performance Analysis: Supporting The Design, Configuration, And Control Of Dis /Hla Simulations, David B. Cavitt Jan 2000

An Architectural Framework For Performance Analysis: Supporting The Design, Configuration, And Control Of Dis /Hla Simulations, David B. Cavitt

Computer Science Theses & Dissertations

Technology advances are providing greater capabilities for most distributed computing environments. However, the advances in capabilities are paralleled by progressively increasing amounts of system complexity. In many instances, this complexity can lead to a lack of understanding regarding bottlenecks in run-time performance of distributed applications. This is especially true in the domain of distributed simulations where a myriad of enabling technologies are used as building blocks to provide large-scale, geographically disperse, dynamic virtual worlds. Persons responsible for the design, configuration, and control of distributed simulations need to understand the impact of decisions made regarding the allocation and use of the …

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B. A Java Dialectic, Douglas Lyon, Frances Grodzinsky Jan 2000

B. A Java Dialectic, Douglas Lyon, Frances Grodzinsky

School of Computer Science & Engineering Faculty Publications

Many books often gush over Java. People want to know, before they learn a language, what the drawbacks are for a language. They want to know what the strenghs are. After all, a computer language is just a tool. We shape our tools, and there after, our tools shape us! This chapter contains a dialog between three Java instructors. The participants are, Professors Good, Bad and Ugly. Professor Good is a strong proponent of Java. Professor Bad is a strong opponent of Java. Professor Ugly has been leaning toward the asthetic analysis of the language, particularly with an eye toward …

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Persistence Differences In Community College Courses Taught In Classrooms And Through Alternative Formats, Andrew A. Runyan Jan 2000

Persistence Differences In Community College Courses Taught In Classrooms And Through Alternative Formats, Andrew A. Runyan

CCAC Theses and Dissertations

While distance education programs continue to expand, the occurrence of higher dropout rates in those programs as compared to the same courses offered in lecture/lab settings remains a point of contention between supporters and detractors of non-traditional forms of education. This study used a foundation of research on dropout in higher education as the basis for an investigation of dropout rates in non-traditional forms of instruction in a community college setting. Course delivery formats studied included videotape-based courses, Internet-based courses, and courses offered in a self-paced laboratory environment. For each of these formats, the same course, offered in a lecture/lab …

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Development Of Object Oriented Components For Atm Network Simulation With Emphasis On Switch Architecture, Meng Kiat Gan Jan 2000

Development Of Object Oriented Components For Atm Network Simulation With Emphasis On Switch Architecture, Meng Kiat Gan

Student Works (2000-2009)

Asynchronous Transfer Mode (ATM) is considered to be the foundation on which B­ISON is to be built. It is the new generation of communication protocol that being deployed throughout the telecommunication industry. An important component of this communication networks is the ATM switch whose basic functions are to direct cells from input port to output port and to buffer cell destined to the same output port from different input port. Understanding an ATM switch before building it, is a challenging task as one must consider the design of switching architecture and cell buffering at the same time. As the switching …

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An Examination Of A Multidimensional Model Of Customer Satisfaction With Internet Purchasing, Kathleen Vanscoyoc Jan 2000

An Examination Of A Multidimensional Model Of Customer Satisfaction With Internet Purchasing, Kathleen Vanscoyoc

Theses and Dissertations in Business Administration

The World Wide Web and Internet have transformed the competitive business environment and altered the customer-firm relationship by creating a new retailing format and service enterprise. It is rapidly growing as a competitive distribution medium in which customer satisfaction will be a major success factor in the development and maintenance of this new retailing format. Despite its growing importance as a new shopping medium, little empirical research has been conducted that examines the relationship between Internet shopping, customer satisfaction, company image, and future online purchasing. Research is needed to develop theoretical models that will systematically explain and predict behavior related …

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Virtual Reality And The Modern Ideology Of Order And Control, Craig I. Murrihy Jan 2000

Virtual Reality And The Modern Ideology Of Order And Control, Craig I. Murrihy

Theses : Honours

In this thesis I will examine the construction of the concept of Virtual Reality. I argue that rather than a technology of liberation as it is often perceived, virtual realities' conception has been influenced significantly by a discourse of control and order. I examine books, articles and films concerning Virtual Reality to support this claim. Furthermore this discourse of control and order is born out of a larger ideology of Western culture that values order and control. Throughout modernity this ideology has manifested itself through techniques and technologies of social and environmental control. I provide a brief historical outline highlighting …

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Study Of Fermion Pair Production In E+E- Collisions At 130-183 Gev, R. Barate, M. Thulasidas Jan 2000

Study Of Fermion Pair Production In E+E- Collisions At 130-183 Gev, R. Barate, M. Thulasidas

Research Collection School Of Computing and Information Systems

The cross sections and forward-backward asymmetries of hadronic and leptonic events produced in e+e−e+e− collisions at centre-of-mass energies from 130 to 183 GeV are presented. Results for e+e−e+e−, μ+μ−μ+μ−, τ+τ−τ+τ−, qq¯qq¯, bb¯bb¯ and cc¯cc¯ production show no significant deviation from the Standard Model predictions. This enables constraints to be set upon physics beyond the Standard Model such as four-fermion contact interactions, leptoquarks, Z′Z′ bosons and R-parity violating squarks and sneutrinos. Limits on the energy scale ΛΛ of e+e−ff¯e+e−ff¯ contact interactions are typically in the range from 2 to 10 TeV. Limits on R-parity violating sneutrinos reach masses of a few …

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Software Piracy: Attitudes & Opinions Of Computer Users And Implications For Software Manufacturers & Consumers, Bharath Pola Jan 2000

Software Piracy: Attitudes & Opinions Of Computer Users And Implications For Software Manufacturers & Consumers, Bharath Pola

Presidential Scholars Theses (1990 – 2006)

Computer software became registered as a form of literary expression by the United States Copyright Office in 1964. By 1980, the Copyright Act was amended to explicitly include software applications. Today, it is illegal to create copies of original program disks without express permission from the manufacturer (Microsoft 1994). The Software and Information Industry Association (SIIA) states that $2.4 billion worth of copyrighted software was pirated in 1990. This figure represents almost one-half of the total revenue of the software industry for that year. An additional $10 to $12 billion was lost to pirates overseas. However, such statistics maintained by …

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Adaptive Object-Oriented Filtering Framework For Event Management Applications, Ehab Al-Shaer, Mohamed Fayad, Hussein Abdel-Wahab, Kurt Maly Jan 2000

Adaptive Object-Oriented Filtering Framework For Event Management Applications, Ehab Al-Shaer, Mohamed Fayad, Hussein Abdel-Wahab, Kurt Maly

Computer Science Faculty Publications

Event filtering is an essential element in event management applications. In event management environments, the filtering mechanisms are employed to track the events generated from applications at run-time and perform the corresponding appropriate actions. Several key applications domains, such as system and network management, distributed system toolkits, communication protocols and active databases, utilize event filtering for various management purposes. The goal of this paper is to describe the object-oriented design and implementation of an adaptive event filtering framework which can be integrated and reused efficiently to develop event management applications for various domain environments. In our approach, the event filtering …

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Exploiting Don't Cares To Enhance Functional Tests, Mark W. Weiss, Sharad C. Seth, Shashank K. Mehta, Kent L. Einspahr Jan 2000

Exploiting Don't Cares To Enhance Functional Tests, Mark W. Weiss, Sharad C. Seth, Shashank K. Mehta, Kent L. Einspahr

School of Computing: Conference and Workshop Papers

In simulation based design verification, deterministic or pseudo-random tests are used to check functional correctness of a design. In this paper we present a technique generating tests by specifying the don’t care inputs in the functional specifications so as to improve their coverage of both design errors and manufacturing faults. The don’t cares are chosen to maximize sensitization of signals in the circuit. The tests generated in this way require only a fraction of pseudo-exhaustive test patterns to achieve a high multiplicity of fault coverage.

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Prioritizing Test Cases For Regression Testing, Sebastian Elbaum, Alexey G. Malishevsky, Gregg Rothermel Jan 2000

Prioritizing Test Cases For Regression Testing, Sebastian Elbaum, Alexey G. Malishevsky, Gregg Rothermel

School of Computing: Technical Reports

Test case prioritization techniques schedule test cases in an order that increases their effectiveness in meeting some performance goal. One performance goal, rate of fault detection, is a measure of how quickly faults are detected within the testing process; an improved rate of fault detection can pro- vide faster feedback on the system under test, and let soft- ware engineers begin locating and correcting faults earlier than might otherwise be possible. In previous work, we re- ported the results of studies that showed that prioritization techniques can significantly improve rate of fault detection. Those studies, however, raised several additional questions: …

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Surface Reconstruction Based On Lower Dimensional Localized Delaunay Triangulation, Gopi Meenakshisundaram Jan 2000

Surface Reconstruction Based On Lower Dimensional Localized Delaunay Triangulation, Gopi Meenakshisundaram

Link Foundation Modeling, Simulation and Training Fellowship Reports

We present a fast, memory efficient algorithm that generates a manifold triangular mesh S passing through a set of unorganized points Pc R3. Nothing is assumed about the geometry, topology or presence of boundaries in the data set except that P is sampled from a real manifold surface. The speed of our algorithm is derived from a projection-based approach we use to determine the incident faces on a point. We define our sampling criteria to sample the surface and guarantee a topologically correct mesh after surface reconstruction for such a sampled surface. We also present a new algorithm to find …

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Some Remarks On Fair Exchange Protocol, Jianying Zhou, Robert H. Deng, Feng Bao Jan 2000

Some Remarks On Fair Exchange Protocol, Jianying Zhou, Robert H. Deng, Feng Bao

Research Collection School Of Computing and Information Systems

Fair exchange turns out to be an increasingly important topic due to the rapid growth of electronic commerce. An exchange is deemed to be fair if at the end of exchange, either each party receives the expected item or neither party receives any useful information about the other’s item. Several protocols for fair exchange have been proposed in recent years. In this paper, we first examine a newly published fair exchange protocol and point out its flaws and weaknesses. We then put forward a more efficient and secure protocol and give an informal analysis.

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Analysis Of Intangible Factors In Waste Minimization Projects, Halvard E. Nystrom, William Ralph Kehr Jan 2000

Analysis Of Intangible Factors In Waste Minimization Projects, Halvard E. Nystrom, William Ralph Kehr

Engineering Management and Systems Engineering Faculty Research & Creative Works

Continual population growth and rising standards of living that accelerate the consumption of limited resources, are forcing society to encourage conservation of these resources. These resources not only include raw material, but also the areas to dispose of the wastes. As a result, communities are driving industries towards waste minimization by limiting waste generation and landfill availability. Firms'' environmentally friendly strategies can gain competitive advantage by leading in environmental practices. This advantage emanates from the reduction of risk of environmental regulatory overreaction, as well as improved asset utilization and landfill utilization. However, these intangible benefits are difficult to identify and …

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Bayesian Reconstruction Of 3d Human Motion From Single-Camera Video, Nicholas Howe, Michael E. Leventon, William T. Freeman Jan 2000

Bayesian Reconstruction Of 3d Human Motion From Single-Camera Video, Nicholas Howe, Michael E. Leventon, William T. Freeman

Computer Science: Faculty Publications

The three-dimensional motion of humans is underdetermined when the observation is limited to a single camera, due to the inherent 3D ambiguity of 2D video. We present a system that reconstructs the 3D motion of human subjects from single-camera video, relying on prior knowledge about human motion, learned from training data, to resolve those ambiguities. After initialization in 2D, the tracking and 3D reconstruction is automatic; we show results for several video sequences. The results show the power of treating 3D body tracking as an inference problem.

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Using Artificial Queries To Evaluate Image Retrieval, Nicholas Howe Jan 2000

Using Artificial Queries To Evaluate Image Retrieval, Nicholas Howe

Computer Science: Faculty Publications

This paper addresses the evaluation and comparison of algorithms for generalized image retrieval. The forms of evaluation currently in vogue are not calibrated with each other and thus do not allow the comparison of results reported by different research groups. We address the problem by proposing a class of tests that are algorithmically defined and relatively independent of the image test set. The proposed tests can be tailored to investigate retrieval performance under specific sets of adverse conditions, allowing additional insight into the strengths and weaknesses of different retrieval mechanisms.

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Integrating Color, Texture, And Geometry For Image Retrieval, Nicholas Howe, Daniel P. Huttenlocher Jan 2000

Integrating Color, Texture, And Geometry For Image Retrieval, Nicholas Howe, Daniel P. Huttenlocher

Computer Science: Faculty Publications

This paper examines the problem of image retrieval from large, heterogeneous image databases. We present a technique that fulfills several needs identified by surveying recent research in the field. This technique fairly integrates a diverse and expandable set of image properties (for example, color, texture, and location) in a retrieval framework, and allows end-users substantial control over their use. We propose a novel set of evaluation methods in addition to applying established tests for image retrieval; our technique proves competitive with state-of-the-art methods in these tests and does better on certain tasks. Furthermore, it improves on many standard image retrieval …

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Life And Evolution In Computers, Melanie Mitchell Jan 2000

Life And Evolution In Computers, Melanie Mitchell

Computer Science Faculty Publications and Presentations

This paper argues for the possibility of 'artificial life' and computational evolution, first by discussing (via a highly simplified version) John von Neumann's self-reproducing automaton and then by presenting some recent work focusing on computational evolution, in which 'cellular automata', a form of parallel and decentralized computing system, are evolved via 'genetic algorithms'. It is argued that such in silico experiments can help to make sense of the question of whether we can eventually build computers that are intelligent and alive.

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An Integrated Data Mining System To Automate Discovery, Cecil Chua, Roger Hsiang-Li Chiang, Ee Peng Lim Jan 2000

An Integrated Data Mining System To Automate Discovery, Cecil Chua, Roger Hsiang-Li Chiang, Ee Peng Lim

Research Collection School Of Computing and Information Systems

Many data analysts require tools which can integrate their database management packages (e.g. Microsoft Access) with their data analysis ones (e.g. SAS, SPSS), and provide guidance for the selection of appropriate mining algorithms. In addition, the analysts need to extract and validate statistical results to facilitate data mining. In this paper, we describe an integrated data mining system called the Linear Correlation Discovery System (LCDS) that meets the above requirement. LCDS consists of four major sub-components, two of which, the selection assistant and the statistics coupler, are discussed in this paper. The former examines the schema and instances to determine …

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The Integration Of Relationship Instances From Heterogeneous Databases, Ee Peng Lim, Roger Hsiang-Li Chiang Jan 2000

The Integration Of Relationship Instances From Heterogeneous Databases, Ee Peng Lim, Roger Hsiang-Li Chiang

Research Collection School Of Computing and Information Systems

In the process of integrating legacy databases, one has to resolve inter-database conflicts at both the schema and instance levels. In this paper, we discuss relationship conflicts as a special type of conflicts to be resolved during the database integration. Relationships are properties that relate real world objects. So far, most inter-database relationship conflicts are addressed at the schema-level by various schema integration techniques. However, instance-level relationship conflicts are largely neglected. This paper therefore investigates the causes of instance-level relationship conflicts and proposes a taxonomy for classifying instance-level relationship conflicts. In addition, we develop a systematic process to resolve instance-level …

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Multicast Services For Multimedia Collaborative Applications, Emad Eldin Mohamed Mohamed Jan 2000

Multicast Services For Multimedia Collaborative Applications, Emad Eldin Mohamed Mohamed

Computer Science Theses & Dissertations

This work aims at providing multicast services for multimedia collaborative applications over large inter-networks such as the Internet. Multimedia collaborative applications are typically of small group size, slow group membership dynamics, and awareness of participants' identities and locations. Moreover, they usually consist of several components such as audio, video, shared whiteboard, and single user application sharing engines that collectively help make the collaboration session successful. Each of these components has its demands from the communication layer that may differ from one component to another. This dissertation identifies the overall characteristics of multimedia collaborative applications and their individual components. It also …

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Extending Traditional Static Analysis Techniques To Support Development, Testing And Maintenance Of Component-Based Solutions, Robert David Cherinka Jan 2000

Extending Traditional Static Analysis Techniques To Support Development, Testing And Maintenance Of Component-Based Solutions, Robert David Cherinka

Computer Science Theses & Dissertations

Traditional static code analysis encompasses a mature set of techniques for helping understand and optimize programs, such as dead code elimination, program slicing, and partial evaluation (code specialization). It is well understood that compared to other program analysis techniques (e.g., dynamic analysis), static analysis techniques do a reasonable job for the cost associated with implementing them. Industry and government are moving away from more ‘traditional’ development approaches towards component-based approaches as ‘the norm.’ Component-based applications most often comprise a collection of distributed object-oriented components such as forms, code snippets, reports, modules, databases, objects, containers, and the like. These components are …

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