To resolve the problem of quantitative analysis in hybrid cloud,a quantitative analysis method,which is based on the security entropy,is proposed.Firstly,according to the information theory,the security entropy is put...To resolve the problem of quantitative analysis in hybrid cloud,a quantitative analysis method,which is based on the security entropy,is proposed.Firstly,according to the information theory,the security entropy is put forward to calculate the uncertainty of the system' s determinations on the irregular access behaviors.Secondly,based on the security entropy,security theorems of hybrid cloud are defined.Finally,typical access control models are analyzed by the method,the method's practicability is validated,and security and applicability of these models are compared.Simulation results prove that the proposed method is suitable for the security quantitative analysis of the access control model and evaluation to access control capability in hybrid cloud.展开更多
Text-based passwords are heavily used to defense for many web and mobile applications. In this paper, we investigated the patterns and vulnerabilities for both web and mobile applications based on conditions of the Sh...Text-based passwords are heavily used to defense for many web and mobile applications. In this paper, we investigated the patterns and vulnerabilities for both web and mobile applications based on conditions of the Shannon entropy, Guessing entropy and Minimum entropy. We show how to substantially improve upon the strength of passwords based on the analysis of text-password entropies. By analyzing the passwords datasets of Rockyou and 163.com, we believe strong password can be designed based on good usability, deployability, rememberbility, and security entropies.展开更多
An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is...An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is used as the pricing measure to evaluate European call options by a Monte Carlo simulation method. The proposed method is a purely data driven valuation method without any distributional assumption about the price process of underlying asset. The performance of the proposed method is compared with the canonical valuation method and the historical volatility-based Black-Scholes method in an artificial Black-Scholes world. The simulation results show that the proposed method has merits, and is valuable to financial engineering.展开更多
基金Supported by the National Natural Science Foundation of China(No.60872041,61072066)Fundamental Research Funds for the Central Universities(JYI0000903001,JYI0000901034)
文摘To resolve the problem of quantitative analysis in hybrid cloud,a quantitative analysis method,which is based on the security entropy,is proposed.Firstly,according to the information theory,the security entropy is put forward to calculate the uncertainty of the system' s determinations on the irregular access behaviors.Secondly,based on the security entropy,security theorems of hybrid cloud are defined.Finally,typical access control models are analyzed by the method,the method's practicability is validated,and security and applicability of these models are compared.Simulation results prove that the proposed method is suitable for the security quantitative analysis of the access control model and evaluation to access control capability in hybrid cloud.
文摘Text-based passwords are heavily used to defense for many web and mobile applications. In this paper, we investigated the patterns and vulnerabilities for both web and mobile applications based on conditions of the Shannon entropy, Guessing entropy and Minimum entropy. We show how to substantially improve upon the strength of passwords based on the analysis of text-password entropies. By analyzing the passwords datasets of Rockyou and 163.com, we believe strong password can be designed based on good usability, deployability, rememberbility, and security entropies.
基金Funded by the Natural Science Foundation of China under Grant No.10571065.
文摘An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is used as the pricing measure to evaluate European call options by a Monte Carlo simulation method. The proposed method is a purely data driven valuation method without any distributional assumption about the price process of underlying asset. The performance of the proposed method is compared with the canonical valuation method and the historical volatility-based Black-Scholes method in an artificial Black-Scholes world. The simulation results show that the proposed method has merits, and is valuable to financial engineering.
