Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of Europ...Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.展开更多
A new classification model for host intrusion detection based on the unidentified short sequences and RIPPER algorithm is proposed. The concepts of different short sequences on the system call traces are strictly defi...A new classification model for host intrusion detection based on the unidentified short sequences and RIPPER algorithm is proposed. The concepts of different short sequences on the system call traces are strictly defined on the basis of in-depth analysis of completeness and correctness of pattern databases. Labels of short sequences are predicted by learned RIPPER rule set and the nature of the unidentified short sequences is confirmed by statistical method. Experiment results indicate that the classification model increases clearly the deviation between the attack and the normal traces and improves detection capability against known and unknown attacks.展开更多
文摘Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.
文摘A new classification model for host intrusion detection based on the unidentified short sequences and RIPPER algorithm is proposed. The concepts of different short sequences on the system call traces are strictly defined on the basis of in-depth analysis of completeness and correctness of pattern databases. Labels of short sequences are predicted by learned RIPPER rule set and the nature of the unidentified short sequences is confirmed by statistical method. Experiment results indicate that the classification model increases clearly the deviation between the attack and the normal traces and improves detection capability against known and unknown attacks.