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
As the radio spectrum is a very scarce resource,the Call Admission Control (CAC) is one of the most important parts in radio resource management. The Code Division Multiple Access (CDMA) based next generation wireless...As the radio spectrum is a very scarce resource,the Call Admission Control (CAC) is one of the most important parts in radio resource management. The Code Division Multiple Access (CDMA) based next generation wireless communications systems will support the transmission of multimedia traffic,such as voice,video and data,thus the CAC,which can support the multimedia traffic and guarantee the Quality of Service (QoS) of different traffic,has gained broad attention. In this paper,a novel multimedia traffic modeling method and a corresponding dynamic QoS based CAC are proposed. The analysis and simulation results show that the proposed CAC scheme can guarantee the QoS to different traffic demand,and improve the system performance significantly.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.
基金Supported in part by the SWJTU Funding under Grant 2003B006.
文摘As the radio spectrum is a very scarce resource,the Call Admission Control (CAC) is one of the most important parts in radio resource management. The Code Division Multiple Access (CDMA) based next generation wireless communications systems will support the transmission of multimedia traffic,such as voice,video and data,thus the CAC,which can support the multimedia traffic and guarantee the Quality of Service (QoS) of different traffic,has gained broad attention. In this paper,a novel multimedia traffic modeling method and a corresponding dynamic QoS based CAC are proposed. The analysis and simulation results show that the proposed CAC scheme can guarantee the QoS to different traffic demand,and improve the system performance significantly.
