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IOR
2006
192views more  IOR 2006»
13 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
CSE
2009
IEEE
14 years 4 months ago
Enabling Privacy as a Fundamental Construct for Social Networks
The current set of social networking platforms, e.g. Facebook and MySpace, has created a new class of Internet applications called social software. These systems focus on leveragi...
E. Michael Maximilien, Tyrone Grandison, Kun Liu, ...
RAID
2009
Springer
14 years 3 months ago
Protecting a Moving Target: Addressing Web Application Concept Drift
Because of the ad hoc nature of web applications, intrusion detection systems that leverage machine learning techniques are particularly well-suited for protecting websites. The re...
Federico Maggi, William K. Robertson, Christopher ...
COLCOM
2008
IEEE
14 years 3 months ago
Defending against Attribute-Correlation Attacks in Privacy-Aware Information Brokering
Nowadays, increasing needs for information sharing arise due to extensive collaborations among organizations. Organizations desire to provide data access to their collaborators whi...
Fengjun Li, Bo Luo, Peng Liu, Anna Cinzia Squiccia...
ICDCS
2008
IEEE
14 years 3 months ago
Analysis of Maximum Executable Length for Detecting Text-Based Malware
The possibility of using purely text stream (keyboardenterable) as carrier of malware is under-researched and often underestimated. A text attack can happen at multiple levels, fr...
P. Kumar Manna, Sanjay Ranka, Shigang Chen