VeriTrust: Verification for Hardware Trust Jie Zhang; Feng Yuan; Linxiao Wei ...
IEEE transactions on computer-aided design of integrated circuits and systems,
2015-July, 2015-7-00, 20150701, Letnik:
34, Številka:
7
Journal Article
Recenzirano
Odprti dostop
Today's integrated circuit designs are vulnerable to a wide range of malicious alterations, namely hardware Trojans (HTs). HTs serve as backdoors to subvert or augment the normal operation of ...infected devices, which may lead to functionality changes, sensitive information leakages, or denial of service attacks. To tackle such threats, this paper proposes a novel verification technique for hardware trust, namely VeriTrust, which facilitates to detect HTs inserted at design stage. Based on the observation that HTs are usually activated by dedicated trigger inputs that are not sensitized with verification test cases, VeriTrust automatically identifies such potential HT trigger inputs by examining verification corners. The key difference between VeriTrust and existing HT detection techniques based on "unused circuit identification" is that VeriTrust is insensitive to the implementation style of HTs. Experimental results show that VeriTrust is able to detect all HTs evaluated in this paper (constructed based on various HT design methodologies shown in this paper) at the cost of moderate extra verification time.
In this paper, we explore a distributionally robust reinsurance problem that incorporates the concepts of Glue Value-at-Risk and the expected value premium principle. The problem focuses on stop-loss ...reinsurance contracts with known mean and variance of the loss. The optimization problem can be formulated as a minimax problem, where the inner problem involves maximizing over all distributions with the same mean and variance. It is demonstrated that the inner problem can be represented as maximizing either over three-point distributions under some mild condition or over four-point distributions otherwise. Additionally, analytical solutions are provided for determining the optimal deductible and optimal values.
Measuring systemic risk plays an important role in financial risk management to control systemic risk. By means of a vine copula grouped-CoES method, this paper aims to measure the systemic risk of ...Chinese financial markets. The empirical study indicates that the banking industry has a low risk and a strong ability to resist risks, but also contributes the most of the systemic risk. On the other hand, insurance companies and securities have high ES but low ΔCoES, indicating their low risk tolerance and small contribution to the systemic risk. Furthermore, this study employs a sliding window in Monte Carlo simulation to forecast systemic risk. The findings of this paper suggest that different types of financial industries should adopt different systemic risk measures.
In this paper, we establish a new coherent risk measure on Lp, which we refer to as the monotone mean Lp-deviation risk measure. Then, the related properties are discussed. Furthermore, from the ...perspective of acceptance set, we discuss the relationship between the monotone mean Lp-deviation risk measure and the monotone Sharpe ratio risk measure. Finally, we extend the monotone mean Lp-deviation risk measure to the multivariate setting.
In this study, we sequenced the complete mitochondrial genome of Agriotes fuscicollis Miwa, 1928 (Coleoptera: Elateridae). The results showed that the length of complete mitochondrial genome was ...15,866 bp with 26.8% GC content, containing 39.6% A, 33.5% T, 16.8% C, 10% G. There were 13 protein-coding genes (PCGs), 22 transfer RNA genes, and 2 ribosomal RNA genes. Phylogenetic analysis showed that A. fuscicollis was closely related to Cryptalaus larvatus, Cryptalaus yamato, Pyrophorus divergens and Ignelater luminosus. The complete mitogenome of A. fuscicollis would contribute to the study of the phylogeny and evolution of Elateridae.
In this study, the performance of the Beijing Climate Center (BCC) Climate System Model version 1.1 (BCC-CSM1.1) (280-km resolution) and the BCC-CSM1.1m (110-km resolution) in simulating extreme ...climate events over China in the last 40 years is compared. Both models capture the main spatial distribution features of heavy precipitation (R95T), the number of consecutive wet days (CWD), the annual count of days with precipitation mm (R1), the maximum consecutive 5-day precipitation (Rx5), and the numbers of frost days (FD) and summer days (SU). The BCC-CSM1.1m has a better ability to simulate the detailed distribution of extreme climate events than the BCC-CSM1.1, including R95T, CWD, R1, and the simple precipitation intensity index (SDII). However, the BCC-CSM1.1m does not show an improvement in simulating the number of days with extreme precipitation (R90N), the number of consecutive dry days (CDD), the heat wave duration index (HWDI), the warm day frequency (TX90P), and cold night frequency (TN10P). This indicates that the simulation of the R95T, CWD, R1, and SDII climate events is more sensitive to the resolution of the model. The improved BCC-CSM1.1m is used to explore the projection of extreme climate change in China during the 21st century under the RCP4.5 (Representative Concentration Pathways) and RCP8.5 scenarios. The results show that extreme precipitation will increase dramatically over North and Southwest China in the late 21st century. The CWD index will decrease on the Tibetan Plateau and in northeastern and central China and will increase in other parts of China; R1 will increase in northern China and decrease in southern China; Rx5 will increase dramatically in southern China; FD will decrease and SU will increase over China in the late 21st century under both emission scenarios, with larger amplitudes in RCP8.5.
Abstract
Capital allocation is of central importance in portfolio management and risk-based performance measurement. Capital allocations for univariate risk measures have been extensively studied in ...the finance literature. In contrast to this situation, few papers dealt with capital allocations for multivariate risk measures. In this paper, we propose an axiom system for capital allocation with multivariate risk measures. We first recall the class of the positively homogeneous and subadditive multivariate risk measures, and provide the corresponding representation results. Then it is shown that for a given positively homogeneous and subadditive multivariate risk measure, there exists a capital allocation principle. Furthermore, the uniqueness of the capital allocation principe is characterized. Finally, examples are also given to derive the explicit capital allocation principles for the multivariate risk measures based on mean and standard deviation, including the multivariate mean-standard-deviation risk measures.
We analyze the question of whether the inf-convolution of law-invariant risk functionals (preferences) is still law-invariant. In other words, we try to understand whether the representative economic ...agent (after risk redistribution) only cares about the distribution of the total risk, assuming all individual agents do so. Although the answer to the above question seems to be affirmative for many examples of commonly used risk functionals in the literature, the situation becomes delicate without assuming specific forms and properties of the individual functionals. We illustrate with examples the surprising fact that the answer to the main question is generally negative, even in an atomless probability space. Furthermore, we establish a few very weak conditions under which the answer becomes positive. These conditions do not require any specific forms or convexity of the risk functionals, and they are the richness of the underlying probability space, and monotonicity or continuity of one of the risk functionals. We provide several examples and counter-examples to discuss the subtlety of the question on law-invariance.
This study evaluates the ability of 23 climate models from phase 6 of the Coupled Model Intercomparison Project (CMIP6) in simulating extreme climate events over China. The multimodel ensemble (MME) ...performs better than most individual models in reproducing the climatological mean distribution of all extreme indices. The MME can reproduce well the climatological mean distributions of five extreme climate indices over China, including annual total precipitation (PTOT), maximum consecutive 5‐day precipitation (RX5), simple daily intensity (SDII), maximum daily maximum temperature (TXX), and minimum daily minimum temperature (TNN), with Taylor skill scores exceeding 0.7. SDII and TXX are the most skilful precipitation and temperature extreme indices simulated by the MME, respectively. The MME has relatively lower skill in simulating the climatological mean distribution of warm days (TX90P) and cold nights (TN10P) over China. Future projections of these extreme climate indices by the end of the 21st century are explored with the MME under the SSP1‐2.6, SSP2‐4.5, and SSP5‐8.5 scenarios. The PTOT and RX5 in northwestern China are all projected to increase by more than 30% under SSP5‐8.5. R20 is projected to increase by 4–5 days over southeastern China under SSP5‐8.5. There are fewer (more) consecutive dry days over north China (south China), with a change of 5 days under SSP5‐8.5. The extreme temperature indices, including TX90P, TXX, and TNN, all increase with time and higher SSP scenarios. The three indices increase by 40–55%, 4–6°C, and 4–7°C under SSP5‐8.5 over east China, respectively. The TN10P decreases by more than 6% over east China. The changes in these extreme indices under SSP1‐2.6 and SSP2‐4.5 are similar to those under SSP5‐8.5 but with a smaller magnitude. Large uncertainties still exist in the future projections, especially under the high SSP scenarios.
The CMIP6 MME can reproduce well the climatological mean distributions of five extreme climate indices over China, including annual total precipitation, maximum consecutive 5‐day precipitation, simple daily intensity, maximum daily maximum temperature, and minimum daily minimum temperature, with Taylor skill scores exceeding 0.7. SDII and TXX are the most skilful precipitation and temperature extreme indices simulated by the MME, respectively. The MME has relatively lower skill in simulating the climatological mean distribution of warm days and cold nights over China. These projections by the MME indicate more heat waves and stronger extreme precipitations over China in the 21st century under the middle and high scenarios.
In this paper, we propose a framework of risk measures for portfolio vectors, which is an extension of the ones introduced by Burgert and Rüschendorf (2006) and Rüschendorf (2013). Representation ...results for coherent and convex risk measures for portfolio vectors are provided. Applications to the multi-period risk measures are also given.
PDF
