A passive keyless entry and start (PKES) system is an electronic lock for an automobile that provides the great convenience of opening the door when the user is in proximity. However, the system ...suffers from relay attacks. Recent studies revealed that relayed signals result in valid packets that are sufficient to unlock doors. In particular, the adversary causes proximity errors by injecting a certain time delay before relaying to manipulate the phase rotation in the response signal. To this end, we present a novel relay-resilient proximity detection solution, BackProx, which uses pseudo-random frequency hopping with the assistance of a reference backscattering device. Since the relay adversary transmits the relayed signals from the key fob at long distances, the signals should propagate over longer distances, resulting in inevitable significant phase rotation with different frequencies. Inspired by this finding, BackProx uses an additional backscattering device to ensure the proximity of the key fob using the invariant characteristics of radio frequency signals in the physical layer (i.e., phase rotation). Our evaluation demonstrates the effectiveness of BackProx in resisting three types of relay attacks. The results show that it achieved a 98% true positive rate at close range and a 0.3% false positive rate at long range.
Arbitraging Japan Miyazaki, Hirokazu
2013., 20121202, 2013, 2013-01-01, 20130101
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For many financial market professionals worldwide, the era of high finance is over. The times in which bankers and financiers were the primary movers and shakers of both economy and society have come ...to an abrupt halt. What has this shift meant for the future of capitalism? What has it meant for the future of the financial industry? What about the lives and careers of financial operators who were once driven by utopian visions of economic, social, and personal transformation? And what does it mean for critics of capitalism who have long predicted the end of financial institutions? Hirokazu Miyazaki answers these questions through a close examination of the careers and intellectual trajectories of a group of pioneering derivatives traders in Japan during the 1990s and 2000s.
This paper introduces the global mixed-integer quadratic optimizer, GloMIQO, a numerical solver addressing mixed-integer quadratically-constrained quadratic programs to epsilon-global optimality. The ...algorithmic components are presented for: reformulating user input, detecting special structure including convexity and edge-concavity, generating tight convex relaxations, partitioning the search space, bounding the variables, and finding good feasible solutions. To demonstrate the capacity of GloMIQO, we extensively tested its performance on a test suite of 399 problems of diverse size and structure. The test cases are taken from process networks applications, computational geometry problems, GLOBALLib, MINLPLib, and the Bonmin test set. We compare the performance of GloMIQO with respect to four state-of-the-art global optimization solvers: BARON 10.1.2, Couenne 0.4, LindoGLOBAL 6.1.1.588, and SCIP 2.1.0. Keywords Mixed-integer quadratically-constrained quadratic programs * Numerical optimization software * Mathematical programming reformulations * Branch-and-bound global optimization
In this paper, we construct a new class of convex functions, so-called generalized n-polynomial p-convex functions. We investigate their algebraic properties and provide some relationships between ...these functions and other types of convex functions. We establish Hermite–Hadamard (H–H) inequality for the newly defined class of functions. Additionally, we derive refinements of H–H inequality for functions whose first derivatives in absolute value at certain power are generalized n-polynomial p-convex. When p=−1, our definition evolves into a new definition for the class of convex functions so-called generalized n-polynomial harmonically convex functions. The results obtained in this study generalize regarding those found in the existing literature. By extending these particular types of inequalities, the objective is to unveil fresh mathematical perspectives, attributes and connections that can enhance the evolution of more resilient mathematical methodologies. This study aids in the progression of mathematical instruments across diverse scientific fields.
Reinforcement learning (RL) has been applied to financial portfolio management in recent years. Current studies mostly focus on profit accumulation without much consideration of risk. Some ...risk‐return balanced studies extract features from price and volume data only, which is highly correlated and missing representation of risk features. To tackle these problems, we propose a weight control unit (WCU) to effectively manage the position of portfolio management in different market statuses. A loss penalty term is also designed in the reward function to prevent sharp drawdown during trading. Moreover, stock spatial interrelation representing the correlation between two different stocks is captured by a graph convolution network based on fundamental data. Temporal interrelation is also captured by a temporal convolutional network based on new factors designed with price and volume data. Both spatial and temporal interrelation work for better feature extraction from historical data and also make the model more interpretable. Finally, a deep deterministic policy gradient actor–critic RL is applied to explore optimal policy in portfolio management. We conduct our approach in a challenging non‐short‐selling market, and the experiment results show that our method outperforms the state‐of‐the‐art methods in both profit and risk criteria. Specifically, with 6.72% improvement on an annualized rate of return, 7.72% decrease in maximum drawdown, and a better annualized Sharpe ratio of 0.112. Also, the loss penalty and WCU provide new aspects for future work in risk control.
In 2020 E. Sakalauskas with coauthors published a paper defining perfectly secure Shannon cipher based on matrix power function, proposing effective parallelization, and ensuring no need for multiple ...rounds encrypting one data block 1. In this paper we present computational results with the avalanche effect and bit independence criterion (BIC). These criteria are important when describing the rate of confusion of bits in the ciphertext. It was observed that increasing matrix order and group size enhance BIC and avalanche effect results converging to the desired values. Based on the outputs it is possible to pick appropriate parameters satisfying security needs and available memory in a device where appropriate keys are going to be stored. Keywords: symmetric cipher, perfect secrecy, block cipher, matrix power function, avalanche effect, bit independence criterion.