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.
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.
In this paper, we develop a bi-level real options framework for deriving the equilibrium Government subsidisation and firm-level capacity investment policy in a duopoly market structure. We find that ...strategic interactions with the Government may impact a firm’s capacity investment decision significantly and that the equilibrium subsidisation policy depends on both the market structure and the type of duopolistic competition. Interestingly, the provision of greater subsidy to the leader raises the follower’s incentive to invest earlier and in a bigger project. The loss in value of the leader, due to the follower’s entry, relative to the monopolist increases with economic uncertainty and, although a subsidy can mitigate this loss, its effect becomes less pronounced as economic uncertainty increases. We also find that a profit (welfare)-maximising Government does not offer (offers) a subsidy in a highly uncertain environment or upon low tax rate, while higher tax rate does not always decelerate investment. Finally, we find that while competition is always desirable for a social planner, a profit-maximising Government may benefit more under pre-emptive competition.
•We analyse equilibrium investment and subsidy design under duopolistic competition.•The subsidisation policy depends on both market structure and type of competition.•Increasing the leader’s subsidy hastens the follower’s investment in a bigger project.•The subsidy mitigates the leader’s loss in value due to the follower’s entry.•A profit-maximising Government does not offer a subsidy under high uncertainty.
The complexity of estimating multivariate GARCH models increases significantly with the increase in the number of asset series. To address this issue, we propose a general regularization framework ...for high-dimensional GARCH models with BEKK representations, and obtain a penalized quasi-maximum likelihood (PQML) estimator. Under some regularity conditions, we establish some theoretical properties, such as the sparsity and the consistency, of the PQML estimator for the BEKK representations. We then carry out simulation studies to show the performance of the proposed inference framework and the procedure for selecting tuning parameters. In addition, we apply the proposed framework to analyze volatility spillover and portfolio optimization problems, using daily prices of 18 U.S. stocks from January 2016 to January 2018, and show that the proposed framework outperforms some benchmark models.
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![IL/I[sub.1] Regularization ...](http://api.summon.serialssolutions.com/2.0.0/image/issn/XR4PS5YY4K/2227-9091/small "IL/I[sub.1] Regularization for High-Dimensional Multivariate GARCH Models")