Thèses sur le sujet « Network measures »
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Traore, Abdoulaye S. « Mixed Network Interference Management with Multi-Distortion Measures ». International Foundation for Telemetering, 2010. http://hdl.handle.net/10150/604294.
Texte intégralThis paper presents a methodology for the management of interference and spectrum for iNET. It anticipates a need for heavily loaded test environments with Test Articles (TAs) operating over the horizon. In such cases, it is anticipated that fixed and ad hoc networks will be employed, and where spectrum reuse and interference will limit performance. The methodology presented here demonstrates how this can be accomplished in mixed networks.
Grando, Felipe. « Methods for the approximation of network centrality measures ». reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2018. http://hdl.handle.net/10183/186166.
Texte intégralCentrality measures are an important analysis mechanism to uncover vital information about complex networks. However, these metrics have high computational costs that hinder their applications in large real-world networks. I propose and explain the use of artificial neural learning algorithms can render the application of such metrics in networks of arbitrary size. Moreover, I identified the best configuration and methodology for neural learning to optimize its accuracy, besides presenting an easy way to acquire and generate plentiful and meaningful training data via the use of a complex networks model that is adaptable for any application. In addition, I compared my prosed technique based on neural learning with different centrality approximation methods proposed in the literature, consisting of sampling and other artificial learning methodologies, and, I also tested the neural learning model in real case scenarios. I show in my results that the regression model generated by the neural network successfully approximates the metric values and is an effective alternative in real-world applications. The methodology and machine learning model that I propose use only a fraction of computing time with respect to other commonly applied approximation algorithms and is more robust than the other tested machine learning techniques.
Pellegrinet, Sarah <1988>. « Systemic Risk Measures and Connectedness : a network approach ». Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/6009.
Texte intégralBenbrook, Jimmie Glen 1943. « A SYSTEM ANALYSIS OF A MULTILEVEL SECURE LOCAL AREA NETWORK (COMPUTER) ». Thesis, The University of Arizona, 1986. http://hdl.handle.net/10150/275531.
Texte intégralKim, Hyoungshick. « Complex network analysis for secure and robust communications ». Thesis, University of Cambridge, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.610134.
Texte intégralFu, Zehua. « Confidence measures in deep neural network based stereo matching ». Thesis, Lyon, 2020. http://www.theses.fr/2020LYSEC014.
Texte intégralDespite decades of enhancement since the first proposal of Barnard and Fischler’s, stereo matching approaches still suffer from imprecision, especially in the presence of occlusion, extreme lighting conditions and ambiguity. To overcome these inaccuracies, many methods, called confidence measures, have been proposed to assess the accuracy of the matching. In this thesis, we study state-of-the-art confidence measures and propose two measures, based on neural networks and deep learning, to improve the performance of stereo matching. A first proposed approach uses multi-modal data including the initial disparity and reference RGB images. The multi-modal architecture is subsequently improved by enlarging the Effective Receptive Field (ERF) enabling learning with more contextual information and thus leading to better detection of matching errors. Evaluated on KITTI2012 and KITTI2015 datasets, our multi-modal approach had achieved the best performance during the time. As a second approach, a Recurrent Neural Network (RNN) is proposed in order to refine the result of the stereo matching, step by step. The Gated Recurrent Units (GRU), combined with our multi-modal dilated convolutional network, use information from one step to guide refinement in the next. To the best of our knowledge, this is the first attempt to refine stereo matching based on an RNN. The proposed approach is easily applicable to different Convolutional Neural Networks (CNNs) in stereo matching to produce an effective and precise end-to-end solution. The experimental results prove significant improvements both on KITTI2012 and KITTI2015 datasets
Olsson, Eric J. « Literature survey on network concepts and measures to support research in network-centric operations ». Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2003. http://library.nps.navy.mil/uhtbin/hyperion-image/03Jun%5FOlsson.pdf.
Texte intégralFuloria, Shailendra. « Robust security for the electricity network ». Thesis, University of Cambridge, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.610100.
Texte intégralWoldearegay, Yonas, et Oumar Traore. « Optimization of Nodes in Mixed Network Using Three Distance Measures ». International Foundation for Telemetering, 2011. http://hdl.handle.net/10150/595764.
Texte intégralThis paper presents a method for the management of mixed networks as envisioned in future iNET applications and develops a scheme for global optimal performance for features that include signal to Noise Ratio (SNR), Quality of service (QoS), and Interference. This scheme demonstrates potential for significant enhancement of performance for dense traffic environments envisioned in future telemetry applications. Previous research conducted at Morgan State University has proposed a cellular and Ad hoc mixed network for optimum capacity and coverage using two distance measures: QoS and SNR. This paper adds another performance improvement technique, interference, as a third distance measure using an analytical approach and using extensive simulation with MATLAB. This paper also addresses solutions where performance parameters are correlated and uncorrelated. The simulations show the optimization of mixed network nodes using distance, traffic and interference measures all at one time. This has great potential in mobile communication and iNET.
Mooi, Roderick David. « A model for security incident response in the South African National Research and Education network ». Thesis, Nelson Mandela Metropolitan University, 2014. http://hdl.handle.net/10948/d1017598.
Texte intégralGoyal, Ravi. « Estimating Network Features and Associated Measures of Uncertainty and Their Incorporation in Network Generation and Analysis ». Thesis, Harvard University, 2012. http://dissertations.umi.com/gsas.harvard:10605.
Texte intégralPark, Yongro. « A statistical process control approach for network intrusion detection ». Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/6835.
Texte intégralLoutsios, Demetrios. « A holistic approach to network security in OGSA-based grid systems ». Thesis, Nelson Mandela Metropolitan University, 2006. http://hdl.handle.net/10948/550.
Texte intégralAktop, Baris. « A framework for maximizing the survivability of network dependent services ». Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2003. http://library.nps.navy.mil/uhtbin/hyperion-image/02Mar%5FAktop.pdf.
Texte intégralKobo, Hlabishi. « Situation-aware routing for wireless mesh networks with mobile nodes ». Thesis, University of the Western Cape, 2012. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_6647_1370594682.
Texte intégralKaiser, Edward Leo. « Addressing Automated Adversaries of Network Applications ». PDXScholar, 2010. https://pdxscholar.library.pdx.edu/open_access_etds/4.
Texte intégralMoyo, Norbert. « The potential network effects of travellers' responses to travel demand management measures ». Thesis, University of Southampton, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.274449.
Texte intégralBränberg, Stefan. « Computing network centrality measures on fMRI data using fully weighted adjacency matrices ». Thesis, Umeå universitet, Institutionen för datavetenskap, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-128177.
Texte intégralSignorelli, Camilo Miguel. « Theoretical models and measures of conscious brain network dynamics : an integrative approach ». Doctoral thesis, TDX (Tesis Doctorals en Xarxa), 2021. http://hdl.handle.net/10803/671858.
Texte intégralIn the field of neuroscience of consciousness, there is a current trend to contrast and compare existing models of consciousness. Even though the final word is empirical, theoretical efforts are essential to place both, conceptual assumptions and experimental results in context. From that, we can design better assessments and answer the question about what model is optimal. In this direction, this thesis explores models and computational integrative approaches. The document classifies scientific models of consciousness according to their "explanatory profile". Empirical data is described in light of network theory. Then, computational tools inspired by the conceptual integration of two influential models are implemented to quantify differences between awake and anaesthetic conditions. Finally, the thesis introduces new concepts to avoid the current reductionism of some models, pushing the text to controversial discussions. This thesis is a theoretical and conceptual work inspired by empirical results, attempting to reveal the power of computational and mathematical models in order to develop testable hypotheses and understand better the neuroscience of consciousness.
Zhang, Junjie. « Effective and scalable botnet detection in network traffic ». Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/44837.
Texte intégralShumaker, Todd, et Dennis Rowlands. « Risk assessment of the Naval Postgraduate School gigabit network ». Thesis, Monterey, California. Naval Postgraduate School, 2004. http://hdl.handle.net/10945/1351.
Texte intégralThis research thoroughly examines the current Naval Postgraduate School Gigabit Network security posture, identifies any possible threats or vulnerabilities, and recommends any appropriate safeguards that may be necessary to counter the found threats and vulnerabilities. The research includes any portion of computer security, physical security, personnel security, and communication security that may be applicable to the overall security of both the .mil and .edu domains. The goal of the research was to ensure that the campus network is operating with the proper amount of security safeguards to protect the confidentiality, integrity, availability, and authenticity adequately from both insider and outsider threats. Risk analysis was performed by assessing all of the possible threat and vulnerability combinations to determine the likelihood of exploitation and the potential impact the exploitation could have on the system, the information, and the mission of the Naval Postgraduate School. The results of the risk assessment performed on the network are to be used by the Designated Approving Authority of the Naval Postgraduate School Gigabit network when deciding whether to accredit the system.
Civilian, Research Associate
Astatke, Yacob. « Distance Measures for QOS Performance Management in Mixed Networks ». International Foundation for Telemetering, 2008. http://hdl.handle.net/10150/606197.
Texte intégralThe integrated Network Enhanced Telemetry effort (iNET) was launched to create a telemetry network that will enhance the traditional point-to-point telemetry link from test articles (TAs) to ground stations (GS). Two of the critical needs identified by the Central Test and Evaluation Investment Program (CTEIP) are, "the need to be able to provide reliable coverage in potentially high capacity environments, even in Over-The-Horizon (OTH) settings", and "the need to make more efficient use of spectrum resources through dynamic sharing of said resources, based on instantaneous demand thereof". Research conducted at Morgan State University (MSU) has focused on providing solutions for both critical problems. The Mixed Network architecture developed by MSU has shown that a hybrid network can be used to provide coverage for TAs that are beyond the coverage area of the GS. The mixed network uses clustering techniques to partition the aggregate network into clusters or sub-networks based on properties of each TA, which currently include signal strengths, and location. The paper starts with a detailed analysis of two parameters that affect the performance of each sub-network: contention between the TAs in the mobile ad-hoc network, and queuing at the Gateway TAs that serve as the link between the mobile ad-hoc and the Cellular networks. Contention and queuing will be used to evaluate two performance (distance) measures for each sub-network: throughput and delay. We define a new distance measure known as "power", which is equal to the ratio of throughput over delay, and is used as a measure of performance of the mixed network for Quality of Service (QOS). This paper describes the analytical foundation used to prove that the "power" performance measure is an excellent tool for optimizing the clustering of a mixed network to provide QOS.
Martina, Jean Everson. « Verification of security protocols based on multicast communication ». Thesis, University of Cambridge, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.609650.
Texte intégralNath, Madhurima. « Application of Network Reliability to Analyze Diffusive Processes on Graph Dynamical Systems ». Diss., Virginia Tech, 2019. http://hdl.handle.net/10919/86841.
Texte intégralPh. D.
The research presented here explores the effects of the structural properties of an interacting system on the outcomes of a diffusive process using Moore-Shannon network reliability. The network reliability is a finite degree polynomial which provides the probability of observing a certain configuration for a diffusive process on networks. Examples of such processes analyzed here are outbreak of an epidemic in a population, spread of an invasive species through international trade of commodities and spread of a perturbation in a physical system with discrete magnetic spins. Network reliability is a novel tool which can be used to compare the efficiency of network models with the observed data, to find important components of the system as well as to estimate the functions of thermodynamic state variables.
Srivatsa, Mudhakar. « Security Architecture and Protocols for Overlay Network Services ». Diss., Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/16284.
Texte intégralFarquhar, MaryBeth Anne. « Actor Networks in Health Care : Translating Values into Measures of Hospital Performance ». Diss., Virginia Tech, 2008. http://hdl.handle.net/10919/28312.
Texte intégralPh. D.
Mantrach, Amin. « Novel measures on directed graphs and applications to large-scale within-network classification ». Doctoral thesis, Universite Libre de Bruxelles, 2010. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210033.
Texte intégralLa première partie de cette thèse introduit une nouvelle mesure de similarité entre deux noeuds d’un réseau dirigé et pondéré :la covariance “sum-over-paths”. Celle-ci a une interprétation claire et précise :en dénombrant tous les chemins possibles deux noeuds sont considérés comme fortement corrélés s’ils apparaissent souvent sur un même chemin – de préférence court. Cette mesure dépend d’une distribution de probabilités, définie sur l’ensemble infini dénombrable des chemins dans le graphe, obtenue en minimisant l'espérance du coût total entre toutes les paires de noeuds du graphe sachant que l'entropie relative totale injectée dans le réseau est fixée à priori. Le paramètre d’entropie permet de biaiser la distribution de probabilité sur un large spectre :allant de marches aléatoires naturelles où tous les chemins sont équiprobables à des marches biaisées en faveur des plus courts chemins. Cette mesure est alors appliquée à des problèmes de classification semi-supervisée sur des réseaux de taille moyennes et comparée à l’état de l’art.
La seconde partie de la thèse introduit trois nouveaux algorithmes de classification de noeuds en sein d’un large réseau dont les noeuds sont partiellement étiquetés. Ces algorithmes ont un temps de calcul linéaire en le nombre de noeuds, de classes et d’itérations, et peuvent dés lors être appliqués sur de larges réseaux. Ceux-ci ont obtenus des résultats compétitifs en comparaison à l’état de l’art sur le large réseaux de citations de brevets américains et sur huit autres jeux de données. De plus, durant la thèse, nous avons collecté un nouveau jeu de données, déjà mentionné :le réseau de citations de brevets américains. Ce jeu de données est maintenant disponible pour la communauté pour la réalisation de tests comparatifs.
La partie finale de cette thèse concerne la combinaison d’un graphe de citations avec les informations présentes sur ses noeuds. De manière empirique, nous avons montré que des données basées sur des citations fournissent de meilleurs résultats de classification que des données basées sur des contenus textuels. Toujours de manière empirique, nous avons également montré que combiner les différentes sources d’informations (contenu et citations) doit être considéré lors d’une tâche de classification de textes. Par exemple, lorsqu’il s’agit de catégoriser des articles de revues, s’aider d’un graphe de citations extrait au préalable peut améliorer considérablement les performances. Par contre, dans un autre contexte, quand il s’agit de directement classer les noeuds du réseau de citations, s’aider des informations présentes sur les noeuds n’améliora pas nécessairement les performances.
La théorie, les algorithmes et les applications présentés dans cette thèse fournissent des perspectives intéressantes dans différents domaines.
In recent years, networks have become a major data source in various fields ranging from social sciences to mathematical and physical sciences. Moreover, the size of available networks has grow substantially as well. This has brought with it a number of new challenges, like the need for precise and intuitive measures to characterize and analyze large scale networks in a reasonable time.
The first part of this thesis introduces a novel measure between two nodes of a weighted directed graph: The sum-over-paths covariance. It has a clear and intuitive interpretation: two nodes are considered as highly correlated if they often co-occur on the same -- preferably short -- paths. This measure depends on a probability distribution over the (usually infinite) countable set of paths through the graph which is obtained by minimizing the total expected cost between all pairs of nodes while fixing the total relative entropy spread in the graph. The entropy parameter allows to bias the probability distribution over a wide spectrum: going from natural random walks (where all paths are equiprobable) to walks biased towards shortest-paths. This measure is then applied to semi-supervised classification problems on medium-size networks and compared to state-of-the-art techniques.
The second part introduces three novel algorithms for within-network classification in large-scale networks, i.e. classification of nodes in partially labeled graphs. The algorithms have a linear computing time in the number of edges, classes and steps and hence can be applied to large scale networks. They obtained competitive results in comparison to state-of-the-art technics on the large scale U.S.~patents citation network and on eight other data sets. Furthermore, during the thesis, we collected a novel benchmark data set: the U.S.~patents citation network. This data set is now available to the community for benchmarks purposes.
The final part of the thesis concerns the combination of a citation graph with information on its nodes. We show that citation-based data provide better results for classification than content-based data. We also show empirically that combining both sources of information (content-based and citation-based) should be considered when facing a text categorization problem. For instance, while classifying journal papers, considering to extract an external citation graph may considerably boost the performance. However, in another context, when we have to directly classify the network citation nodes, then the help of features on nodes will not improve the results.
The theory, algorithms and applications presented in this thesis provide interesting perspectives in various fields.
Doctorat en Sciences
info:eu-repo/semantics/nonPublished
Chance, Christopher P. « Designing and implementing a network authentication service for providing a secure communication channel ». Thesis, Kansas State University, 1986. http://hdl.handle.net/2097/9903.
Texte intégralStapelberg, Nicolas Jacques Christian. « Quantitative Relationships Between Clinical Measures Of Depression And Heart Rate Variability As Measured By Linear And Nonlinear Methods ». Thesis, Griffith University, 2016. http://hdl.handle.net/10072/367151.
Texte intégralThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
School of Applied Psychology
Griffith Health
Full Text
Yelne, Samir. « Measures of User Interactions, Conversations, and Attacks in a Crowdsourced Platform Offering Emotional Support ». Wright State University / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=wright1482330888961028.
Texte intégralNaude, Kevin Alexander. « A method for the evaluation of similarity measures on graphs and network-structured data ». Thesis, Nelson Mandela Metropolitan University, 2014.
Trouver le texte intégralMjikeliso, Yolanda. « Guidelines to address the human factor in the South African National Research and Education Network beneficiary institutions ». Thesis, Nelson Mandela Metropolitan University, 2014. http://hdl.handle.net/10948/9946.
Texte intégralVan, Heerden Renier Pelser. « A formalised ontology for network attack classification ». Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1011603.
Texte intégralLim, Yu-Xi. « Secure Geolocation for Wireless Indoor Networks ». Thesis, Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/11454.
Texte intégralBaratz, Joshua W. (Joshua William) 1981. « Regions Security Policy (RSP) : applying regions to network security ». Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/17933.
Texte intégralIncludes bibliographical references (p. 51-54).
The Regions network architecture is a new look at network organization that groups nodes into regions based on common purposes. This shift from strict network topology groupings of nodes requires a change in security systems. This thesis designs and implements the Regions Security Policy (RSP). RSP allows a unified security policy to be set across a region, fully controlling data as it enters into, exits from, and transits within a region. In doing so, it brings together several existing security solutions so as to provide security comparable to existing systems that is more likely to function correctly.
by Joshua W. Baratz.
M.Eng.and S.B.
Sung, Minho. « Scalable and efficient distributed algorithms for defending against malicious Internet activity ». Diss., Available online, Georgia Institute of Technology, 2006, 2006. http://etd.gatech.edu/theses/available/etd-07172006-134741/.
Texte intégralXu, Jun, Committee Chair ; Ahamad, Mustaque, Committee Member ; Ammar, Mostafa, Committee Member ; Bing, Benny, Committee Member ; Zegura, Ellen, Committee Member.
Corte, Coi Claudio. « Network approaches for the analysis of resting state fMRI data ». Master's thesis, Alma Mater Studiorum - Università di Bologna, 2016. http://amslaurea.unibo.it/10820/.
Texte intégralOpie, Jake Weyman. « Securing softswitches from malicious attacks ». Thesis, Rhodes University, 2007. http://hdl.handle.net/10962/d1007714.
Texte intégralAlfraidi, Hanadi Humoud A. « Interactive System for Scientific Publication Visualization and Similarity Measurement based on Citation Network ». Thesis, Université d'Ottawa / University of Ottawa, 2015. http://hdl.handle.net/10393/33135.
Texte intégralAbdullah, Kulsoom B. « Scaling and Visualizing Network Data to Facilitate in Intrusion Detection Tasks ». Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/10509.
Texte intégralOh, Khoon Wee. « Wireless network security : design considerations for an enterprise network / ». Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2004. http://library.nps.navy.mil/uhtbin/hyperion/04Dec%5FOh.pdf.
Texte intégralIrwin, Barry Vivian William. « A framework for the application of network telescope sensors in a global IP network ». Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1004835.
Texte intégralBonora, Filippo. « Dynamic networks, text analysis and Gephi : the art math ». Master's thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amslaurea.unibo.it/6327/.
Texte intégralBataineh, Mohammad Hindi. « Artificial neural network for studying human performance ». Thesis, University of Iowa, 2012. https://ir.uiowa.edu/etd/3259.
Texte intégralMorissette, Laurence. « Auditory Object Segregation : Investigation Using Computer Modelling and Empirical Event-Related Potential Measures ». Thesis, Université d'Ottawa / University of Ottawa, 2018. http://hdl.handle.net/10393/37856.
Texte intégralWu, Gang Mechanical & Manufacturing Engineering Faculty of Engineering UNSW. « The impact of inter-company network technology on correlations between supply chain drivers and performance measures ». Publisher:University of New South Wales. Mechanical & ; Manufacturing Engineering, 2009. http://handle.unsw.edu.au/1959.4/43645.
Texte intégralScheepers, Christiaan Frederick. « Implementing energy efficiency measures on the compressed air network of old South African mines / Scheepers C.F ». Thesis, North-West University, 2011. http://hdl.handle.net/10394/7569.
Texte intégralThesis (M.Ing. (Electrical and Electronic Engineering))--North-West University, Potchefstroom Campus, 2012.
Shatnawi, Ibrahem Mahmoud. « Automated Vehicle Delay and Travel Time Estimation Techniques for Improved Performance Measures of Urban Network System ». University of Akron / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=akron1446473677.
Texte intégralPEDIO, MANUELA. « Essays on the Time Series and Cross-Sectional Predictive Power of Network-Based Volatility Spillover Measures ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2021. http://hdl.handle.net/10281/305198.
Texte intégralThis thesis includes two essays that are devoted to study the time-series and cross-sectional predictive power of a newly developed, forward-looking volatility spillover index based on option implied volatilities. In the first essay, we focus on the estimation of the index and on the assessment of whether the (changes in) the index can predict the time-series excess returns of (a set of) individual stocks and of the S&P 500. We also compare the in-sample and out-of-sample predictive power of this index with that of the volatility spillover index proposed by Diebold and Yilmaz (2008, 2012), which is instead based on realized, backward-looking volatilities. While both measures show evidence of in-sample predictive power, only the option-implied measure is able to produce out-of-sample forecasts that outperform a simple historical mean benchmark. We find this predictive power to be exploitable by an investor using simple trading strategies based on the sign of the predicted excess return and also by a mean-variance optimizer. We also show that, despite the predictive outperformance of the implied volatility spillover index is mostly coming from high-volatility periods, the additional forecast power is not subsumed by the inclusion of the VIX (as a proxy of aggregate volatility) in the predictive regressions. In the second essay, we investigate whether volatility spillover risk (in addition to aggregate volatility risk) is priced in the cross-section of US stock returns. To our purpose, we conduct several (parametric and non-parametric) asset pricing tests. First, we sort the stock universe into five quintile portfolios based on their exposure to the implied volatility spillover index that we have developed in the first essay. Second, we use a conditional sorting procedure to control for variables that may have a confounding effect on our results. We find that stocks with a low exposure to volatility spillovers earn an average 6.45% per annum more than stocks with a high exposure to volatility spillovers. This difference persists also after adjusting for risk and when we control for the exposure to aggregate volatility shocks. Finally, we employ a Fama-Mac Beth approach to estimate the risk premium associated with volatility spillover risk; this procedure partly confirms the results from the non-parametric, portfolio sorting analysis, although the premium is lower and generally imprecisely estimated.
De, Bruyn Daniel Nicholas. « Investigation and development of a system for secure synchronisation in a wireless mesh network ». Thesis, [Bloemfontein?] : Central University of Technology, Free State, 2010. http://hdl.handle.net/11462/132.
Texte intégralThis dissertation gives an overview of the research done in developing a protocol to synchronise information in a secure wireless mesh network. Alternative methods to control wireless devices were investigated in the non-controlled frequency spectrum. The aim of the research was to develop a protocol that can be loaded on a micro-controller with limited intelligence, controlling endpoints. The protocol minimises human interference and automatically negotiates which device becomes the master controller. The device is able to discover and locate neighbour devices in range. The device has the capability to be stationary or mobile and host multiple control endpoints. Control endpoints can be digital or analogue, input or output, and belongs to a group like security, lighting or irrigation. These capabilities can change according to the solution’s requirements. Control endpoints with the same capabilities must be able to establish a connection between each other. An endpoint has a user-friendly name and can update the remote endpoint with the description. When a connection is established both endpoints update each other with their user-friendly name and their status. A local endpoint can trigger a certain action on a receiving control point. The system was tested with a building monitoring system because it is static and a less expensive choice, thus making the evaluation more suitable. A simulator for a personal computer was developed to evaluate the new protocol. Finally, the protocol was implemented and tested on a micro-controller platform.