Current Issue : October - December Volume : 2018 Issue Number : 4 Articles : 5 Articles
In this paper, we first reformulate the max-min dispersion problem as a\nsaddle-point problem. Specifically, we introduce an auxiliary problem whose\noptimum value gives an upper bound on that of the original problem. Then\nwe propose the saddle-point problem to be solved by an adaptive custom\nproximal point algorithm. Numerical results show that the proposed algorithm\nis efficient....
SGK (sequential generalization of ...
We give a study result to analyze a rather different, semi-analytical numerical\nalgorithms based on splitting-step methods with their applications to mathematical\nfinance. As certain subsistent numerical schemes may fail due to producing\nnegative values for financial variables which require non-negativity preserving.\nThese algorithms which we are analyzing preserve not only the\nnon-negativity, but also the character of boundaries (natural, reflecting, absorbing,\netc.). The derivatives of the CIR process and the Heston model are\nbeing extensively studied. Beyond plain vanilla European options, we creatively\napply our splitting-step methods to a path-dependent option valuation.\nWe compare our algorithms to a class of numerical schemes based on Euler\ndiscretization which are prevalent currently. The comparisons are given with\nrespect to both accuracy and computational time for the European call option\nunder the CIR model whereas with respect to convergence rate for the\npath-dependent option under the CIR model and the European call option\nunder the Heston model....
In this paper, we proposed a novel triple algorithm based on RSA (Rivest-\nShamir-Adleman), AES (Advanced Encryption Standard), and TwoFish in\norder to further improve the security of Bluetooth that is currently using only\n128-bit AES for encryption in its latest versions (Bluetooth 4.0 - 5.0). Furthermore,\nolder Bluetooth 1.0A ââ?¬â?? 3.0 + HS (High-Speed) devices use E0\nstream cipher for encryption that has been shown to be weak by numerous\nresearchers and thus it could be considered insufficient for high security purposes\nnowadays. In our novel approach, the triple protection of AES, RSA,\nand TWOFISH would enhance the level of security, which shields the data\ntransmission in the Bluetooth. As the first step of our novel approach, we first\nencrypted the message by using AES with 128-bit key and then further encrypted\nit by using Twofish with the same 128-bit key. Finally, the 128-bit key\ngenerated in the beginning will be encrypted by using RSA with 1024-bit key\nto protect its over-the-air transfer. In the receiving end, the decryption\nprocess goes in reverse order compared with encryption process. We showed\nwith experimental figures that our novel algorithm improved the security of\nBluetooth encryption by eliminating all known weaknesses and thus made\ndata exchange between Bluetooth devices secure....
Design of transceiver for interference channel (IC) is an important research\narea. Max-SINR algorithm is an iterative algorithm for multi-input multi-\noutput (MIMO) IC. Nodes in the MIMO IC, work in a time division duplex\nmode, where half of them are equipped with M antennas while the others have\nN antennas. It is shown how the Max-SINR algorithm proposed by Gomadam\net al. converges by considering an equivalent problem, i.e. a constrained\nmaximization problem....
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