2012 4th Computer Science and Electronic Engineering Conference (CEEC)

The basis of the option universe has been the European option, and much literature has been devoted to the extension of this option to create many new exotic options, including some with nonlinear payoffs. In this work, we study a European-style power option pricing, under a constant volatility dynamics, using the risk-neutral valuation within the Black-Scholes framework. Apart from applying the c... View full abstract»

Evaluation of Special education students is always done, manually, by specialists. The presented paper provides an intelligent agent based classification system for diagnosing and evaluation of learning disabilities with special education students. It provides pedagogy psychology profiles for those students and offer solution strategies with the best educational activities. It provides tools that ... View full abstract»

Ultra-high definition video content is available in some areas such as the movie industry and scientific research. Streaming of uncompressed video is currently being done at full-high definition (1080p). In this paper we discuss the options for system which streams uncompressed ultra-high definition video content over a wireless network. View full abstract»

Group Codes are a generalization of the well known Binary Convolutional Codes. For this reason Group Codes are also called Generalized Convolutional Codes. A classical binary convolutional encoder with rate k/n <; 1 and m memory registers can be described as a Finite State Machine (FSM) in terms of the binary groups Zk2, Zn2 and Zm2 View full abstract»

The low cost Inertial Measurement Unit(IMU) can be used to provide accurate position information of a pedestrian when it is combined with Global Positioning System(GPS). This paper investigates how the integration of IMU anf GPS can be effectively used in pedestrian localization. The position calculation is achieved in sequence by three different strategies, namely basic double integration of IMU ... View full abstract»

The performance of wireless sensor networks (WSN) is prone to adverse influences from a number of factors such as the interference from co-located wireless systems utilising the same spectral space. Channel hopping technique was proposed to mitigate the problem via periodic change of the operating frequency, and has been adopted in the form of time slotted channel hopping (TSCH) by IEEE 802.15.4e ... View full abstract»

This paper presents a new hardware synthesis flow, which generates an output verifiable in a field-programmable gate array. It demonstrates the relevance of fault-tolerant synthesis as required by demanding, sustainable, safety-critical applications. Although general-purpose in capability, the technique is particularly applicable for modern processor implementations, where the consequences for und... View full abstract»

Predicting the occurrence of emerging global threats through Open Social Networks has become a paramount task for national security agencies. We study a set of four foraging strategies to provide an automated searching across the Facebook social network. Our work shows how movement patterns generated by random walks can be developed and applied as novel choices for facing a complex environment, e.... View full abstract»

In this paper we characterize an in house attenuated total reflection (ATR) sample cell unit, for use with a table top Terahertz-Time domain system (THz-TDS) spectrometer. The custom designed ATR unit offers several key advantages compared to conventional transmission spectrometry. Solid, liquid and powdered samples can easily be prepared for analysis and are easily removed and accessed without th... View full abstract»

Large sparse matrices characterise the linear systems found in various scientific and engineering domains such as fluid mechanics, structural engineering, finite element analysis and network analysis. The ordering of the rows and columns of a matrix determines how close to the main diagonal its non-zero elements are, which in turn greatly influences the performance of solvers for the associated li... View full abstract»

Emergency networks formed by First Responders are characterised by dynamic topology changes. It makes them a very relevant area of interest for the application of the concept of cooperative communications supported with the rationale behind the autonomic system design. This is so mostly due to the ad hoc like nature of such a networking environment where the deployment of Relay Nodes, represented ... View full abstract»

Resource sharing in a networked environment has been an evolved field of research in both industry and academia. In a dynamic, resource constrained environment, resource discovery plays a vital role in the resource sharing process. A distributed multi agent model for a dynamic, heterogeneous network has been proposed in this paper. Furthermore, three resource search algorithms have been investigat... View full abstract»

Lifestyle management is a growing area aimed at giving individuals support for an increased self-awareness; self-monitoring technologies are essential in providing an objective account of our daily events. However, most self-monitoring technological solutions largely focus on physical health and ignore other aspects. Our goal is to utilise context aware technologies in order to support people in u... View full abstract»

When designing distributed applications for a Service Oriented Architecture (SOA), the method chosen for service implementation is crucial. This paper determines a rule for choosing the best implementation method through performance comparison of two important communication implementation paradigms - blocking (“synchronous”) and non-blocking (“asynchronous brokered communicati... View full abstract»

Attack graphs have been widely used to represent and analyze security attacks. More specifically, they show all ways of how an attacker violets a security policy. Most attack graphs are constructed from nodes (vertices) and edges (arcs). Since there are so many research papers, each has a different representation of attack graphs. This paper discuses attack graph representations in terms of its no... View full abstract»

This paper proposes an adaptive channel coding scheme for data-partitioned video streaming over a mobile access network, namely IEEE 802.16e (WiMAX). Raptor coding, for reduced latency, is applied at the byte-level rather than the block level. Adaptation is achieved by a single retransmission, when necessary, of extra redundant data to reconstruct corrupted packets. Packet drops are responded to t... View full abstract»

Named entities (NEs) are textual references via proper names, such aspeople names, company names, places and so on. The importance of NEs has been observed in intranet search engines, including university web sites. In this paper, a mechanism is built exclusively to recognize the three named entities, which are constantly referenced in the University of Essex domain: names, course codes, and room ... View full abstract»

Secure in-packet Bloom filters is an approach used to securely forward source routing packets with small forwarding tables making the forwarding fabric resistant to unauthorized traffic. This resistance can be achieved by dynamically computing the link identifiers on the base of the packet content such as path in-out interfaces and keys of forwarding nodes using a cryptographic function. In this p... View full abstract»

As the era of media-player applications seems to be receding, native streaming is being reconsidered in commercial environments. Ease of deployment is important to such developers and in that respect this paper proposes quality-adaptive variable bitrate (VBR) video streaming for home wireless networks. The main intention of the scheme is to adapt to congestion, taking advantage of simple buffer mo... View full abstract»

An algorithm for finding planar features from a 3D point cloud by Kinect's depth sensor is described in this paper. The algorithm uses the explicit definition of a plane which allows storing only four parameters per plane rather than storing thousands of points. Extraction of multiple planes from the same set of points is prevented using a rejection mechanism. Parallelism is used for an average sp... View full abstract»

Peak detection is a general problem in a wide range of applications. In many advanced signal processing systems, peak detection is used as a pre-processing step, and hence its accuracy for validation of output is crucial. The problem of peak detection can be divided into two stages, peak detection and peak selection and validation. Peak detection can be used in finding peaks in signals and extract... View full abstract»

The photoconductivity (PC) of two p-i-n GaInNAs/GaAs multiple quantum well (MQW) mesa structures is investigated. When illuminated with photons at energy greater than the GaAs bandgap, at low temperature a number of oscillations are observed in the current-voltage (I-V) characteristics. We found that the position of these oscillations depend upon on the temperature and the magnetic field. Due to t... View full abstract»