Showing papers by "Stevens Institute of Technology published in 2004"

Generalized Deviations in Risk Analysis

Abstract: General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such measures include standard deviation as a special case but need not be symmetric with respect to ups and downs. Their properties are explored with a mind to generating a large assortment of examples and assessing which may exhibit superior behavior. Connections are shown with coherent risk measures in the sense of Artzner, Delbaen, Eber and Heath, when those are applied to the difference between a random variable and its expectation, instead of to the random variable itself. However, the correspondence is only one-to-one when both classes are restricted by properties called lower range dominance, on the one hand, and strict expectation boundedness on the other. Dual characterizations in terms of sets called risk envelopes are fully provided.

Deterministic multiuser carrier-frequency offset estimation for interleaved OFDMA uplink

Abstract: In orthogonal frequency-division multiple access (OFDMA), closely spaced multiple subcarriers are assigned to different users for parallel signal transmission. An interleaved subcarrier-assignment scheme is preferred because it provides maximum frequency diversity and increases the capacity in frequency-selective fading channels. The subcarriers are overlapping, but orthogonal to each other such that there is no intercarrier interference (ICI). Carrier-frequency offsets (CFOs) between the transmitter and the receiver destroy the orthogonality and introduces ICI, resulting in multiple-access interference. This paper exploits the inner structure of the signals for CFO estimation in the uplink of interleaved OFDMA systems. A new uplink signal model is presented, and an estimation algorithm based on the signal structure is proposed for estimating the CFOs of all users using only one OFDMA block. Diversity schemes are also presented to improve the estimation performance. Simulation results illustrate the high accuracy and efficiency of the proposed algorithm.

A man-in-the-middle attack on UMTS

Abstract: In this paper we present a man-in-the-middle attack on the Universal Mobile Telecommunication Standard (UMTS), one of the newly emerging 3G mobile technologies. The attack allows an intruder to impersonate a valid GSM base station to a UMTS subscriber regardless of the fact that UMTS authentication and key agreement are used. As a result, an intruder can eavesdrop on all mobile-station-initiated traffic.Since the UMTS standard requires mutual authentication between the mobile station and the network, so far UMTS networks were considered to be secure against man-in-the-middle attacks. The network authentication defined in the UMTS standard depends on both the validity of the authentication token and the integrity protection of the subsequent security mode command.We show that both of these mechanisms are necessary in order to prevent a man-in-the middle attack. As a consequence we show that an attacker can mount an impersonation attack since GSM base stations do not support integrity protection. Possible victims to our attack are all mobile stations that support the UTRAN and the GSM air interface simultaneously. In particular, this is the case for most of the equipment used during the transition phase from 2G (GSM) to 3G (UMTS) technology.

Privacy-preserving Bayesian network structure computation on distributed heterogeneous data

Abstract: As more and more activities are carried out using computers and computer networks, the amount of potentially sensitive data stored by business, governments, and other parties increases. Different parties may wish to benefit from cooperative use of their data, but privacy regulations and other privacy concerns may prevent the parties from sharing their data. Privacy-preserving data mining provides a solution by creating distributed data mining algorithms in which the underlying data is not revealed.In this paper, we present a privacy-preserving protocol for a particular data mining task: learning the Bayesian network structure for distributed heterogeneous data. In this setting, two parties owning confidential databases wish to learn the structure of Bayesian network on the combination of their databases without revealing anything about their data to each other. We give an efficient and privacy-preserving version of the K2 algorithm to construct the structure of a Bayesian network for the parties' joint data.

Wave Breaking and Ocean Surface Layer Thermal Response

Abstract: The effect of breaking waves on ocean surface temperatures and surface boundary layer deepening is investigated. The modification of the Mellor‐Yamada turbulence closure model by Craig and Banner and others to include surface wave breaking energetics reduces summertime surface temperatures when the surface layer is relatively shallow. The effect of the Charnock constant in the relevant drag coefficient relation is also studied.

Organizational Management in Workflow Applications – Issues and Perspectives

Abstract: Business processes automation requires the specification of process structures as well as the definition of resources involved in the execution of these processes. While the modeling of business processes and workflows is well researched, the link between the organizational elements and process activities is less well understood, and current developments in the web services choreography area completely neglect the organizational aspect of workflow applications. The purpose of this paper is to give an overview of the organizational aspects of workflow technology in the context of the workflow life cycle, to provide a review of existing work, and to develop guidelines for the design of a workflow-enabled organization, which can be used by both workflow vendors and users.

System and method for overcoming decision making and communications errors to produce expedited and accurate group choices

Abstract: A system and method is provided overcoming decision-making and communications errors to produce expedited and accurate group choices. The invention provides collective outcomes that are resilient to communication and decision making errors, and which are provided with a minimum wait time. The system comprises a user interface engine that provides a channel to the features of the present invention, an agenda manager module for creating and presenting questions, a user manager module that controls interactions with user who request questionnaires, submit response data, and request access to analytical results, and a report manager module that identifies collective outcomes that are resilient to error and/or that weight individual votes to optimize the group's performance in producing one or more correct or optimal collective choices. A common data exchange allows communication between the modules.

Remote versus hands-on labs: a comparative study

Abstract: Advocates of hands-on laboratories and advocates of simulation have debated for years. Proponents of hands-on laboratories argue that student engineers need to be exposed to the physical experiences-and the uncertainties-of real environments. Advocates of simulation argue that physical labs are wasteful-they tie up badly needed space, and consume student's time in menial set-up and tear-down procedures. Now remote laboratories have appeared as a third option. These laboratories are similar to simulation techniques in that they require minimal space and time, because the experiments can be rapidly configured and run over the Internet. But unlike simulations, they provide real data. It is unknown what the relative effectiveness of hands-on, simulated, and remote laboratories is. This paper presents a model for testing this relative effectiveness, and discusses the results of a preliminary assessment study comparing versions of remote labs versus hands-on labs in a junior-level mechanical engineering course on machine dynamics and mechanisms.

Strategic Project Leadership® Toward a strategic approach to project management

Abstract: Strategic Project Leadership s (SPL) is a new approach to project management that is focusing projects on creating competitive advantage and winning in the marketplace. This approach is particularly relevant to strategic projects that are initiated to create the company's future, including almost all R&D projects. In the traditional approach, project managers and teams were typically focused on getting the job done, and meeting time and budget goals. SPL, provides a modern view. It suggests that projects are initiated for business reasons, and that just 'getting the job done' is not enough. This paper presents a mindset, a framework, and a practical, step-by-step approach on how to connect project management to business results and how to turn projects into powerful competitive weapons. The paper is based on extensive case research, of which we present six cases - three successes and three disappointments - to demonstrate the value of the SPL approach to project management. 1

Friends Need a Bit More: Maintaining Invariants Over Shared State

Abstract: In the context of a formal programming methodology and verification system for ownership-based invariants in object-oriented programs, a friendship system is defined Friendship is a flexible protocol that allows invariants expressed over shared state Such invariants are more expressive than those allowed in exisiting ownership type systems because they link objects that are not in the same ownership domain Friendship permits the modular verification of cooperating classes This paper defines friendship, sketches a soundness proof, and provides several realistic examples

Master Funds in Portfolio Analysis with General Deviation Measures

Abstract: Generalized measures of deviation are considered as substitutes for standard deviation in a framework like that of classical portfolio theory for coping with the uncertainty inherent in achieving rates of return beyond the risk-free rate. Such measures, derived for example from conditional value-at-risk and its variants, can reflect the different attitudes of different classes of investors. They lead nonetheless to generalized one-fund theorems in which a more customized version of portfolio optimization is the aim, rather than the idea that a single "master fund" might arise from market equilibrium and serve the interests of all investors. The results that are obtained cover discrete distributions along with continuous distributions. They are applicable therefore to portfolios involving derivatives, which create jumps in distribution functions at specific gain or loss values, well as to financial models involving finitely many scenarios. Furthermore, they deal rigorously with issues that come up at that level of generality, but have not received adequate attention, including possible lack of differentiability of the deviation expression with respect to the portfolio weights, and the potential nonuniqueness of optimal weights. The results also address in detail the phenomenon that if the risk-free rate lies above a certain threshold, the usually envisioned master fund must be replaced by one of alternative type, representing a "net short position" instead of a "net long position" in the risky instruments. For nonsymmetric deviation measures, the second type need not just be the reverse of the first type, and there can sometimes even be an interval for the risk-free rate in which no master fund of either type exists. A notion of basic fund, in place of master fund, is brought in to get around this difficulty and serve as a single guide to optimality regardless of such circumstances.

On the impact of GSM encryption and man-in-the-middle attacks on the security of interoperating GSM/UMTS networks

Abstract: GSM suffers from various security weaknesses: Just recently, Barkan, Biham and Keller presented a ciphertext-only attack on the GSM encryption algorithm A5/2 which recovers the encryption key from a few dozen milliseconds of encrypted traffic within less than a second Furthermore, it is well-known that it is possible to mount a man-in-the-middle attack in GSM during authentication which allows an attacker to make a victim mobile station authenticate itself to a fake base station which in turn forwards the authentication traffic to the real network, thus impersonating the victim mobile station to a real network and vice versa We discuss the impact of GSM encryption attacks, that recover the encryption key, and the man-in-the-middle attack on the security of networks, which employ UMTS and GSM base stations simultaneously We suggest to protect UMTS connections from GSM attacks by integrating an additional authentication and key agreement on intersystem handovers between GSM and UMTS

Frequency synchronization for generalized OFDMA uplink

Abstract: In orthogonal frequency division multiple access (OFDMA), the total spectral resource is partitioned into multiple orthogonal subcarriers. These subcarriers are assigned to different users for simultaneous transmission. OFDMA is very sensitive to frequency synchronization errors. In an unsynchronized OFDMA uplink, each user has a different carrier frequency offset (CFO) relative to the common uplink receiver. The orthogonality among subcarriers is thus destroyed resulting in multiple access interference as well as self interference. This problem is tackled in this paper by constructing the orthogonal spectral signals that would have been received if all users were frequency synchronized. A generalized OFDMA is described first considering arbitrary subcarrier assignments. A new signal model is formulated to characterize the interference on the generalized OFDMA uplink due to multiuser frequency synchronization errors. Least squares (LS) and minimum mean square error (MMSE) criteria are used to construct the orthogonal spectral signals from one received OFDMA block. An efficient implementation method is developed based on a banded matrix approximation, which is computationally inexpensive and provides good performance.

Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints

Abstract: We consider a new class of optimization problems involving stochastic dominance constraints of second order. We develop a new splitting approach to these models, optimality conditions and duality theory. These results are used to construct special decomposition methods.

Related Party Transactions: Associations with Corporate Governance and Firm Value

Abstract: Recent corporate scandals have raised considerable concern among regulators and stock market participants about related party transactions (RPTs), prompting Sarbanes-Oxley (SOX) to prohibit personal loans to executives and non-executive board members. In a representative sample of companies for a period that predates SOX, we find RPTs are wide spread and involve equally executives and non-executive board members; additionally, the proportion of related party loans is smaller than other non-loan related party transactions such as purchases or direct services. When we examine the relationship between RPTs and the extant literature's corporate governance mechanisms (such as board characteristics, CEO pay-performance sensitivity, and outside monitors), we generally find weaker corporate governance mechanisms associated with more and higher dollar amounts of RPTs. We also find that industry-adjusted returns are negatively associated with RPTs. On further examination of loans versus other types of RPTs not considered in SOX, we find a negative relationship between industry-adjusted returns and the number and dollar amount of loans to executives and non-executive directors, and a similar relationship between the number of other types of RPTs with non-executive directors. In summary, our results provide support for the view of RPTs as conflicts of interest between managers/board members and their shareholders, in contrast with the view of RPTs as efficient transactions.

Estimation of the parameters of Herschel-Bulkley fluid under wall slip using a combination of capillary and squeeze flow viscometers

Abstract: The determination of the parameters of viscoplastic fluids subject to wall slip is a special challenge and accurate results are generally obtained only when a number of viscometers are utilized concomitantly. Here the characterization of the parameters of the Herschel-Bulkley fluid and its non-linear wall slip behavior is formulated as an inverse problem which utilizes the data emanating from capillary and squeeze flow rheometers. A finite element method of the squeeze flow problem is employed in conjunction with the analytical solution of the capillary data collected following Mooney’s procedure, which uses dies with differing surface to volume ratios. The uniqueness of the solution is recognized as a major problem which limits the accuracy of the solution, suggesting that the search methodology should be carefully selected.

Protein Surface Patterning Using Nanoscale PEG Hydrogels

Abstract: We have used focused electron-beam cross-linking to create nanosized hydrogels and thus present a new method with which to bring the attractive biocompatibility associated with macroscopic hydrogels into the submicron length-scale regime. Using amine-terminated poly(ethylene glycol) thin films on silicon substrates, we generate nanohydrogels with lateral dimensions of order 200 nm which can swell by a factor of at least five, depending on the radiative dose. With the focused electron beam, high-density arrays of such nanohydrogels can be flexibly patterned onto silicon surfaces. Significantly, the amine groups remain functional after e-beam exposure, and we show that they can be used to covalently bind proteins and other molecules. We use bovine serum albumin to amplify the number of amine groups, and we further demonstrate that different proteins can be covalently bound to different hydrogel pads on the same substrate to create multifunctional surfaces useful in emerging bio/proteomic and sensor technologies.

Single-channel time reversal in elastic solids

Abstract: Reverberant volume time reversal in 3D elastic solids (doped glass and Berea sandstone) using a single channel are presented. In spite of large numbers of mode conversions (compressional to shear wave conversions at the walls), time reversal works extremely well, providing very good spatial and time focusing of elastic waves. Ceramics were bonded to the surface as sources (100–700 kHz); a broadband laser vibrometer (dc—1.5 MHz) was used as detector. Temporal and spatial time-reversal focusing are frequency dependent and depend on the dissipation characteristics of the medium. Doped glass (inverse dissipation Q between 2000 to 3000) shows time-reversed spatial focal resolution at about half of the shear wavelength. The Berea sandstone (Q=50) yields a wider focusing width (a bit more than the shear wavelength) due to its lower Q. Focusing in the doped glass is better because the time-reversal (virtual) array created by wave reflections is larger than in the highly attenuating sandstone. These are the first results reported in granular media, and are a first step toward geophysical and field applications.

Knowledge spillover and innovation in technological clusters

Abstract: Knowledge spillovers have been used to explain the increased rate of innovation that is found in technological clusters. The last two decades have seen an increasing interest by researchers trying to capture and measure the effects of these spillovers. However, very little is known about the mechanisms of knowledge exchange that take place in clusters. In this paper we draw on the current body of knowledge and use the concepts of tacit and explicit knowledge to understand how knowledge spillovers actually take place. We present a conceptual model of knowledge accessibility as a mean for knowledge transfer, and we distinguish between knowledge transfer and knowledge spillover based on the knowledge holder's intention or lack of it to exchange such knowledge. We then review how tacit knowledge is being accessed in technological clusters and how it affects knowledge creation.

A Numerical Study of the Exact Evolution Equations for Surface Waves in Water of Finite Depth

Abstract: We describe a pseudo-spectral numerical method to solve the systems of one-dimensional evolution equations for free surface waves in a homogeneous layer of an ideal fluid. We use the method to solve a system of one-dimensional integro-differential equations, first proposed by Ovsjannikov and later derived by Dyachenko, Zakharov, and Kuznetsov, to simulate the exact evolution of nonlinear free surface waves governed by the two-dimensional Euler equations. These equations are written in the transformed plane where the free surface is mapped onto a flat surface and do not require the common assumption that the waves have small amplitude used in deriving the weakly nonlinear Korteweg-de Vries and Boussinesq long-wave equations. We compare the solution of the exact reduced equations with these weakly nonlinear long-wave models and with the nonlinear long-wave equations of Su and Gardner that do not assume the waves have small amplitude. The Su and Gardner solutions are in remarkably close agreement with the exact Euler solutions for large amplitude solitary wave interactions while the interactions of low-amplitude solitary waves of all four models agree. The simulations demonstrate that our method is an efficient and accurate approach to integrate all of these equations and conserves the mass, momentum, and energy of the Euler equations over very long simulations.

Modeled and measured optical transmittance of snow-covered first-year sea ice in Kongsfjorden, Svalbard

Abstract: [1] On the basis of input from in situ measurements of key parameters determining optical properties (i.e., snow grain size, density, ice salinity, ice temperature, etc.) we calculate the transmittance of shortwave radiation (280 nm < λ < 800 nm) through first-year sea ice with and without snow cover. We use a multistream radiative transfer code that takes into account the coupling between two strata with different indices of refraction (i.e., the atmosphere-snow stratum and the ice-ocean stratum). Also, we give a detailed description of the parameterization used to calculate the optical properties for shortwave radiation in the atmosphere, snow, ice, and ocean. Through comparisons between calculated and in situ measured transmittances we tune the model to obtain consistency. We find that for the type of snow and ice considered in this study a 2.5-cm-thick layer of snow is less transparent than a 61-cm-thick layer of ice. Also, the diffuse attenuation coefficient for snow Kd varies considerably with the snow thickness, emphasizing the need for accurate radiative transfer modeling. Our model not only provides accurate transmittances but also gives accurate values for ultraviolet and visible light versus depth in the atmosphere, snow, ice, and ocean. This makes it a suitable tool for both calculating energy deposition in icy polar waters and predicting effects on polar aquatic ecology due to changes in the light conditions.