The non-existence of triangular arbitrage in an efficient foreign exchange markets is widely believed. In this paper, we deploy a forecasting model to predict foreign exchange rates and apply the triangular arbitrage ...
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The non-existence of triangular arbitrage in an efficient foreign exchange markets is widely believed. In this paper, we deploy a forecasting model to predict foreign exchange rates and apply the triangular arbitrage model to evaluate the possibility of an arbitrage opportunity. Surprisingly, we substantiate the existence of triangular arbitrage opportunities in the exchange rate forecasting market even with transaction costs. This also implies the inefficiency of the market and potential market threats of profit-seeking investors. In our experiments, neural network based model with back-propagation (BP-NN) is used for exchange rate forecasting.
In this panel, we propose to figure out how requirements engineering and interaction design can be usefully combined. In particular, some people argue that scenarios/ use cases should be concrete, as in story-telling....
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In this panel, we propose to figure out how requirements engineering and interaction design can be usefully combined. In particular, some people argue that scenarios/ use cases should be concrete, as in story-telling. Others argue for use of "essential" use cases as a methodological approach to interaction and user-interface design. Somewhat in the middle, it is argued that use cases should help acquiring the requirements in the first place. What should the practitioner believe and, in particular, do, in order to develop useful and usable software and systems? software development and interaction design require different skills and different methods and are typically done by different people. Still, scenario-based design is proposed for several activities relevant for both tasks, such as requirements elicitation, software design, and interaction design. Symbolic modeling in this spirit is actually common to various fields. However, scenario-based approaches vary, especially with regard to their use, e.g., employing abstract use cases or integrating scenarios with functions and goals in a systematic design process. So, the key issue to be raised at the panel is how to combine different approaches, e.g., in scenario-based development, so that the interaction design as well as the development of the user interface and of the software internally result in an overall useful and useable system.
Group signature allows the anonymity of a real signer in a group to be revoked by a trusted party called group manager. It also gives the group manager the absolute power of controlling the formation of the group. Rin...
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Group signature allows the anonymity of a real signer in a group to be revoked by a trusted party called group manager. It also gives the group manager the absolute power of controlling the formation of the group. Ring signature, on the other hand, does not allow anyone to revoke the signer anonymity, while allowing the real signer to form a group （also known as a ring） arbitrarily without being controlled by any other party. In this paper, we propose a new variant for ring signature, called Revocable Ring Signature. The signature allows a real signer to form a ring arbitrarily while allowing a set of authorities to revoke the anonymity of the real signer. This new variant inherits the desirable properties from both group signature and ring signature in such a way that the real signer will be responsible for what it has signed as the anonymity is revocable by authorities while the real signer still has the freedom on ring formation. We provide a formal security model for revocable ring signature and propose an efficient construction which is proven secure under our security model.
This paper presents a cross-modal approach of image retrieval from a medical image collection which integrates visual information based on purely low-level image contents and case related textual information from the ...
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Nowadays, smart spaces occupy an essential part of ubiquitous computing environment. The spaces integrated with wireless sensors networks, actuators and context-aware services become part of our daily life. Smart spac...
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A requirements specification for an individual software system should be consistent, i.e. free of contradictions. In product line engineering, the product line requirements specification comprises all the requirements...
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ISBN:
(纸本)9781595938824
A requirements specification for an individual software system should be consistent, i.e. free of contradictions. In product line engineering, the product line requirements specification comprises all the requirements common to all products of the product line as well as the variable requirements used to derive individual products from the product line. The set of requirements (common and all the variable ones) of a product line is typically inconsistent since variable requirements can contradict each other. This is not a problem as long as contradicting requirements are not included in a product derived from the product line. Thus, the set of requirements realized in each individual product has to be consistent. Employing techniques used in single system development to check the consistency of product line requirements will thus produce false positive results, since there can be contradiction in the product line requirements specification In this paper we first provide a concise definition of consistency for product line requirements specifications. Based on this definition, we define a formal framework for checking consistency of product line requirements specifications. Our framework supports consistency checks in the domain engineering process. In contrast to consistency checks in single system development, it tolerates certain types of inconsistencies caused by the variability of prod-uct line requirements. Copyright 2007 ACM.
Globalization requires enterprises to suit different customers' demands and integrate different countries' resources. Current research on SOA could not provide an appropriate way for support. This paper propos...
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This paper presents an emulation technique that allows to preserve structure and optionally timing of an emulated circuit according to a target technology. The technique is compatible with fault injection techniques b...
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