一种区间数的因子分析技术及其在证券市场中的应用

传统的因子分析技术能够有效地对高维变量空间进行降维处理,但它对于样本空间却缺乏行之有效的降维效果.为了解决这一问题,一种针对大量样本数据、新的因子分析技术———区间数因子分析技术(intervaldatafactoranalysis,IFA)被提出并得到了迅速的发展。IFA方法对传统的数据概念做了本质性的扩张,运用'数据打包'的理念,对海量原始数据在不破坏其原有内在逻辑关系的前提下,可以进行变量和样本点维度的双重降维。本文详细阐述了区间数因子分析技术的原理,并以中国股票市场为案例研究背景,结果表明IFA分析技术对大规模多维数据系统做综合简化是十分有效的。     

A new color image cryptosystem via hyperchaos synchronization

This paper proposes a novel color image cryptosystem based on synchronization of two different six-dimensional hyperchaotic systems. In the transmitter end, we apply the drive system to generate the diffusion matrices and scrambling ones, which are used to change the image pixel value and position, respectively. Thus the ciphered image is obtained. In the receiver, synchronization of two nonidentical hyperchaotic systems can be achieved by designing the appropriate controllers. The response system is employed to yield the corresponding diffusion matrices and scrambling ones using the same generation method in the encryption algorithm. Then the cipher-image can be decrypted by the decryption algorithm, which is similar to that of the encryption process but in the reversed order. The experimental results show that the presented image cryptosystem has high security and can resist noise and crop attacks.     

The personalization of security selection: An application of fuzzy set theory

We apply the theory of fuzzy subsets to the multiple objective decision problem of stock selection. We allow our objectives to have varying degrees of importance. We discuss various criteria used in selecting stocks. We indicate some procedures for subjectively evaluating the membership functions associated with these criteria.     

On hedging in finite security markets

A market is considered where trading can take place only at discrete time points, the trading frequency cannot grow without bound, and the number of states of nature is finite. The main objectives of the paper are to show that the market can be completed also with highly correlated risky assets, and to describe an efficient algorithm to compute a self-financing hedging strategy. The algorithm consists off-line of a backwards recursion and on-line of the solution, in each period, of a system of linear equations; it is a consequence of a proof where, using a well-known mathematical property, it is shown that uniqueness of the martingale measure implies completeness also in our setting. The significance of ‘multistate’ models versus the familiar binomial model is discussed and it is shown how the evolution of prices of the (correlated) risky assets can be chosen so that a given probability measure is already the unique equivalent martingale measure.     

Security number of grid-like graphs

The security number of a graph is the cardinality of a smallest vertex subset of the graph such that any attack on the subset is defendable. In this paper, we determine the security number of two-dimensional cylinders and tori. This result settles a conjecture of Brigham et al. [R.C. Brigham, R.D. Dutton, S.T. Hedetniemi, Security in graphs, Discrete Appl. Math. 155 (2007) 1708-1714].     

Textile‐based Electrochemical Sensing: Effect of Fabric Substrate and Detection of Nitroaromatic Explosives

This study examines the influence of textile substrates upon the behavior of wearable screen‐printed electrodes and demonstrates the attractive sensing properties of these sensors towards the detection of nitroaromatic explosives. Compared to electrodes printed on common cotton or polyester substrates, GORE‐TEX‐based electrochemical sensors display reproducible background cyclic voltammograms, reflecting the excellent water‐repellant properties of the GORE‐TEX fabric. The wetting properties of different printed textile electrodes are elucidated using contact angle measurements. The influence of laundry washing and mechanical stress is explored. The GORE‐TEX‐based printed electrodes exhibit favorable detection of 2,4‐dinitrotoluene (DNT) and 2,4,6‐trinitrotoluene (TNT) explosives, including rapid detection of DNT vapor.     

Application of homomorphism to secure image sharing

In this paper, we present a new approach for sharing images between l players by exploiting the additive and multiplicative homomorphic properties of two well-known public key cryptosystems, i.e. RSA and Paillier. Contrary to the traditional schemes, the proposed approach employs secret sharing in a way that limits the influence of the dealer over the protocol and allows each player to participate with the help of his key-image. With the proposed approach, during the encryption step, each player encrypts his own key-image using the dealer's public key. The dealer encrypts the secret-to-be-shared image with the same public key and then, the l encrypted key-images plus the encrypted to-be shared image are multiplied homomorphically to get another encrypted image. After this step, the dealer can safely get a scrambled image which corresponds to the addition or multiplication of the l + 1 original images (l key-images plus the secret image) because of the additive homomorphic property of the Paillier algorithm or multiplicative homomorphic property of the RSA algorithm. When the l players want to extract the secret image, they do not need to use keys and the dealer has no role. Indeed, with our approach, to extract the secret image, the l players need only to subtract their own key-image with no specific order from the scrambled image. Thus, the proposed approach provides an opportunity to use operators like multiplication on encrypted images for the development of a secure privacy preserving protocol in the image domain. We show that it is still possible to extract a visible version of the secret image with only l-1 key-images (when one key-image is missing) or when the l key-images used for the extraction are different from the l original key-images due to a lossy compression for example. Experimental results and security analysis verify and prove that the proposed approach is secure from cryptographic viewpoint.     

基于GMRBAC模型的GIS系统安全控制方法研究

针对GIS系统应用程序的复杂性和安全性等特点,对基于角色的访问控制基本模型进行了深入研究,提出一种多粒度安全访问控制扩展模型GMRBAC,分析了GMRBAC模型的基本框架结构和用户可信度评估条件。尝试将GMRBAC模型引入到GIS复杂软件体系中,利用多粒度访问权限操作和可信度评估条件的有效结合,为GIS系统智能访问控制应用提供一种新的解决方案。实践表明,改进后的GMRBAC模型具有较强的可靠性和通用性,能够较好地应用于城镇智能供热决策系统中,具有广泛的应用前景。     

Global secure sets of grid-like graphs

Let G=(V,E) be a graph and S⊆V. The set S is a secure set if ∀X⊆S,|N[X]∩S|≥|N[X]−S|, and S is a global secure set if S is a secure set and a dominating set. The cardinality of a minimum global secure set of G is the global security number of G, denoted γ_s(G). The sets studied in this paper are different from secure dominating sets studied in Cockayne et al. (2003) [3], Grobler and Mynhardt (2009) [8], or Klostermeyer and Mynhardt (2008) [13], which are also denoted by γ_s.In this paper, we provide results on the global security numbers of paths, cycles and their Cartesian products.     

A novel couple images encryption algorithm based on DNA subsequence operation and chaotic system

A novel couple images encryption algorithm based on DNA subsequence operation and chaotic system is presented. Different from the traditional DNA encryption methods, our algorithm is not use complex biological operation, but just uses the idea of DNA subsequence operation (such as elongation operation, truncation operation, and deletion operation). And then, do the DNA addition operation under the Chen's Hyper-chaotic map in this image cipher. The simulation experimental results and security analysis show that our algorithm not only has good encryption effect, but also has the ability of resisting exhaustive attack and statistical attack.