New Procedures for Testing Whether Stock Price Processes are Martingales

We propose procedures for testing whether stock price processes are martingales based on limit order type betting strategies. We first show that the null hypothesis of martingale property of a stock price process can be tested based on the capital process of a betting strategy. In particular with high frequency Markov type strategies we find that martingale null hypotheses are rejected for many stock price processes.     

A Probabilistic Analysis of Multiple-drug Testing Procedures in Sports Doping Control

Athletes engaged in competition, particularly those involved in international competitions such as the Olympics, are increasingly being tested for a greater variety of banned substances; it is not unusual for tests to be conducted for 100 drugs and another 400 as metabolites. Previous studies related to the accuracy of drug testing processes have failed to properly consider the effects of testing for more than one drug. In order to identify appropriate indicators for the multiple-drug case, probability theory and accuracy concepts applicable to testing for multiple drugs are developed and applied to illustrative data. The probability that a drug-free individual will test positive for drug use is shown to be much higher than indicated by previous studies, and it is shown that an increase in the number of drugs tested for yields an approximately proportionate increase in the probability that a positive test result is erroneous. Therefore, while testing for one drug may result in a comfortably low rate of false accusations of drug use, testing for multiple drugs may well result in an unacceptably high rate. Finally, a set of empirical measures is suggested for use in cases of tests for multiple drugs; the measures will provide for comparability among laboratory proficiency studies.     

Interfaces for Refining Recursion and Procedures

This paper presents novel definitions of interfaced recursion blocks, interfaced procedures, and interfaced recursive procedures for the Refinement Calculus. These definitions allow step-wise refinement rules to be formally stated and proved for these constructs. An interface is associated with a (recursive) call by preceding the body of the implementation by an assertion statement which says that the interface refines to the implementation. An interface will typically be a specification statement, but in principle can be any command. The theory and rules presented in this paper have been mechanised in the theorem prover Isabelle/ZF. Received August 1999 / Accepted in revised form November 2000     

一种新型的信息获取增值服务平台

面对大量Ｗeb信息资源，如何为查询者提供一个集成的增值服务平台已迫在眉睫，该文以房产信息为例，提出一种新型的信息获取增值服务平台，这种平台具有一定的普遍意义。     

A Parsimonious Approach for Obtaining Resource-Efficient and Trustworthy Execution

We propose a resource-efficient way to execute requests in Byzantine-fault-tolerant replication that is particularly well-suited for services in which request processing is resource-intensive. Previous efforts took a failure masking all-active approach of using all execution replicas to execute all requests; at least 2t + 1 execution replicas are needed to mask t Byzantine-faulty ones. We describe an asynchronous protocol that provides resource-efficient execution by combining failure masking with imperfect failure detection and checkpointing. Our protocol is parsimonious since it uses only t + 1 execution replicas, called the primary committee or PC, to execute the requests under normal conditions characterized by a stable network and no misbehavior by PC replicas; thus, a trustworthy reply can be obtained with the same latency, but with only about half of the overall resource use of the all-active approach. However, a request that exposes faults among the PC replicas causes the protocol to switch to a recovery mode, in which all 2t + 1 replicas execute the request and send their replies; then, after selecting a new PC, the protocol switches back to parsimonious execution. Such a request incurs a higher latency using our approach than the all-active approach, mainly because of fault detection latency. Practical observations point to the fact that failures and instability are the exception rather than the norm. That motivated our decision to optimize resource efficiency for the common case, even if it means paying a slightly higher performance cost during periods of instability     

Obtaining Crisp Priorities for Triangular and Trapezoidal Fuzzy Judgments

This paper proposes anoptimal fuzzy-based model for obtaining crisp priorities for Fuzzy-AHP comparison matrices. Crisp judgments cannot be given for real-life situations, as most of these include some level of fuzziness and complexity. In these situations, judgments are represented by the set of fuzzy numbers. Most of the fuzzy optimization models derive crisp priorities for judgments represented with Triangular Fuzzy Numbers (TFNs) only. They do not work for other types of Triangular Shaped Fuzzy Numbers (TSFNs) and Trapezoidal Fuzzy Numbers (TrFNs). To overcome this problem, a sum of squared error (SSE) based optimization model is proposed. Unlike some other methods, the proposed model derives crisp weights from all of the above-mentioned fuzzy judgments. A fuzzy number is simulated using the Monte Carlo method. A threshold-based constraint is also applied to minimize the deviation from the initial judgments. Genetic Algorithm (GA) is used to solve the optimization model. We have also conducted casestudiesto show the proposed approach’s advantages over the existingmethods. Results show that the proposed model outperforms other models to minimize SSE and deviation from initial judgments. Thus, the proposed model can be applied in various real time scenarios as it can reduce the SSE value upto 29% compared to the existing studies.     

Boundary Procedures for Summation-by-Parts Operators

Four different methods of imposing boundary conditions for the linear advection-diffusion equation and a linear hyperbolic system are considered. The methods are analyzed using the energy method and the Laplace transform technique. Numerical calculations are done, considering in particular the case when the initial data and boundary data are inconsistent.     

Obtaining the threat model for e-mail phishing

Phishing is a kind of embezzlement that uses social engineering in order to obtain personal information from its victims, aiming to cause losses. In the technical literature only the hit rate of the classifiers is mentioned to justify the effectiveness of the phishing detecting techniques. Aspects such as the accuracy of the classifier results (false positive rate), computational effort and the number of features used for phishing detection are rarely taken into account. In this work we propose a technique that yields the minimum set of relevant features providing reliability, good performance and flexibility to the phishing detection engine. The experimental results reported in this work show that the proposed technique could be used to optimize the detection engine of the anti-phishing scheme.     

Office编程中的对象模型以及获取代码的帮助

本文以Microsoft Office 97中的应用程序Word、Excel为范例,对Office编程技术中的对象属性和方法的应用、对象模型的用户界面等进行了讨论。并且介绍了获取对象模型代码的帮助。     

An Approximation Framework for Solvers and Decision Procedures

We consider the problem of automatically and efficiently computing models of constraints, in the presence of complex background theories such as floating-point arithmetic. Constructing models, or proving that a constraint is unsatisfiable, has various applications, for instance for automatic generation of test inputs. It is well-known that a naïve encoding of constraints into simpler theories (for instance, bit-vectors or propositional logic) often leads to a drastic increase in size, or that it is unsatisfactory in terms of the resulting space and runtime demands. We define a framework for systematic application of approximations in order to improve performance. Our method is more general than previous techniques in the sense that approximations that are neither under- nor over-approximations can be used, and it shows promising performance on practically relevant benchmark problems.     

软硬件测试中预确定距离测试

在随机测试的基础上提出了VLSI电路测试中的一个新概念,即预确定距离测试.随机测试广泛应用于软硬件测试中已经有多年了.众所周知,随机测试中每个测试码都是随机选取的而不管它是否与先前生成的测试码重复.尽管由于测试码选取的随机性使得随机测试并不是十分有效,但是对它作了一些实质性修改从而大大提高了它的测试效率.在预确定距离测试中,总是选择总距离最大的测试码来进行测试,以便使得该测试码所检测到的故障与先前的测试码所检测到的故障尽可能地不同.还详细介绍了构造一个预确定距离测试序列的生成算法,并将其应用到软件测试中.最后,从基准电路上获得的实验结果以及从理论上的分析也表明这种新方法的有效性.     

制作FLASH课件的关键程序

该文介绍运用Flash制作课件的关键程序。     

Procedures for managing extendible array files

Varieties of files are reviewed and the notion of a file space is discussed. A number of properties which characterize file spaces are listed. This modest theoretical framework has a clarifying influence on the subject of files. Certain file-system primitives are introduced which are similar to those in most commonly-known operating systems, and then these primitives are used in constructing a collection of routines for reading and writing extedible arrays. Extendible arrays are based on fixed page size randomly-accessible files and they are a useful universal input/output (I/O) structure for many different storage and retrieval schemes. The routines for managing such files are similar to the mechanisms used in handling a paged address space in a virtual memory system. The contribution of this paper lies in the detailed implementation which is presented; these routines are well understood in principle, but tricky to construct in practice. Finally, these routines are used in a practical example which provides for managing a variable blocksize free space list within a extendible array.