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.     

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。     

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.     

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 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.     

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.     

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。     

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.     

Procedures and Practices for Conducting Postevaluation of Information Systems

Postevaluation (PE) of an information system is probably the most neglected activity along the system life cycle. However, PE is essential for making improvements to existing systems and generating standard practices for future information system development projects. Based on actual experience, the 12-step procedure described here can help organizations realize both the future and immediate benefits that PE offers.     

Procedures and tools for analysis of network traffic measurements

We present procedures and tools for the analysis of network traffic measurements. The tools consist of stand-alone¹ modules that implement advanced statistical analysis procedures and a flexible web-based interface through which a user can create, modify, save, and execute experiments using the statistical analysis modules. The tools do not assume a specific source traffic model, but rather process actual measurements of network traffic. Indeed, the theory that the tools are based on can identify the time-scales that affect a link’s performance, hence suggest the appropriate time granularity of traffic measurements. We present and discuss case studies that demonstrate the application of the tools for answering questions related to network management and dimensioning, such as the maximum link utilization when some quality of service is guaranteed, how this utilization is affected by the link buffer and traffic shaping, the acceptance region and the effects of the scheduling discipline, and the token (or leaky) bucket parameters of a traffic stream. The case studies involve actual traffic measurements obtained by a high performance measurement platform that we have deployed at the University of Crete network.     

论计算机犯罪的侦查与取证

计算机犯罪由于其客观方面所决定,在现场的保护和确定、证据的搜集、作案手段、作案及破坏速度等方面较传统犯罪都有显著的特征,因此其在侦查取证方法上也必然迥异.本文就现场的保护、勘验、计算机犯罪调查、电子证据的搜集和审查判断、查找犯罪嫌疑人等有关侦查取证技术方面的问题进行了探析.     

Procedures and Practices for Conducting Postevaluation of Information Systems

Postevaluation (PE) of an information system is probably the most neglected activity along the system life cycle. However, PE is essential for making improvements to existing systems and generating standard practices for future information system development projects. Based on actual experience, the 12-step procedure described here can help organizations realize both the future and immediate benefits that PE offers.