6 results for “Random Walks”

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Research ArticleOpen accessIn the keywordsDrawdown and Drawup of Bi-Directional Grid Constrained Stochastic ProcessesAldo Taranto, Shahjahan KhanThe Grid Trading Problem (GTP) of mathematical finance, used in portfolio loss minimization, generalized dynamic hedging and algorithmic trading, is researched by examining the impact of the drawdown and drawup of discrete random walks and of Itô diffusions on the Bi-Directional Grid Constrained (BGC) stochastic process for profit Pt and equity Et over time. A comprehensive Discrete Difference Equation (DDE) … …Journal of Mathematics and Statistics, Vol. 16, Issue 1 · 14 Sep 2020 · 9,153 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsApplication of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic TradingAldo Taranto, Shahjahan KhanBi-directional Grid Constrained (BGC) Stochastic Processes (BGCSP) become more constrained the further they drift away from the origin or time axis are examined here. As they drift further away from the time axis, then the greater the likelihood of stopping, as if by two hidden reflective barriers. The theory of BGCSP is applied to a trading environment in which long … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 6 Mar 2021 · 8,524 accessesView PDF Cite

Research ArticleOpen accessIn the abstractComparison of Improved Semi-Automated Segmentation Technique with Manual Segmentation: Data from the Osteoarthritis InitiativeHong Seng Gan, Khairil Amir SayutiManual segmentation is the standard procedure in osteoarthritis study. However, this method is infamous for being excessive, time consuming and exhaustive. In this study, we overcame the problem of excessive expert interaction reported in manual segmentation by developing a semi-automated random walks technique with computer-aided labelling system. To minimize expert interaction, non-cartilage seeds were generated by using computer. Then, random … …American Journal of Applied Sciences, Vol. 13, Issue 11 · 24 Oct 2016 · 7,363 accessesView PDF Cite

Research ArticleOpen accessIn the abstractNew Collisions to Improve Pollard's Rho Method of Solving the Discrete Logarithm Problem on Elliptic CurvesAmmar Ali NeamahIt is true that different approaches have been utilised to accelerate the computation of discrete logarithm problem on elliptic curves with Pollard's Rho method. However, trapping in cycles fruitless will be obtained by using the random walks with Pollard's Rho. An efficient alternative approach that is based on new collisions which are reliant on the values ai, bi to solve … …Journal of Computer Science, Vol. 11, Issue 9 · 16 Dec 2015 · 7,340 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA VARIANT OF POLLARD'S RHO ATTACK ON ELLIPTIC CURVE CRYPTOSYSTEMSSiham Ezzouak, Mohammed Elamrani, Abdelmalek AziziElliptic Curve cryptosystems appear to be more secure and efficient when requiring small key size to implement than other public key cryptosystems. Its security is based upon the difficulty of solving Elliptic Curve Discrete Logarithm Problem (ECDLP). This study proposes a variant of generic algorithm Pollard's Rho for finding ECDLP using cycle detection with stack and a mixture of cycle … …Journal of Computer Science, Vol. 10, Issue 8 · 9 Apr 2014 · 7,269 accessesView PDF Cite

Research ArticleOpen accessIn the abstractNEURO FUZZY LINK BASED CLASSIFIER FOR THE ANALYSIS OF BEHAVIOR MODELS IN SOCIAL NETWORKSKannan Arputharaj, Ghosh Dalim Kumar, Indira Priya Ponnuvel, Ganapathy SannasiIn this study, a new link based classifier using neuro fuzzy logic has been proposed for analyzing the social behavior based on Weblog dataset. In this system, data are processed using a multistage structure. This system provides a diagnosis using a neuro fuzzy link based classifier that analyses the user’s behavior to specific diagnostic categories based on their cluster category … …Journal of Computer Science, Vol. 10, Issue 4 · 9 Dec 2013 · 6,892 accessesView PDF Cite